Job Overview

Trading Risk Quantitative Analyst

Location: Amsterdam, The Netherlands Salary: Competitive
Type: Permanent Contact: Matthew Storey
Posted: 5 months ago

Eames Consulting is currently partnered with an Investment Bank in Amsterdam, searching for a Trading Risk Quantitative Analyst to join their Trading Risk Quant team within the Financial Risk Model Development department.

The Trading Risk Quant team is part of the Financial Risk Model Development department. The department comprises of a large team of modelling experts, with expertise in the development and management of Balance Sheet Risk, Credit and Trading Risk and Market Risk models, with state of the art modelling methods, tooling and data-processing technologies.

Responsibilities include (but not limited to):

  • perform (derivatives) pricing model validations for end of day valuation (these models are developed e.g. Front Office Quants and independently replicated by the Trading Risk Quant team)
  • develop market risk models and methodologies (such as risk factor evolution models for Value at Risk or PFE calculations, for e.g.)
  • provide support on the different quantitative topics.
  • The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment.

Skills and Competencies

  • An academic degree (MSc or PhD) in a quantitative field, preferably (financial) mathematics,  econometrics or physics.
  • 2-5 years of quant experience, with familiarity with derivatives pricing, financial markets and the most important developments (for e.g. FRTB). Relevant experience in equity derivatives and/or commodity derivatives modelling is a plus;
  • Strong knowledge and experience with programming languages, especially C++ and/or Python.
  • Experience with FM Front Office pricing systems, in particular Sophis is a plus.
  • You have strong communication skills and fluency in English;
  • You have a constructive attitude and pro-active team player.
If you are interested in this role, please apply below or contact me for more information.