Quantitative Developer / Financial EngineerOctober 18, 2017
Tehnician masini si utilajeOctober 20, 2017
- The financial services industry is adjusting to significant structural changes that policymakers promote as a response to the recent crisis. Banks are still increasing their capital and liquidity buffers, and are implementing numerous other changes as required by new regulation. While banks become more resilient, they are also facing pressure on profitability as a consequence of higher capital costs. Alongside regulatory changes, banks business models are challenged by digitalisation and adverse market conditions such as negative interest rates.
- Banks respond to these challenges by taking a closer look at the validity of their business model, their assumptions regarding risk appetite, and their allocation of financial resources to lines of business. These activities supporting a bank’s strategy have at its core evaluation and monitoring using increasingly complex quantitative models.
- The services offered by our team support banks to develop such risk models, and are tailored to the needs of the most sophisticated banks. As we want to grow our service proposition for bank treasury departments, we are seeking for a new team member with particular strength in IRRBB, liquidity, and funding.
- Our team consists of close to 40 experts from many different countries, and is considered to be leading within NWE in terms of experience and capabilities. We all have a strong academic backgrounds including physics, mathematics, engineering, finance and are a closely knit team working together across seniority levels. What sets us apart is that we share knowledge throughout the whole team, whereby juniors are benefiting from the significant industry experience of the more senior members of the team.
- Develop quantitative risk models supporting bank treasury departments
- Design and implement associated risk processes and frameworks
- Code prototypes in advanced programming languages
- Grow your industry knowledge in treasury and financial products across lines of business
- Be exposed to senior clients within Treasury, Risk and Front Office
- Strong academic background (MSc or PhD) in a quantitative discipline
- Good communication skills and hands-on team player
- Minimum 2 years of experience in bank treasury or related area
- Sound knowledge in ALM, including IRRBB, liquidity and funding
- Programming skills in R, C++, Matlab or other advance language
- Proficiency in English
For more details, please send your CV at firstname.lastname@example.org