Quantitative Data Analyst

Client
Our client is a medium sized, ambitious bank. The Retail Banking department is responsible for all residential mortgages, retail savings and consumer brokerage in the Netherlands, Germany and Belgium. Within Retail Banking, the Portfolio Management team is responsible for all retail portfolio management activities. These activities are for example 1st line credit risk analysis, interest rate risk management, pricing, funding, reporting and financial control. Within these areas an important part is related to quantitative and modelling elements.

Position
In order to further strengthen the Portfolio Management team, we are looking for a new colleague. As a senior team member you play an important role in the various activities, with in particular an emphasis on the credit risk data analysis elements. Next to individual and targeted credit risk data analysis, the improvement, implementation and usage of credit risk elements from newly developed AIRB and IFRS 9 models (developed by a separate credit risk modelling department) will play an important part in the daily activities.

Team
Within the Retail Banking department, the Portfolio Management team is responsible for all retail portfolio management activities.  These activities are for example 1st line credit risk analysis, interest rate risk management, pricing, funding, reporting and financial control. Within these areas an important part is related to quantitative and modelling elements.

Candidate
You are an experienced quantitative data analyst, who is capable of applying these skills within Retail Banking. And you bring:

  • Working experience in the area of quantitative data analysis/modelling
  • A quantitative MSc degree in for example Econometrics, a study at a Technical University, or similar.
  • Strong programming skills in languages such as Python, R and MATLAB.
  • Affinity with credit risk analysis and Retail Banking products
  • Self-starting, creative and solution driven.
  • Good communication skills (Dutch and English, both verbal and written).

Offer

  • A unique opportunity with large responsibility; help driving the transformation of the bank.
  • An entrepreneurial role at a truly entrepreneurial bank. The possibilities are big, but you have to shape them yourself.
  • Training, knowledge sharing, team-building activities and excellent benefits.
  • An inspirational team, a healthy work environment, strong values
  • Projects in which you can immerse yourself in analytical and strategic challenges.
  • A steep learning curve by taking on responsibility from day one.
  • Freedom to realise own initiatives and implement your ideas.

Our client is an ambitious environment where together we strive to create a fantastic workplace where you feel safe, and challenged to be the best version of yourself. To increase our professionalism we focus on giving each other continuous feedback. Some of our other benefits:

  • Next to a formal development budget you will get a personal development budget, to be spent at your own discretion.
  • We work in a hybrid way to maintain a healthy work-life balance while still be connected and collaborating physically with each other.
  • The opportunity to take ownership and show initiative in your role.
  • The nature of our Grow to Make a Difference program enables you to be in charge of your own development.
  • Vitality program, annual companywide sports & leisure day (also virtual).
  • No vacation registration and officially 31 holidays and, of course, a competitive salary and excellent benefits (pension).

For information; Dick Macrander – 06-33315227 – info@macrander.nl