- Consultancy, Financial Risk Management
- Required language
- Dutch, English
How you describe yourself
- Master’s degree in econometrics, actuarial sciences, mathematics, physics or related studies
- knowledge and interest in programming and analyzing large amounts of data using Matlab, SAS, R and Python
- Knowledge of financial risk management and valuation of financial instruments/products (options, swaps, derivatives) is an advantage
- Be passionate about delivering tailor-made solutions
- Excellent communication and writing skills in Dutch and English
What we offer
- Challenging projects: you are in the lead to deliver success on great risk management projects
- A horizontal organization where the lines are short and you can shape the strategy of the organization
- Ample room and budget for personal development
- A fantastic working location in the heart of Amsterdam
- A great team of 40 smart, inspiring and sociable colleagues
- Above market primary and secondary employment conditions
Next level in Risk Management?
As a Risk Management Consultant you develop the best risk models for leading financial institutions in the Netherlands. With us you have a lot of contact with customers of these financial institutions. In a short time you not only get to know many different financial models, you also develop them. These models help financial institutions to gain insight into their risk profile and into their customers.
You will be directly responsible and you will work together with your RiskQuest colleagues on projects at banks, insurers and pension funds. In addition to good compensation, we offer flexible working hours and a lot of substantive challenge.
We are a consultancy specialized in (risk) models for the financial sector. In an increasingly complex world, there is also an increasing need to manage risks. Models are an important instrument in this regard. Our services focus on all aspects of the use of models: data, model development, validation, policy and strategy.
In recent years we have been able to build up an impressive customer base. We work for all major Dutch financial institutions. In addition, we are continuously expanding our services.
We are a team of 40 ambitious individuals, almost all of whom have a quantitative background in econometrics, mathematics and physics. Mutual social contacts and an informal working atmosphere with a lot of individual freedom are important to us. You quickly become part of our close-knit team.
Your day @ RiskQuest
- Start of the day
08:30 - 09:30
After a beautiful bike ride through the city of Amsterdam to our office at the Herengracht. I start the day with a cup of coffee, having a chat with colleagues and checking my e-mail.
- Meeting: Day Start
09:30 - 10:00
Time for the first meeting of the day, the day start. During this meeting we discuss the tasks that every team member is working on, together with general updates regarding the project. The project that we are working on is the development of a Loss-Given-Default (LGD) model for non-retail clients.
10:00 - 12:30
Time to do the real work and start working on the code for the LGD model, in specific the calculation of the observed LGD. During this project I mainly use the programming languages SQL and Python.
12:30 - 13:00
Because we are located in the centre of Amsterdam there are numerous options to score a good lunch. Today I pick an option from our own ‘RiskQuest menu’, which is a list of the best places in the neighbourhood.
- Technical meeting
13:00 - 14:00
In the afternoon I have a more technical meeting with different stakeholders to discuss updates on a important risk driver that we as modellers require for the LGD model.
- Development of the model
14:00 - 17:00
I use the rest of the afternoon to further develop the LGD model in close collaboration with my colleagues, including coding and a methodological whiteboard session.
- Game of Ping Pong
17:00 - 17:30
When I am at the office at the Herengracht I always like to play a game of ping pong in our backyard. After losing against Emma, it is time to go home after a fun day… despite the loss.
Do you have a question?
Feel free to contact Jiske, Business Manager at RiskQuest.