Quantitative Consultant

The company is a thriving risk consultancy in the heart of Amsterdam who aim to separate themselves from the competition, they do this by putting their clients at the center of what they do striving to add real value where they can. They have brought together a brilliant team of 50 individuals who have been allowed to develop and grow taking advantage of the horizontal structure to allow everyone to have a say in the organization.

The role itself will entail working within the credit risk modelling environment. Developing wholesale and retail models, with a focus on PD, LGD and EAD models, following the IRB, ECB, and EBBA regulations. The role will allow you to use a range of programming tools from, SAS, Matlab, R, Python, or SQL.

They are looking for an individual who has

• Experience working in credit risk modelling
• Ability to lead a team
• Experience in any of SAS, SQL, python, matlab, or R programming.
• Experience interacting with stakeholders and clients throughout your work and can bring clear and concise communication abilities
• Knowledge and interest in quantitative credit risk modelling management, with a focus on PD, LGD and EAD models following the IRB, ECB, and EBBA regulations
• A degree in econometrics, actuarial sciences, mathematics, physics, or any related studies
• A passion to deliver tailor-made solutions to their clients.

What you get in return

• A competitive salary with a 13-month salary scheme and an ample holiday bonus
• Variable salary partnership, which allows you to get a percentage of the turnover they do starting at 15% and rising as they continue working for the company potentially up to 45%
• Private healthcare
• Pension
• Countless opportunities to upskill yourself
• The chance to work on challenging projects, where you lead the delivery to success with major financial institutions in the Netherlands.

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.