Risk Management Quant (AVP)

€80,000 | Amsterdam | Permanent


Posted 14 days ago


Quantitative Market Risk

I am currently supporting a growing investment management company in identifying a Risk Management Quant to be based in Amsterdam.

This is an exciting opportunity to play an integral role in risk management for the business reporting into the CRO.

Responsibilities of the role would include

* Focusing largely on producing and automating risk monitoring reports including performance analysis, stress testing, and VaR calculation etc.
* Development and review of market risk models
* Perform day-to-day risk management of trading positions, analyze large risk positions, P/L events, VaR movement

To be considered candidates would need

* Experience in (FX), fixed income and interest rates derivative products.
* Experience in risk quantitative modelling.
* Experience in asset & liability management.

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.