Quantitative Risk Analyst
Tasks
- Calculate fair value
- Coordinate with model validation finance and ALM
- Develop and maintain hedge accounting Python model
- Maintain model documentation
- Model hedge relationships
- Perform model monitoring
- Support audits and model validation
- Test hedge effectiveness
- Translate accounting requirements into rules
- Update methodology based on macroeconomic and portfolio developments
Perks/Benefits
- 32 holidays
- Company phone
- Excellent office facilities
- Excellent pension scheme
- Grow to Make a Difference program
- Home office voucher
- Hybrid work from home
- In house learning offering
- Internet allowance
- Laptop
- NS Business Card first class
- Ownership and initiative
- Personal development budget
- Professional development budget
- Sports and leisure days
- Travel expenses
- Vitality program
Skills/Tech-stack
ALM | Hedge Accounting | IAS 39 | IFRS9 | Interest Rate | Interest rate products | Model Validation | Python | Valuation
Education
N/A
Roles
Regions
Countries
States
Cities
Related jobs
-
Data Analyst with strong Data Scientist skills EUR 52K-77KA/B | A/B Testing | B testing | Boosting | ClassificationChallenging work | Holiday payment | Hybrid working | Informal work environment | Pension schemeMid-level Full TimeCDR (Amsterdam - Cedar), Netherlands21h ago
-
Medior Engineer Data Analytics Platform EUR 52K-80KData Lineage | Data Modeling | Data Pipelines | Data Quality | Databricks27 vacation days + Diversity Day | Diversity day | Holiday allowance | Home-office allowance | Hybrid workMid-level Full TimeThe Hague - Haagse Poort - …21h ago
-
Data Modeling | Data Pipelines | Data Visualization | Data Warehousing | Database ManagementCollaborative work culture | Continuous learning opportunities | Flexible working arrangements | Fully remote work | Professional developmentMid-level Full TimeNetherlands R1d ago
-
Senior Data Analyst - Retail EUR 54K-67KBigQuery | DBT | Dashboards | Data Analysis | Data GovernanceAutonomy | Corporate social responsibility | Employee discount | Growth opportunitiesSenior-level Full TimeAmsterdam, North Holland, The Netherlands2d ago
-
Marketing Data Analyst EUR 40K-52KCDP | Google Analytics | Google Tag | Google Tag Manager | HubSpotDiscount programs | Gym membership | Health insurance discount | Pension scheme | SabbaticalMid-level Full TimeEindhoven HQ2d ago
-
Quantitative Business Analyst EUR 39K-54KData Analysis | Python | SQLBoot camp sessions | Discount programs | Gym access | Health insurance discount | Hybrid workMid-level Full TimeEindhoven HQ2d ago
-
Data Analyst EUR 54K-77KAgile | Azure | Azure Data | Azure Data Factory | Azure DevOpsDiversity day | Home-office allowance | NS-business card | Paid holiday allowance | Pension schemeMid-level Full TimeThe Hague - Haagse Poort - …2d ago
-
Senior Data Analyst I EUR 45K-70KData Visualization | Descriptive Statistics | Multivariate statistics | Python | Qualitative AnalysisAnnual training courses | Comprehensive pension plan | Employee assistance program | Flexible working hours | Home office or commuting allowanceSenior-level Full TimeNLD Amsterdam (Radarweg), Netherlands R2d ago
-
Senior Data Analyst I EUR 45K-70KBibliometrics | Data Visualization | Descriptive Statistics | Multivariate analysis | PythonAnnual Profit Share Bonus | Commuting allowance | Comprehensive pension plan | Employee assistance program | Employee discountsSenior-level Full TimeNLD Amsterdam (Radarweg), Netherlands R2d ago
-
Quantitative Analyst Climate EUR 59K-84KArcGIS | Azure | Climate Modeling | Data Analysis | Data ScienceEmployee benefit budget | Holiday allowance | Hybrid work | Pension plan | Personal development budgetMid-level Full TimeUtrecht Croeselaan 18, Netherlands2d ago
-
BigQuery | Dashboarding | Data Modeling | Data Quality | Data VisualizationCollaborative and inclusive culture | Flexible working hours | Fully remote work | Learning and development budget | Paid time offMid-level Full TimeNetherlands R7d ago
-
Mid-level Full TimeCDR (Amsterdam - Cedar), Netherlands7d ago
-
Junior Quantitative Analyst EUR 62K-90KDerivative pricing | Numerical Methods | Python | Quantitative Finance | Stochastic CalculusFlexible working hours | International work environment | Professional growth | Training opportunitiesEntry-level Full TimeTRC (Amsterdam - Treasury Center), Netherlands7d ago
-
Business Data Analyst EUR 48K-66KData Modeling | Data Quality | Databricks | Power BI | Process optimizationEnd-of-year bonus | Ergonomic workstation budget | Extra vacation days | Free fruit at office | Remote work budgetMid-level Full TimeHarmelen, Utrecht, Nederland9d ago
-
Data & Analytics Consultant EUR 28K-28KData Visualization | Data reporting | Machine Learning | Optimization | Power BIFlexible working hours | International assignments | Meritocratic promotion | Performance bonus | Training opportunitiesEntry-level Full TimeRotterdam, Netherlands10d ago
-
Accounting Principles | Apache Airflow | Audit Support | Blockchain | DBTCareer progression | Innovative environment | Ownership and impact | Remote-first flexibility | Transparent collaborative cultureSenior-level Full TimeNetherlands R10d ago
-
AI Automation | Agent Builder | Business Analytics | Copilot Studio | Data AnalysisOnsite collaboration | Relocation supportEntry-level Full Time InternshipVeldhoven, Building 07, Netherlands10d ago
-
Associate, Credit Portfolio Analytics EUR 61K-74KCredit Risk | Data Manipulation | EBA guidelines | Economic Capital | ICAAPBicycle plan | Commuting allowance | Fitness benefits | Mental health workshops | Monthly team eventsEntry-level Full TimeAmsterdam, Netherlands11d ago
-
Compliance Data Analyst EUR 85K-115KApache Airflow | Apache Spark | Data Integrity | Data Modeling | GitSenior-level Full TimeAmsterdam15d ago
-
Senior Data Analyst EUR 72K-72KAzure | Data Modeling | ELT | ETL | Microsoft FabricBenefits at work | Bonus | Career development | Events | Flexible work optionsSenior-level Full TimeUtrecht, NL16d ago
-
Data Analyst EUR 44K-72KAzure | Data Modeling | Data Quality | ELT | ETLActive communities | Career coaching | Events | Fietslease via Lease a Bike | Fleexible work arrangementsMid-level Full TimeUtrecht, NL16d ago
-
Data Analyst - Advertising EUR 36K-54KAirflow | Cloud platform | DBT | Dashboarding | Data AnalysisEntry-level Full TimeUtrecht22d ago
-
Data analist EUR 51K-64KData Quality | Data Visualization | ETL | Microsoft Azure | Power BIEnd-of-year bonus | Gym access | Home working allowance | Hybrid work | Pension planMid-level Full TimeDen Haag, Zuid-Holland, Nederland22d ago
-
Data Analyst EUR 42K-56KDashboard Development | Data Analysis | Data Quality | Data Visualization | Exploratory Data AnalysisCollaborative work environment | Flexible working | Professional growth opportunitiesMid-level Full TimeAmsterdam, Netherlands24d ago
-
Senior Data Analyst EUR 48K-72KGoogle Sheets | PowerBI | Python | R | SQLCommuting coverage | Gym membership discount | Hybrid working | International community | Language classesSenior-level Full TimeRotterdam, Zuid-Holland, Netherlands24d ago