- University degree in a quantitative discipline, e.g. (financial) mathematics, (theoretical) physics, econometrics or similar, at least at Master level. A PhD and/or additional. Qualification (e.g. FRM, CFA, CQF certificates, or second Master degree in economics, finance or similar) is desirable.
- At least 2 years of relevant work experience in a quantitative role in the financial industry (e.g. modeller, model validator, quantitative risk manager, quant developer, quantitative consultant) and/or in related research.
- Full professional proficiency of English, capable to influence internal stakeholders.
Knowledge, understanding of and experience with
- Time series analyses and forecasting;
- Monte-Carlo simulation;
- Behavioural models;
- Econometrics and/or fundaments of Mathematical Finance, Statistical and Numerical Methods used in Quantitative Finance.
- Experience with and understanding of Interest Rate Risk, Liquidity Risk, Funds Transfer Price and/or Economic Capital models.
- Experience in handling, pre-processing and assessing the quality of (large) data sets.
- Experience with modern programming languages, e.g. Python, MATLAB, C++ and/or database tooling, e.g., SQL, SAS and their application in statistical analysis.
- Working knowledge of MS Office programmes, in particular Word and Excel.
- Knowledge of ABN AMRO’s data landscape and business objectives is a plus.