Quantitative Risk Manager

Quantitative Risk Manager

Location: The Hague, South Holland, Netherlands

The Role:

We are working with a Global Banking organisation who are seeking a Quantitative Risk Manager based in their The Hague office.

Responsibilities include leading stress testing, enhancing Solvency and ESG frameworks, updating methodologies, implementing Python solutions, advising the Risk Management Committee, collaborating with internal and external stakeholders and optimizing credit risk modeling processes.

Requirements:

• Hands-on experience with stress testing or advanced financial budgeting & forecasting.
• Market or credit risk modeling experience, with a background in IRB or IFRS 9 modeling.
• Worked on risk and/or finance regulatory projects.
• Confident with Python and familiar with Matlab and SQL.
• Strong communication skills (English)

We look forward to reviewing your CV soon.