For an internationally operating clearing company based in Amsterdam, we are looking for an interim Quantitative Risk Analyst. Within this role, the candidate is responsible for supporting the theoretical analysis, design, development, and testing of existing and new risk models covering the full range of the client's clearing services and products.
Requirements interim Quantitative Risk Analyst:
Bachelor or Masters degree in Finance, Economics or Mathematics
>4 years of knowledge and experience in financial markets, derivatives and clearing
Excellent English communication skills (both written and oral)
Strong experience with Python/VBA and building VaR models