Netherlands Quantitative Risk

Mayford Group is working in partnership with a global financial services consultancy company that works across the risk management finance and quant space.

Areas of Interest

CREDIT RISK

• Particular focus is on credit risk with work across modelling validation stress testing IRB and risk management frameworks.
• Expertise relating to operational tasks in the context of the development/ validation of IRB models.
• Ideally knowledge of current regulatory requirements relating to the IRB approach

FINANCE

• Also interested in finance accounting experience
• Experience in accounting standards: GAAP IFRS9

ESG

• Experience in ESG models also a strong area of interest.
• Controls
• Framework assessments

QUANTITATIVE

• Previous technical & quant experience a must have
• Quantitative background with strong analytical skills and an interest in quantitative topics
• Proficiency in relevant applications and coding languages (e.g. Excel Python SQL) and knowledge of their uses in the work environment

RISK MANAGEMENT

• Credit market counterparty ESG risk experience all welcome
• Risk frameworks
• Controls

OTHER REQUIREMENTS

• Strong communication skills and ability to work in a team
• Ability to work independently and to quickly familiarise with new topics
• Ability to understand independently structure and derive innovative solutions for complex topics within short timeframes
• Additional EU languages highly desirable
• Openness to travel mainly within Europe

THE ROLES & SALARY

We are engaging permanent and interim candidates interested in working on cuttingedge projects with a wide range of financial services companies.

We are recruiting from Associate through to Director grade with responsibilities and salaries reflective of experience.

Permanent: 50130k Base Competitive Bonus

Interim/Contract dependent on experience typicallyp/d

Permanent: 40130k Base Competitive Bonus

Interim/Contract dependent on experience typicallyp/d

Remote Work :

No