Portfolio Measurement Analyst - Quant

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  • Yacht bv 32 opdrachten
  • Baker Tilly Berk NV 44 opdrachten


Our client (a bank) is looking for a Professional in the Portfolio Measurement & Analysis (PMA) team within Financial Institutions/Financial Markets - Risk Management. The business scope of PMA is the department Financial Markets business and we are responsible for monitoring, analysing and advising on:
•Global market risk
•Regulatory capital
•Economic capital
•Performance of the business activities

Job description

As a PMA Professional you will take responsibility for daily monitoring, measuring, managing and advising on the market and risk of the Banks' trading portfolio, more specifically:
•Value at Risk (including limits)
•Event Risk
•Sensitivity based analysis
•Market Risk Capital

Besides these tasks you will also participate in projects to improve methodologies, processes and the implementation of new regulation on regulatory and economic capital.

This position is of a temporary nature (1 year) to enhance the team capacity whilst preparing for the introduction of new regulatory regimes such as the fundamental review of the trading book. Whilst various developments may eventually result in an extension beyond the 1 year horizon, this is currently not foreseen and hence candidates should expect the assignment to end after 12 months.

Your work environment

The PMA team is an energetic international team of highly qualified professionals. The team has an open, informal atmosphere and a strong focus on team work. We work closely with various parts of the organization (e.g. Finance, Front Office, IT) and risk management worldwide in a dynamic environment to deliver accurate risk measurement ensuring balanced risk and return.

Who we are looking for?
A successful candidate should have strong analytical skills and the ability to create, challenge and improve risk monitoring techniques and measures. The candidate should have good communication skills and a pro-active attitude.

Personal profile
Good communication skills
Team player
Strong analytical skills
Master’s degree in economics or econometrics
3-5 year relevant work experience
Proven knowledge of financial markets and financial instruments
Fluent in English

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2 reacties

  • Datum
    11-02-2016 07:57
    Den haag

    Reactie is prive en alleen zichtbaar voor de opdrachtgever en de plaatser van de reactie.

  • Datum
    25-02-2016 17:56

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