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Senior Manager Quantitative Analysis & Development

  • Location:

    Amsterdam

  • Sector:

    Accountancy & Finance, Risk & Compliance

  • Job type:

    Permanent

  • Salary:

    Bonus van 15%

  • Contact:

    Aaron Sinkeldam

  • Contact email:

    Aaron.Sinkeldam@oliverjames.com

  • Job ref:

    JOB-032024-242483_1711438021

  • Published:

    etwa 5 Stunden her

  • Expiry date:

    2024-04-25

Job description

To strengthen our team, we are looking to hire a Senior Manager for the Quantitative Analysis & Development team in the Enterprise Risk Management unit of GRM. You will lead the team and take responsibility for maintenance and further development of the company's models for portfolio (credit) risk, regulatory and economic capital - before and after reinsurance as well as the Solvency II capital calculations. Your technical expertise allows you to shape the future direction of model, calibration, and calculation. You will collaborate with neighboring departments and business units, explain results to peers and senior management, generate insights from data, and support scenario analyses and forecasts.

Department Description

Group Risk Management (GRM) is a staff unit responsible for various tasks that naturally fit within a modern risk management function in a financial institution. We provide information, tools, frameworks, processes, and advisory services to the organisation and have links into the entire structure. With our work, we enable the company to manage its aggregate risk profile in a sound and consistent framework.

You will have opportunities for personal and professional development, you work in an international, culturally diverse environment and actively contribute to promoting and fostering a culture of innovation and learning.

Job Requirement

  • You have
    • Professional experience in leadership and management roles with demonstrated experience in people management and development.
    • Experience with planning and coordinating activities within and across teams.
    • You have excellent analytical and critical thinking skills as well as strong mathematical and statistical skills at least at master level in a discipline like Statistics, Computer Science, Data Science, Machine Learning, Mathematical Finance, or Econometric. A PhD is considered a plus. You have a history of developing and implementing models and generating insights from and data.
    • Experience with numerical/statistical programming languages such as R or Python. You know SQL and relational databases, how to work on Windows and Linux systems, with LaTeX and devops tools. Experience with an object-oriented programming language such as C++ as well as with parallel programming are considered a plus.
    • Experience with Solvency II, IFRS 17, and a good knowledge of the key financial figures of an insurance company. Prior exposure to supervisory authorities is considered a plus. Ideally, you have prior risk management and/or actuarial experience.
    • Fluency in English is required. Knowledge of another major European language can be an advantage.

Main responsibilities:

  • Your responsibilities include.
    • Leading and managing the team. This includes not only performance and goal management but also developing the team and its members further and promoting a culture of learning and innovation.
    • Further developing and enhancing the company's risk, capital & reinsurance modelling framework.
    • Assuming responsibility for maintaining and, where appropriate, improving the company's partial internal model and solvency calculation. This includes its operation on an ongoing basis.
    • Developing and producing insights from data, comprehensive analysis tools, reports, and dashboards to perform what-if analyses, analyse sensitivities, model business dynamics, and inform decision-making.
    • Providing insights, advice, support, and education to internal and, where necessary, external stakeholders.
    • Delivering high-quality reports, dashboards, and documentation tailored to the needs and the audience with the right level detail.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas they have. Genuinely surprising insights and innovative solutions for our customers arise from an interplay of cultures, knowledge, and experience. That is why diversity is extremely important to our organisation. To ensure that all colleagues within our organisation can develop their qualities, we encourage an inclusive culture in which everyone feels involved and valued. Candidates who contribute to this diversity are therefore cordially invited to respond.

About the Company

Our company is a leading global provider of trade credit insurance, surety, and collections services. We specialise in helping businesses manage and protect their accounts receivable from credit risks such as non-payment, insolvency, and political instability. Operating in numerous countries, we offer our services to businesses of diverse sizes and industries across the

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