Model Developer
As a Model Developer Financial Markets, you work on quantitative models within the financial markets domain. You contribute to improving, testing and implementing models used for risk measurement, valuation and decision-making within complex financial environments at a Dutch bank. In this context, the reliability, explainability and careful implementation of models are highly important. The impact of your work lies in strengthening model quality and effectively connecting substantive analysis, technology and stakeholder management.
This is what you will do
In this role, you work on models used within financial markets and risk management. You help improve, test and maintain these models so they remain applicable in practice. You look not only at the content of the model, but also at how the model is used by teams and systems within the organisation.
For this assignment, the emphasis is on analysis and testing, and at times on improving existing models or supporting implementations. You work with quantitative topics, financial data and programming languages such as Python. It is important that you not only understand models from a technical perspective, but can also translate them into practical solutions within a larger organisation.
You work closely with various stakeholders, such as model developers, risk teams, IT specialists and business teams.
What we ask
- You have completed a university degree, preferably in mathematics, physics, econometrics, statistics, computer science, engineering or a comparable quantitative field.
- You have at least 3 years of relevant experience in model development, quant development or model validation.
- You have experience with Counterparty Credit Risk and XVA.
- You have experience with Python.
- You have experience within the banking sector.
- You are able to explain complex topics clearly to both technical and non-technical stakeholders.
- A strong command of English is required.
Benefits
Through Solid Professionals, you work on one substantive assignment for one client. You will be employed by us for the duration of that assignment. For this assignment, the duration is one year, with the intention to transition into permanent employment with the client afterwards through a temporary to permanent construction.
What you can expect
- A fixed salary aligned with your experience
- A substantive and challenging assignment within the financial sector
- Room for development and further specialisation
- Personal guidance from a performance manager
- Access to a professional network