Vacatures in Econometrie

Junior Quantative modelling analyst (non retail) - ABN AMRO

Location: Amsterdam
Salary: € 3741 - € 5345 a month
Employment: Full-time

At a glance

We need you!
ABN AMRO is a leading Dutch bank, with an international presence across Europe. We are looking for skilled junior quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

Your job

As a Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a junior analyst you take the responsibility over parts of the model development process and are actively involved in stakeholder management.

Overall you apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior analysts and experienced senior risk analysts who can help you to further develop your skills.

Working environment

ABN AMRO Risk Modelling is a growing, international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

Your profile

  • you have a strong quantitative education in an area such as pure mathematics, econometrics, actuarial studies, or physics. Besides that you have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB
  • you want to prove yourself in a quantitative modelling environment, and to apply your skills to derive meaningful, robust, data driven models to guide business decisions
  • you work well within a team, and can take responsibility for making your contribution to successful delivery
  • you fit the profile if you meet the following requirements: Quantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics
  • good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning
  • able to effectively communicate (in written and spoken English) about your analysis and results;
  • experienced in modern programming languages (e.g. MATLAB, Python) or statistical languages (e.g. SAS, R)
  • strong analytic skills and affinity with data analytics, (pre)processing, and data handling
  • able to work independently and under pressure
  • pro-active attitude and an excellent team player

We are offering

  • the opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
  • an informal multi-cultural working environment with great colleagues
  • challenging work on complex and advanced quantitative problems
  • the opportunity to pro-actively work on your vitality and fitness
  • a competitive salary 
  • a supplementary benefit budget of 11%, which you can spend on additional fringe benefits
  • a personal development budget of EUR 1.000 per year
  • a solid pension plan


Please submit your application online. We request you to upload your grades with your resume.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Wij bieden

  • Een leergierige houding
  • Analytische skills

Information and application:


Please send your application for Junior Quantative modelling analyst (non retail) at ABN AMRO in Amsterdam including your CV via our website.

Job code:
Job posted
16 oktober 2023
Apply Now

Read all about working at ABN AMRO

Wil je deze vacature delen met je netwerk?


Postbus 60184
1320 AE Almere

Tel: +31 36 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

Wie we zijn is onderdeel van het platform van CareerGuide, 25 vacaturebanken voor specialisten!
Onze vacaturebanken (geen bemiddeling) bieden professionals relevante vacatures binnen hun expertise.

Ook een vacature plaatsen? Neem contact met ons op of stuur hem in via dit formulier.