Vacatures in Econometrie
Meer informatie over Knab

Master thesis - Quantitative Risk Management - Knab

Location: Amsterdam
Employment: Full-time

We are looking for a:

Master thesis - Quantitative Risk Management

Knab

Knab was founded in 2012 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers. Because we believe we can help everyone maximize their financial affairs. "Feel at ease when it comes to your finances. Every day." By combining smart technical solutions with a healthy dose of human intelligence, we create financial services that really meet your needs. Add to that some of the sublime personal service from our employees and you end up with something that's truly unique to the world of finance. From banking to insurances, we've got your back!

What will you do?

Important elements in managing the interest rate- and liquidity risk are an adequate modelling of client behaving, model performance management and providing management with detailed information on risks and profitability. Other activities includes the implementation of a new ALM system, improving on controls and documentation and researching hedging strategies.

Possible research topics for an research internship are:

  • Improve FX hedge method including governance and hedge accounting
  • Investigate the hedge accounting effectiveness and determine an optimal amortization method

Next to topics that could investigated in a master thesis, Knab is also interested to offer an internship for last year bachelor or masters to gain experience in the financial industry. Possible topics are:

  • Develop tooling to attribute the changes in the Economic Value of Equity
  • Implementation of liquidity metrics in a new Hedge- and Report tool
  • Develop tooling to attribute the changes in the liquidity positions to customers, portfolio changes and/or market conditions.

The team

Through its transformation function, Knab converts small, short-term and liquid deposits into much larger, longer-term and less liquid loans. Financial risks associated with this transformation function are credit risk, market risk and liquidity risk. The Asset and Liability Management & Modelling (ALM&M) team is responsible for the management of both the market- and liquidity risks.

The team ensures that the risk positions of Knab are managed within the boundaries set in Knab's strategy. The team attributes in steering to an optimal balance sheet and the team directly contributes to the profitability of the bank. The ALM&M team is part of the CFO domain of Knab and comprises of a team of 5 quantitative risk management experts.

Personal Profile

  • Master student in Econometrics, Mathematics, Physics, or an equivalent field
  • Familiar with programming tool such as VBA, Phython, R and/or SQL
  • Highly motivated and proactive
  • Analytical thinker
  • Able to work independently

Note that in a quickly changing environment, these internship topics change as well. Please contact us for the latest update.

COVID-19

The virus largely impacted our daily life. Because the health of our employees is top priority, most of us work at home. However, will do our utmost to coach and support you as an intern. Of course, there is daily contact between team members and we have two times a week half hour ‘stand up' meeting to collectively discuss who is going to do what. We aim – if the latest government measures allow - to work in the Amsterdam office one day in the week, but still respecting the social distancing rules.

Interested?
Submit your CV, motivation letter and academic results.

Location:
Amsterdam

Information and application:

Apply:

Please send your application for Master thesis - Quantitative Risk Management at Knab in Amsterdam including your CV via our website.

Job posted

12 oktober 2020
Apply Now

Wil je deze vacature delen met je netwerk?

Contactgegevens

CareerGuide

Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

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

Wie we zijn

Econometrie-vacature.nl 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:


Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956