Senior Quantitative Risk Modeller – Banking

Finalyse; Amsterdam; Hybrid; EUR 90,000 - 130,000; Full time

Benefits offered by this job

Healthcare

Pension

Hybrid/Remote options

European travel

Job summary

Finalyse in Amsterdam seeks a Senior Consultant in Quantitative Risk Modelling to join Risk Advisory and support banking clients across the full model lifecycle—from design to validation.

You will advise on credit risk, IFRS 9, Pillar 2, stress testing, and economic capital, while mentoring juniors and contributing to client projects.

This role offers hybrid working, European travel opportunities, and a pragmatic, growth‑oriented team environment.

Qualifications

• Master's degree in a quantitative field.
• 4-5 years of experience in Financial Services (banking).
• Knowledge of risk management frameworks (Economic Capital, Risk Appetite, Stress Testing).
• Good command of SAS, Python or R; strong communication skills in English.

Responsibilities

• Participating in or leading engagements in quantitative risk modelling for banking clients.
• Developing and validating credit risk models (PD, LGD, EAD/CCF, ECL).
• Participating in model validation assignments and providing recommendations.

Skills

Quantitative analysis

Python

R

SAS

Model validation

Education

Master's degree in econometrics/physics/mathematics/applied economics

FRM or PRM certification (advantage)

Tools

SAS

Python

R

Job description

Finalyse in Amsterdam seeks a Senior Consultant in Quantitative Risk Modelling to join Risk Advisory and support banking clients across the full model lifecycle—from design to validation.

You will advise on credit risk, IFRS 9, Pillar 2, stress testing, and economic capital, while mentoring juniors and contributing to client projects.

This role offers hybrid working, European travel opportunities, and a pragmatic, growth‑oriented team environment.