Python Jobs een Amsterdam

We are looking for skilled Senior Non-Retail Credit Risk modellers 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. As a Senior Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. 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 main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. We are looking for skilled Senior Non-Retail Credit Risk modellers 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. As a Senior Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. 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 main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure.
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We are looking for skilled quantitative regulatory modelling analysts who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. As a medior analyst you will take responsibility on different tasks related to credit risk modelling techniques, building regulatory frameworks and among other activities. * Minimum of 3-4 years of work experience in quantitative analysis within risk modelling in banking and finance We are looking for skilled quantitative regulatory modelling analysts who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. As a medior analyst you will take responsibility on different tasks related to credit risk modelling techniques, building regulatory frameworks and among other activities. * Minimum of 3-4 years of work experience in quantitative analysis within risk modelling in banking and finance
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We are looking for skilled quantitative regulatory modelling analysts who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. As a (senior) analyst you take responsibility on the framework development process and Quality Assurance tasks among other activities as well as being actively involved in stakeholder management of both internal and external parties including the DNB and ECB. We are looking for skilled quantitative regulatory modelling analysts who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. As a (senior) analyst you take responsibility on the framework development process and Quality Assurance tasks among other activities as well as being actively involved in stakeholder management of both internal and external parties including the DNB and ECB.
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To speed up and strengthen our digital transformation, we are searching for the best development engineers to join us. As an Analytics Engineer you will be part of a Domain Data Team, a cross-functional DevOps team that is responsible to support a specific domain by creating relevant and meaningful datasets that are used for a large variety of use cases, such as personalized messaging, detecting fraud and financial crime or to improve the efficiency of our operational processes. - Elena Vilkova, Analytics Engineer. ABN Amro * Amsterdam * Vast contract, onbepaalde tijd * Fulltime - Your responsibilities - At a glance - Are you eager to unlock the power of data by using all forms of technology? Do you want to be part of the digital revolution in the banking industry? Do you have a strong understanding of data and can we agree that data is at the core of creating value for customers? To speed up and strengthen our digital transformation, we are searching for the best development engineers to join us. As an Analytics Engineer you will be part of a Domain Data Team, a cross-functional DevOps team that is responsible to support a specific domain by creating relevant and meaningful datasets that are used for a large variety of use cases, such as personalized messaging, detecting fraud and financial crime or to improve the efficiency of our operational processes. - Elena Vilkova, Analytics Engineer. ABN Amro * Amsterdam * Vast contract, onbepaalde tijd * Fulltime - Your responsibilities - At a glance - Are you eager to unlock the power of data by using all forms of technology? Do you want to be part of the digital revolution in the banking industry? Do you have a strong understanding of data and can we agree that data is at the core of creating value for customers?
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We are looking for experienced, fast learning Modelling ALM Data Analysts who like to translate data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. * experienced (3+ years) in working with data related to Asset and Liability Management (ALM) Models - Are you interested in data, programming, Risk and stakeholder management? If so (Asset and Liability Management/ ALM)! These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. We are looking for experienced, fast learning Modelling ALM Data Analysts who like to translate data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. * experienced (3+ years) in working with data related to Asset and Liability Management (ALM) Models - Are you interested in data, programming, Risk and stakeholder management? If so (Asset and Liability Management/ ALM)! These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models.
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We are looking for experienced, fast learning Modelling Data Analysts who like to translate credit risk data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. In this role, you will be working in one of the Credit Risk Modelling Data teams (Credit Risk Retail or Credit Risk Non-Retail). These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (5+ years) in working with data related to credit risk models We are looking for experienced, fast learning Modelling Data Analysts who like to translate credit risk data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. In this role, you will be working in one of the Credit Risk Modelling Data teams (Credit Risk Retail or Credit Risk Non-Retail). These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (5+ years) in working with data related to credit risk models
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At least 8 years of relevant work experience in a quantitative role in the financial industry (e.g. modeller, model validator, quant developer, quantitative consultant) and/or in related research. ABN AMRO is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for a.o. credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The Model Validation team is the main party challenging the quality of the models in ABN AMRO. As a result of the increase of the usage of models in the bank, our scope is continuously expanding. This increase requires also challenging models with new techniques, causing a stimulating and dynamic work environment. At least 8 years of relevant work experience in a quantitative role in the financial industry (e.g. modeller, model validator, quant developer, quantitative consultant) and/or in related research. ABN AMRO is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for a.o. credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The Model Validation team is the main party challenging the quality of the models in ABN AMRO. As a result of the increase of the usage of models in the bank, our scope is continuously expanding. This increase requires also challenging models with new techniques, causing a stimulating and dynamic work environment.
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We are looking for experienced, fast learning Modelling ALM Data Analysts who like to translate data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. Are you interested in data, programming, Risk and stakeholder management? If so (Asset and Liability Management/ ALM)! These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. In this role, you will be working in the Modelling ALM Data teams. We are looking for experienced, fast learning Modelling ALM Data Analysts who like to translate data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. Are you interested in data, programming, Risk and stakeholder management? If so (Asset and Liability Management/ ALM)! These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. In this role, you will be working in the Modelling ALM Data teams.
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Als Senior Data Engineer vervul je een belangrijke rol in het Data & Analytics team van FR&R. Je bent een van de seniors in het team. Als Senior Data Engineer ken je de wereld van data & analytics goed. Met jouw ervaring als engineer , ben je klaar voor een volgende stap: leidinggeven aan het programma voor de realisatie van het nieuwe data platform (de technische bouw en implementatie hiervan stuur je aan met de afdeling die dit uitvoert). Je leert in korte tijd de gehele FR&R data omgeving en werkzaamheden kennen. Met deze kennis lever jij de expertise die nodig is voor het verbeteren van ons data landschap, onze tools en platform. Daarnaast ben je in deze functie afwisselend bezig met onder meer het opzetten van onze future proof data architectuur, het beschikbaar maken van de juiste data, het ontsluiten van de benodigde data en data-analyse. Als Senior Data Engineer vervul je een belangrijke rol in het Data & Analytics team van FR&R. Je bent een van de seniors in het team. Als Senior Data Engineer ken je de wereld van data & analytics goed. Met jouw ervaring als engineer , ben je klaar voor een volgende stap: leidinggeven aan het programma voor de realisatie van het nieuwe data platform (de technische bouw en implementatie hiervan stuur je aan met de afdeling die dit uitvoert). Je leert in korte tijd de gehele FR&R data omgeving en werkzaamheden kennen. Met deze kennis lever jij de expertise die nodig is voor het verbeteren van ons data landschap, onze tools en platform. Daarnaast ben je in deze functie afwisselend bezig met onder meer het opzetten van onze future proof data architectuur, het beschikbaar maken van de juiste data, het ontsluiten van de benodigde data en data-analyse.
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We need 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. As a junior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions. You will be supported by your team, which includes experienced risk analysts who can help you to develop and grow your skills. 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. We need 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. As a junior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions. You will be supported by your team, which includes experienced risk analysts who can help you to develop and grow your skills. 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.
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As a senior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions. We need skilled Senior Quantitative Credit Risk Analyst (Retail portfolios) 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. You will while developing new credit risk models, and will evaluate and improve the performance of existing credit risk models. Our bank believes in credit risk models for better banking and financial stability. Are you thoroughly knowledgeable in credit risk or other financial risk modelling areas? Do you have at least 6 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance? Do you want to further develop your skills in quantitative risk modelling? As a senior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions. We need skilled Senior Quantitative Credit Risk Analyst (Retail portfolios) 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. You will while developing new credit risk models, and will evaluate and improve the performance of existing credit risk models. Our bank believes in credit risk models for better banking and financial stability. Are you thoroughly knowledgeable in credit risk or other financial risk modelling areas? Do you have at least 6 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance? Do you want to further develop your skills in quantitative risk modelling?
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As a senior Quantitative Analyst, you're the point of contact and bear responsibility for a number of market risk or counterparty models. 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 capital requirements for the bank. You're part of the Market & Counterparty Credit Risk Modelling team. This team is that are used on a daily basis to calculate market risk and counterparty credit risk for the Trading book. Within Market & Counterparty Credit Risk Modelling you will work closely together in a dynamic, international team of 8 people. You're the expert when it comes to quantitative risk modelling and analysis. As a senior Quantitative Analyst, you're the point of contact and bear responsibility for a number of market risk or counterparty models. 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 capital requirements for the bank. You're part of the Market & Counterparty Credit Risk Modelling team. This team is that are used on a daily basis to calculate market risk and counterparty credit risk for the Trading book. Within Market & Counterparty Credit Risk Modelling you will work closely together in a dynamic, international team of 8 people. You're the expert when it comes to quantitative risk modelling and analysis.
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We are looking for skilled Senior Non-Retail Credit Risk modellers 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. As a Senior Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. 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 main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. We are looking for skilled Senior Non-Retail Credit Risk modellers 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. As a Senior Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. 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 main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure.
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As our Senior Data Engineer – Master Data Management you in small agile teams (6-8 women and men) within a DevOps culture. - Elena Vilkova, Data Engineer. * You are experienced (senior level) in Master Data Management tooling (Developing and Platform administration), Informatica MDM is a bonus. Are you eager to unlock the power of data by using all forms of technology? Do you have a strong understanding of data and can we agree that data is at the core of creating value for customers? And does solving complex data related cases make you happy? Then the Chief Architect and Data Management - Data Engineering group is the place for you! To speed up and strengthen the digital transformation, we are searching for the best development engineers to join us. • Designing, implementing and supporting our Master Data Management Applications • Making fit for purpose data As our Senior Data Engineer – Master Data Management you in small agile teams (6-8 women and men) within a DevOps culture. - Elena Vilkova, Data Engineer. * You are experienced (senior level) in Master Data Management tooling (Developing and Platform administration), Informatica MDM is a bonus. Are you eager to unlock the power of data by using all forms of technology? Do you have a strong understanding of data and can we agree that data is at the core of creating value for customers? And does solving complex data related cases make you happy? Then the Chief Architect and Data Management - Data Engineering group is the place for you! To speed up and strengthen the digital transformation, we are searching for the best development engineers to join us. • Designing, implementing and supporting our Master Data Management Applications • Making fit for purpose data
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As a senior Quantitative Analyst, you're the point of contact and bear responsibility for a number of market risk or counterparty models. 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 capital requirements for the bank. You're part of the Market & Counterparty Credit Risk Modelling team. This team is that are used on a daily basis to calculate market risk and counterparty credit risk for the Trading book. Within Market & Counterparty Credit Risk Modelling you will work closely together in a dynamic, international team of 8 people. You're the expert when it comes to quantitative risk modelling and analysis. As a senior Quantitative Analyst, you're the point of contact and bear responsibility for a number of market risk or counterparty models. 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 capital requirements for the bank. You're part of the Market & Counterparty Credit Risk Modelling team. This team is that are used on a daily basis to calculate market risk and counterparty credit risk for the Trading book. Within Market & Counterparty Credit Risk Modelling you will work closely together in a dynamic, international team of 8 people. You're the expert when it comes to quantitative risk modelling and analysis.
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As a senior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions. We need skilled Senior Quantitative Credit Risk Analyst (Retail portfolios) 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. You will while developing new credit risk models, and will evaluate and improve the performance of existing credit risk models. Our bank believes in credit risk models for better banking and financial stability. Are you thoroughly knowledgeable in credit risk or other financial risk modelling areas? Do you have at least 6 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance? Do you want to further develop your skills in quantitative risk modelling? As a senior quantitative risk analyst, you will play a key role in ensuring that the bank makes informed, data driven decisions. We need skilled Senior Quantitative Credit Risk Analyst (Retail portfolios) 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. You will while developing new credit risk models, and will evaluate and improve the performance of existing credit risk models. Our bank believes in credit risk models for better banking and financial stability. Are you thoroughly knowledgeable in credit risk or other financial risk modelling areas? Do you have at least 6 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance? Do you want to further develop your skills in quantitative risk modelling?
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We are looking for experienced, fast learning Modelling Data Analysts who like to translate credit risk data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. In this role, you will be working in one of the Credit Risk Modelling Data teams (Credit Risk Retail or Credit Risk Non-Retail). These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to credit risk models We are looking for experienced, fast learning Modelling Data Analysts who like to translate credit risk data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. In this role, you will be working in one of the Credit Risk Modelling Data teams (Credit Risk Retail or Credit Risk Non-Retail). These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO's Risk Data & Analytics department. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to credit risk models
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Operational experience with Linux and Microsoft operating systems Tom Tom * Amsterdam * Vast contract, bepaalde tijd * Fulltime - What you'll do * Daily operational responsibilities would include incident resolution, problem management, and monitoring improvements to the network security infrastructure * Evaluate roadmaps and future network solutions to ensure best practices and solutions * Capacity planning and availability management of services and infrastructure * Implement and recommend best practices and process efficiencies and continually update documentation * Ensure network infrastructure and architecture is evaluated and patched regularly * Participate in an on-call rotation as a global team for after-hours support - What you'll need * 8 + years of data center networking experience * 3+ years of experience with Cisco ACI and advanced Data Center SDN technologies * Experience with Juniper MX Routers Operational experience with Linux and Microsoft operating systems Tom Tom * Amsterdam * Vast contract, bepaalde tijd * Fulltime - What you'll do * Daily operational responsibilities would include incident resolution, problem management, and monitoring improvements to the network security infrastructure * Evaluate roadmaps and future network solutions to ensure best practices and solutions * Capacity planning and availability management of services and infrastructure * Implement and recommend best practices and process efficiencies and continually update documentation * Ensure network infrastructure and architecture is evaluated and patched regularly * Participate in an on-call rotation as a global team for after-hours support - What you'll need * 8 + years of data center networking experience * 3+ years of experience with Cisco ACI and advanced Data Center SDN technologies * Experience with Juniper MX Routers
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