Python Job: Portfolio Modelling

Functieomschrijving

We are searching for a Senior Portfolio Modeller who already lives in the Netherlands for a fulltime permanent position contract in Amsterdam. Living in the Netherlands, please don't apply if you DONT live in the Netherlands!!!

The Portfolio Monitoring and Modelling team is part of the Portfolio Management team that manages a variety of institutional clients (like pension funds, insurance companies and corporates) and is specialized in liability-driven asset management and risk-overlay strategies. The Portfolio Monitoring and Modelling team is responsible for the (risk) monitoring of all the client portfolios using proprietary models, which are also developed by the team.

As Portfolio Modeller your focus will be on the maintenance and development of all the proprietary models. Those will be used by the Portfolio Managers and Data Managers for portfolio construction, trade generation, risk monitoring and reporting. If possible we will leverage on existing integrated risk systems, like BarraOne or Aladdin. It is important that you have good portfolio and risk management knowledge. You know how investment strategies work and you have a good understanding of the financial market and products.

KEY RESPONSIBILITIES

• Develop and maintain new and existing proprietary tools to be used in the existing Portfolio Management platform
• Support the Data Managers to make sure all the relevant data (and reports) for each client is correct and timely available
• Contribute to the design and implementation of concise (data) processes and (data) modelling required to use our proprietary tools
• Be knowledgeable and aware of the investment process(es), for each of our clients
• Keep open communication line with all the key stakeholders in Portfolio Management, Risk and IT

Requirements:

• You have a academic level of thinking, Economics or Econometrics is preferred.
• You have 2-4 years of experience in (risk) modelling/programming as well as in data modellng.
• You have good knowledge of the financial theory, financial markets and financial products
• It's preferred you are familiair with different programming or modelling languages, like AIMMS, VBA, SQL, Python integrated risk systems like BarraOne or Aladdin
• You have excellent oral and written communications skills in English. Dutch is preferred

Is this your role? Please send your resume to [email protected] or contact Nienke for more information. 020-530 4380