Market Risk Expert – Stress Testing

  • Location
    Amsterdam, North Holland
  • Contract Type
  • Posted
  • Start Date
  • Salary
    €70000 - €100000 per annum
  • Expiry Date

Our client has a unique role in a small specialist team, working with a large cross asset class portfolio. You will need to have excellent insight into financial markets, from a risk management perspective. So if you have good experience on a market risk desk, this could be the role for you.

The team will interact across the business with Risk Managers, Front Office, IT and Regulatory teams. You will be involved in coordinating, challenging and improving risk monitoring techniques and measures. Strong Analytical skills are a must, along with strong communication skills and a proactive nature.

You will work on a mix of risk identification to the portfolio, as well as developing stress testing scenarios, stressed VaR, analysing the impact on the portfolios and capital.


  • Your experience of Financial Markets and Market Risk knowledge will be your key asset to the team, around 3 – 5 years plus experience.
  • You will need to have a Masters in a Quantitative, Finance or Econometrics subject.
  • Thorough understanding of multiple asset classes
  • Understanding of the potential impact of market stresses or crisis scenarios on financial portfolios
  • Python and SQL to an intermediate level

Please do apply now to be considered.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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