Quantitative Analyst – Pricing and Risk Models

  • Location
    Amsterdam, North Holland
  • Contract Type
  • Posted
  • Start Date
  • Salary
    €60000 - €110000 per annum
  • Expiry Date

The Opportunity

Our client, a top global financial service organisation, working on the latest trading models, is looking to further expand their Quantitative team. Focusing on pricing but also with some extra work on risk models too. There is a nice flat hierarchy and a chance to really broaden your scope within their team. The core requirement is on building and adjusting Pricing models, with some exposure to Market Risk or Counterparty Risk Models.

You will be involved in developing and integrating new products / pricing models. As well as Valuation Adjustments, Monitoring Methodologies, Supporting the Traders and Risk Managers.


If you are relocating over for this role, you will be supported and you will experience an extremely unique and positive working environment. The role is very much hybrid, with a coordinated work day with your immediate team.


The key requirements are a mix of object orientated programming skills and strong pricing knowledge.

  • Experience in on of the following asset classes (Equities, Commodities, FX or Credit) and exposure to Market or Counterparty Risk Methodology / Models.
  • Strong Quantitative skills with a Masters or PhD or CQF in Physics, Financial Mathematics, Financial Engineering or another Quantitative subject.
  • C++ is required, potentially strong programming in another OOP language would also be considered and good Python skills would be appreciated.

Please do get in touch for further information and a chance for a nice fresh start.

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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