Do you want to work at a fast-growing international company and do you have an affinity with finance and portfolio optimization?
Do you want to contribute to society, not just by helping improve people’s savings and pensions, but also by innovating on cutting modelling challenges?
If so, keep on reading, we may be looking for you!
What will you do as Senior Quantitative Financial Analyst?
As a Senior Quantitative Financial Analyst with a specialization in portfolio optimization techniques within the Scenario & Asset Valuation (SAV) solution, you are responsible for the methodology and take the lead in the development of the next generation of portfolio optimization techniques. Our clients such as pension funds, insurance companies, sovereign wealth funds want to construct optimal portfolios for multi-period investment horizons supporting several types of constraints (e.g., liquidity, credit quality, market risk) in a fast, flexible, and robust way. The next generation of portfolio optimization techniques should go beyond our existing near-optimal optimization technique and should lead to dynamically optimal portfolios in a stochastic simulation setting. Additionally, the next generation of portfolio optimization techniques should be able deal with several types of (non-linear) constraints and dealing with more complex objective functions including both asset and liabilities (such as the present value of distributable earnings for insurance companies). You aim for state-of-the-art portfolio optimization techniques, take the lead in the innovation process, and validate optimization solutions with clients. You play a crucial role in the quality and innovation of portfolio optimization solutions for our clients and therefore contribute to the continued success of Ortec Finance.
The vacancy offers more than just a challenge
We offer you a challenging and rewarding role in a growing company, while being part of an inspirational global business with a lot of opportunities for personal and professional career development. And you will be part of an industry-leading global team, renowned for excellence!
The salary range is € 77.000 – € 93.000 on yearly basis (including fixed 13th month, estimated variable pay, holiday allowance) dependent on your role, competency profile and experience.
In addition to this competitive salary, we offer you excellent benefits, including:
- An open and informal work environment (Active staff association, annual ski trip, staff social events, annual summer and Christmas party and much more) with inspiring, smart and enthusiastic colleagues
- Opportunities to develop yourself with a training program as well as weekly research and knowledge meetings
- Hybrid working (Working from the office in Rotterdam or Amsterdam combining with working from home)
- The prospect of a permanent contract, because we strive for a long-term collaboration
- Fixed 13th month, 8% holiday allowance, participation in a bonus scheme (based on achieving pre-determined set of KPI’s, a bonus of 12% of the annual salary can be earned), participation in the pension scheme, commute and business travel allowance, working from home allowance, 27 vacation days and the possibility to buy more.
What makes you our Senior Quantitative Financial Analyst?
As a Senior Quantitative Financial Analyst, you are a team player, result oriented and have a proactive attitude. You have and share creative ideas to combine different portfolio optimization algorithms/techniques. You really want to make a difference in this role! And of course, you recognize yourself in our core values
Furthermore, our ideal candidate has:
- A strong background in mathematics, optimization techniques, statistics and time series modelling, economics, and finance.
- MSc degree in a quantitative field such as Econometrics, Mathematics, Physics or Financial Engineering.
- At least 4 years of relevant working experience in the quantitative field. For example, at an asset manager, insurance company, or bank.
- Experience with leading a large innovation project with internal and external stakeholders and coaching team members.
- Strong programming skills in preferably Python, or at least some other object-oriented programming language.
- Excellent communications skills in English, both written and orally.
Who are we?
Working at Ortec Finance means working somewhere else. It means working in a world where colleagues meet, gather knowledge and where likeminded peers are always willing to help each other. Where the organizational culture is friendly, flat and non-political.
Working at Ortec Finance also means working in a continuously innovating world where science, academics and mathematics dominate, since models are key in helping Ortec Finance’ clients with complex financial decisions. Because that is what we love: giving our clients the best advice possible. Where the daily job is very in-dept, based on evidence and relevant for society. It means a job that matters. Where the learning curve is steep; we learn something new every single day. And we need to, because continuously innovation is key. Especially in a fin tech world. We do not necessarily follow all conventions. Because yes, we are a bit rebellious too.
Ortec Finance is the leading provider of technology and solutions for risk and return management. It is our purpose to enable people to manage the complexity of investment decisions. We do this through delivering leading technologies and solutions for investment decision-making to financial institutions around the world. Our strength lies in an effective combination of advanced models, innovative technology and in-depth market knowledge. More about us.
The Scenario & Asset Valuation (SAV) solution
SAV is end-to-end responsible for the innovation, calibration, software, and maintenance of our economic scenario generators and is in direct contact with its clients. The economic scenario generators are available as real-world scenarios for investment and risk management purposes, and as risk-neutral (or arbitrage free) scenarios for valuation purposes. The real-world economic scenario generator is the Ortec Finance Scenario set (OFS) which provides the valuations and risks of various asset classes in the present and future. The OFS creates real-world stochastic scenarios with a worldwide asset class coverage and provides the financial risk and return expectations for more than 600 risk-drivers for a short-, medium- and long-term horizon. The OFS is calibrated and analyzed with our Dynamic Scenario Generator (DSG) software. The risk-neutral economic scenario generator (RN-scenarios) enables actuaries and finance professionals to perform market-consistent valuations of optionality in insurance liabilities and of financial contingent claims more generally. The OFS, DSG and RN-scenarios are a cornerstone in the advisory services Ortec Finance provides to its clients and serves as a crucial input in the financial decision making for applications such as ALM and risk management for pension funds, insurance companies, asset managers, sovereign wealth funds and private wealth management all over the world. SAV is an innovative multidisciplinary group of about 25 persons with Quantitative Financial Analysts, Business Specialists and Quantitative and Software Developers.
More information or to apply?
For more information regarding this position please contact Maruska John (Recruitment) at +31 10 700 5000. To apply, please use the application button to send us your CV and cover letter.
We hope to meet you soon!
- Experienced Professional
- Rotterdam & Amsterdam