Do you want to work at a fast-growing international company and do you have an affinity with finance and quantitative analytics? Do you want to contribute to society, not just by helping improve people’s savings and pensions, but also by innovating on cutting edge modelling challenges? If so, keep on reading, for we may be looking for you!
What will you do as Quantitative Financial Analyst?
As a Quantitative Financial Analyst within the Scenario & Asset Valuation (SAV) solution, you are mainly responsible for the valuations of various assets class (e.g. equities, bonds and credits) and quantitative modeling of their risks into the present and future. You are responsible for establishing and determining the best methodology, assumptions and modeling for valuing the assets on the balance sheets of our clients and assessing these risks. You follow the financial markets, economic developments and are aware of current market trends in order to make the best assessment of the outlook for risk and return. You provide second line support about the outcomes and technical details of the quantitative models to clients and business specialists to support their decision making. You play a crucial role in the quality and innovation of the quantitative models by developing state-of-the-art models for our clients and therefore contribute to the continued success of Ortec Finance. You report to the management of SAV.
The Scenario & Asset Valuation (SAV) solution
SAV is end-to-end responsible for the innovation, calibration, software and maintenance of our economic scenario generators (ESGs) and is in direct contact with its clients. The ESGs 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 ESG 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 ESG (RN-ESG) 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-ESG 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 20 persons with Quantitative Financial Analysts, Business Specialists and Quantitative and Software Developers.
What makes you our Quantitative Financial Analyst?
As Quantitative Financial Analyst, you are a team player, result oriented and you have a proactive attitude. We are looking for someone who can really make a difference in this role.
Furthermore, we expect the following from you:
- Affinity with finance and quantitative analytics is mandatory.
- MSc or PhD degree in the quantitative field such as Economics, Econometrics, Mathematics, Physics or Financial Engineering.
- A solid knowledge of financial markets and economics.
- Programming skills in Python, Matlab, Java or similar languages / packages.
- Excellent communications skills in English (required) and in Dutch (advantage, not required), both written and orally, and an active participation in the team.
- At least 2 years of relevant work experience.
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. A great working environment and opportunities for personal and professional career development. An active employee association that organizes various activities throughout the year and you will be part of an industry-leading global team, renowned for excellence!
You will earn a competitive salary, depending of course on your job and competency profile. In addition, we offer you excellent benefits, including:
- 8% holiday allowance;
- a fixed 13th month;
- participation in a bonus policy;
- participation in the pension scheme;
- 27 vacation days (based on a full-time contract);
- possibility to buy extra vacation days;
- working from the office in Rotterdam or Amsterdam (and also the possibility to partly work from your home office);
- travel expenses compensation for your daily commute and business travel;
- a work environment with enthusiastic and fun colleagues!
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’s 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 don’t 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 at www.ortecfinance.com.
More information or to apply?
For more information regarding this position please contact Maruska John, Recruitment Assistant 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