Market Risk Manager

The organization

For one of the largest financial groups globally we are searching for a Market Risk Manager. We are looking for a Risk specialist with a quantitative background that will help the bank with interest rate risk and liquidity stress testing, as well as market risk modelling.

The position

The Market Risk Management team combines market and liquidity risk management topics. The role is to monitor and escalate market risk-related control issues to internal committees, ensure compliance with risk limits and risk-appetite (as a second-line function), perform interest rate risk and liquidity stress testing, and recommend appropriate action to the senior management.

Tasks & responsibilities

• Enhance IRRBB framework, EVE and NII stress testing model capabilities;
• Enhance stress testing capabilities by developing a liquidity stress test model and lead implementation of an in-house platform;
• Analysing large data sets to produce clear, concise and meaningful reports for internal and external stakeholders;
• Support the Internal Liquidity Adequacy Assessment (ILAAP) and SREP processes;
• Assist in other ad-hoc assignments and projects;
• Contribute to enhancement of current stress testing processes to ensure assumptions can be revised, refined or updated to adapt to business, regulatory and market changes;
• Assist in preparing regular reporting where necessary.

Candidate profile

• Academic degree in Economics, Finance, Data Science, Statistics or other relevant study;
• At least 5 years of work experience in banking, or finance advisory roles; data science experience is a plus;
• Desirable proven experience with stress testing;
• Understanding of EBA guidelines with respect to stress testing requirements as well as willingness to keep the hand at the pulse with respect to new regulations;
• Advanced Excel (VBA) and working knowledge of programming language (i.e. SQL, Python);
• Fluent language skills in English;
• Proven analytical skills and high attention to detail;
• Excellent written communication and presentation skills, with ability to explain a complex topic in a structured and clear manner;
• A completed CFA, FRM or PRM is a plus;
• Team player with ability to collaborate in cross-division teams and display organizational sensitivity in a very diverse environment.

The offer

The bank offers you a role in one of the largest banks of the world in a growing and international environment. You have various opportunities to develop yourself and we will support you with that by offering various training and development possibilities.

• Gross salary based on experience and consistent with the market
• 8% holiday allowance and 13th month payment
• Vacation days; 29 days per year (option to purchase additional 15 days per year)
• Commuting allowance based via Reisbalans on annual public transport 2nd class, most economical way, or €0,19 per km with a max of 75km one way
• Remote working allowance (max €60,-)
• Possibility to order Office Equipment's via GZ (up to €500,-)
• Bicycle plan (fiscal benefit)
• Company fitness (fiscal benefit)
• Employee contribution towards Pension insurance (max 5%, currently 2%), our pension scheme is based on a defined contribution scheme. (Allianz)
• Training & development possibilities paid by the bank (internal rules)
• Health insurance: Collective premiums offered, for own expense.

Information

Are you interested in the role of Market Risk Manager? Then apply as soon as possible by using the form below.