Interim Operational Risk Capital Calc. and Reporting Analyst
Consultant Dave Duim
Datum 8 juni 2018Zuidplein 28 1077 XV Amsterdam Robert Walters The Netherlands
Do you have analytical skills and experience in operational risk? Do you want to calculate, analyse and report the operational risk capital position for one of the biggest banks in the Netherlands? Do you have experience in Banking & Financial Services? Then keep reading!
In the role of Interim Operational Risk Capital Calc. and Reporting Analyst you will have the opportunity to support critical and dynamic Operational Risk deliverables to internal and external stakeholders. This includes calculation, analysis and reporting of the operational risk capital position and trends. As part of the Non-Financial Risk Reporting team you will get the opportunity to get a thorough understanding of the global operational risk profile. In this process, you will work closely with (senior) staff of both Non-Financial Risk, Finance, Modelling team, etc. Successful candidates will complement the team with skills to drive further strengthen of documentation and governance around our processes.
Organisation and team:
The Non-Financial Risk Reporting (NFRR) team in Amsterdam is part of the Reporting, Data & Analytics (RDA) tribe, which on its turn is part of the Risk COO domain.
The team is responsible for internal, external and regulatory reporting for Non-Financial Risk. The team also performs the calculation of operational risk capital according to the Advanced Measurement Method (AMA) and as such is working in close cooperation with the Modelling Team.
Next to the regular reports, the squad is involved in (regulatory) ad-hoc requests and various change initiatives (e.g. stress test, AMA review, continuous improvement initiatives, etc).
Profile of a Interim Operational Risk Capital Calc. and Reporting Analyst:
- Master in Econometrics, Economics, Finance or other quantitative studies; CFA is a pre
- Strong skills and proven experience with Excel; experience with VBA is a pre
- Thorough knowledge / practical experience of database management and spreadsheets;
- Knowledge of CRD IV/ CRR modelling concepts and management (e.g. RWA, Expected Loss, Loss Events and Risks);
- Able to perform (trend) analysis;
- Experience in optimising risk control environment (e.g. strengthening documentation and execution of processes, procedures, controls);
- Preferably familiar with non-financial risk systems and processes (i-risk);
- Knowledge of/affinity with SAS EG.
Personal Profile of a Interim Operational Risk Capital Calc. and Reporting Analyst:
- Strong analytical skills with a high attention to detail;
- Strong process and control mind-set;
- An accurate, pro-active and hands-on self-starter, enjoying collaboration across the bank
- Communicative, accurate and able to work with challenging deadlines;
- Good team player, able to contribute in a multi-cultural team;
- Flexible and eager to adopt and contribute to new Agile way of working;
- Excellent written and spoken knowledge of English.
Are you interested in the role of Interim Operational Risk Capital Calc. and Reporting Analyst? Then apply as soon as possible!