Interim Financial Risk Specialist
Consultant Dave Duim
Datum 5 september 2018 2018-09-052018-09-30 financial-services Zuidplein 28 1077 XV Amsterdam Robert Walters The Netherlands
Are you an Interim Financial Risk Specialist within Banking & Financial Services and do you have experience with (E.g.) stress testing, ICAAP, ILAAP, IRRBB, CRD IV, CRR, etc? Then keep reading!
For a bank in Amsterdam I’m searching for an Interim Financial Risk Specialist.
- Monitoring, analysing and reporting the interest rate and liquidity risks of the bank through scenario analyses and stress tests;
- Following up the progresses on the CRR, investigating the impact of the new rules, RTS or ITS’s and implementing these to bank’s processes;
- Increasing the efficiency in Interest Rate Risk, Liquidity Risk and Market Risk processes by actively participating in the ICAAP and ILAAP and developing and implementing stress tests as per the regulatory guidelines;
- Assist in implementation of the CRD IV reporting, understanding of ITS’s and RTS’s of CRD IV, including reporting templates related with LCR, NSFR, additional liquidity metrics and interest rate risk in the banking book;
- Tuning the models by means of new products or rules considering the impact on IRRBB and liquidity.
Qualifications, skills and experience
- Minimum Bachelor’s degree in a quantitative or economic field;
- Relevant experience at a bank or a risk advisory firm;
- Understanding of CRR and Basel regulations;
- Ability to work and communicate with staff of all levels, including senior management;
- Strong time management, problem-solving and implementation skills.
Are you interested? Then apply as soon as possible!