Credit Risk Manager
Consultant Ton van der Kooi
Datum 2 april 20192019-04-18 2019-06-01 financial-services Amsterdam North Holland NL EUR 60000 95000 95000 YEAR Robert Walters https://www.robertwalters.nl
Are you a Credit Risk Manager with quantitative skills? Do you like to work for a growing European head office where you can have direct impact? Then keep reading.
For one of the biggest financial institutions in the world, with a Continental Europe Head Office in the Netherlands, I am searching for a Credit Risk Manager / Model Owner (Associate Director Level).
- Lead enhancement of credit stress testing capabilities by developing a new credit stress test model prototype
- Lead implementation into OneSumX platform;
- Enhance internal capital stress testing model capabilities;
- Set a data base and lead development of PDs and LGDs for local needs;
- 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;
- Perform sensitivity analysis and capital stress testing activities to test the resilience of the bank under extreme macro-economic conditions, and communicate the results to the management;
- Organize large data sets to produce clear, concise and meaningful reports for internal and external stakeholders;
- Support the Internal Capital Adequacy Assessment (ICAAP) and the Recovery Plan processes;
- Assist in validation of internal models and participate in regular communication with model owners in the international locations.
- Assist in other ad-hoc assignments and projects owned by the CRM team.
Skills and Experience
- At least 3 years of work experience in risk management, finance or advisory roles;
- Desirable proven experience with stress testing;
- Working knowledge of programming language (i.e. Python, R, SQL);
- Advanced Excel (VBA), Modeling, Data Manipulation;
- Understanding of EBA guidelines with respect to stress testing requirements;
- Academic degree in Economics, Econometrics, Finance, Engineering or other relevant field of study;
- Preferably completed CFA, FRM or PRM;
- Analytical Abilities/Financial Acumen/Problem Solving;
- Fluent language skills in English.
- Proven analytical skills and high attention to detail;
- Excellent communication and presentation skills, with ability to explain a complex topic in a structured and clear manner;
- Team player with ability to collaborate in cross-division teams and display organizational sensitivity;
- Takes initiative, works structurally and translates ideas into practical solutions;
- Think independently and critically to create own views;
You will be offered a competitive and market salary, depending on experience, and with excellent secondary benefits. The organisation offers flexible work arrangements (i.e. part time work, working from home) and will provide ongoing learning and development opportunities.
Are you interested in the role of Credit Risk Manager? Then apply as soon as possible.