Market and Liquidity Risk Analyst
Consultant Rutger Schapers
Datum 22 mei 20192019-05-22 2019-07-21 banking Amsterdam North Holland NL EUR 50000 60000 60000 YEAR Robert Walters https://www.robertwalters.nl https://www.robertwalters.nl/content/dam/robert-walters/global/images/logos/web-logos/logo.gif
Do you have a quantitative background and at least 3 years of experience in a role were you have been responsible market/liquidity risk? Do you want to be part of the Risk Management & Controlling team of a prominent bank? Then you are the Risk Analyst we’re looking for.
Our client, a large international bank, is looking for a Market and Liquidity Risk Analyst who has responsibilities in several key areas, such as Market Price Risk, Funding Risk, Strategy/Business Risk, Concentration Risks and the control and monitoring function for Treasury.
Additionally, the role supports strategic projects through detailed analysis and testing and working with other teams on initiatives that benefit the customer experience. All in close cooperation with colleagues in the team, as well as partnering with business functions, such as Treasury, Finance, Operations and Marketing & Sales.
- Generate key management information, interpret complex data using statistical techniques and provide insights to support business direction setting;
- Translate insights in regards with Market-, Funding-, and Liquidity Risks into actionable recommendations for senior management and stakeholders, communicate and drive through their delivery;
- Build and manage effective relationships with colleagues in the wider Risk team and across partnering business functions;
- Oversight of the Market and Liquidity risks that are managed by the Treasury function by reporting any breaches, monitoring regulatory and internal limits;
- Ensure that all market and liquidity relevant regulation released by the regulator (BaFin, EBA, ECB) is complied with;
- Draft timely, accurate and insightful management reporting both for internal and regulatory purposes;
- Performs the control testing of the Treasury team and monitors the daily trades of the execution desk.
Skills & Requirements
- Bachelor degree in a quantitative discipline (Finance, Mathematics, Economics, Statistics);
- Knowledge of fixed income securities, equity risk, commodity risk and foreign exchange risk;
- Knowledge of risk reporting models ALM/IRRBB
- Programming skills in SQL, VBA, SAS;
- Excellent verbal and written communication skills in English and Dutch.
- Ability to get things done under pressure, hands-on mentality and pro active attitude.
A fulltime role with a salary in line with the market and excellent secondary employee benefits.
If you are interested, please apply as soon as possible.