Market Risk Manager

Are you a Market Risk Manager with quantitative skills? Doo you want to work in a leading and international organization? Then keep reading. For a bank, I am searching for a Market Risk Manager.

The Market Risk 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.

Key responsibilities

• Enhance IRRBB framework, EVE and NII stress testing model capabilities;
• Enhance stress testing capabilities by developing a new liquidity stress test model and lead implementation of an in-house platform;
• 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;
• Improve operational excellence within the team, leading automation of daily tasks;
• Analyzing 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 validation of internal models and participate in regular communication with model owners at the international locations;
• Participate in professionalization of market risk function and help take it to the next level;
• Assist in preparing regular reporting where necessary
• Assist in other ad-hoc assignments and projects

Skills and Experience

• At least 5 years of work experience in banking, or finance advisory roles; data science experience is a plus
• Understanding of EBA guidelines with respect to stress testing requirements
• Desirable proven experience with stress testing;
• Advanced Excel (VBA), Modeling, Data Manipulation;
• Academic degree in Economics, Econometrics, Finance, Data Science, Statistics or other relevant field or study;
• A completed CFA, FRM or PRM is a plus;
• Fluent language skills in English.

Personal Requirements

• 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;
• Team player with ability to collaborate in cross-division teams and display organizational sensitivity in a very diverse environment;
• Takes initiative, works structurally and translates ideas into practical solutions;

Offer
You will be offered a competitive and market salary, depending on experience, and with excellent secondary benefits. The organization 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 Market Risk Manager? Then apply as soon as possible.

Robert Walters Netherlands is acting as an Employment Agency in relation to this vacancy.