The Risk Manager is focussed on modelling and data analysis. With your strong quantitative and analytical capabilities and good communication skills, you help the bank to unlock this data, improve models, and strengthen the framework for model risk management.
The responsibilities of this position include:
- Support the development and documentation of several models in the areas of interest rate risk, liquidity risk and credit risk;
- Support the maintenance and further development of the risk data architecture with regard to risk models;
- Further develop the model risk management framework;
- Taking part in bank wide regulatory and change projects in which model risk management plays a role, as needed.
The team consists of 8 professionals who report to the Chief Risk Officer of the bank. The department develops and maintains the risk management framework and has responsibility for several risk models. The Bank has a high quality risk calculation & reporting architecture in place, and plans to scale up its use in the coming years. This architecture includes interest rate, liquidity and credit risk models, which are maintained and improved by risk management.
Our client is a bank of and for the Dutch public sector. The fund themselves on the international money and capital markets on the back of our AAA/Aaa credit ratings and are a prominent player in the international field of SRI (Socially Responsible Investing) bonds. As a significant bank, the bank is supervised directly by the European Central Bank. With around 80 FTE’s, they have nevertheless maintained a compact organisational mode. The flat organisation and open culture makes it an agile and efficient bank where cooperation, quality and integrity are of paramount importance. The Bank embraces workplace diversity and welcomes professionals who add new flavour to our culture.
You are capable in engaging others. You have interest in and affinity with the Dutch public sector, you share your opinion and connecting with others is very important to you. You are not afraid to take on challenges and are solution and result oriented.
- MSc degree in a quantitative discipline, e.g. Mathematics, Physics, Econometrics and Finance/Economics;
- 3+ years of relevant working experience related to model development or validation and/or risk analysis, preferably within the banking sector;
- Advanced knowledge of Excel and SQL;
- Experience with a computer programming language is a plus;
- You like to be involved in a broad range of topics simultaneously;
- Excellent analytical and quantitative skills, accurate and result driven;
- Proficient in English and Dutch;
- Currently living in The Netherlands.
you can expect an attractive package of primary and secondary terms of employment with amongst other things plenty possibilities for study and development. The bank offers a professional and pleasant working environment with a focus on initiative and cooperation. Employees can participate on a voluntary basis in social projects.
Information: Dick Macrander – 06-33315227