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Market Risk Manager

Location: Amsterdam, Noord-Holland
Salary: €80000 - €100000 per jaar + Benefits
Posted: 13 days ago
Contract Type: Permanent
Industry: Accountancy & Tax
Contact Name: Arnold Hoegen Dijkhof
Contact Email: Arnold.hoegendijkhof@ojassociates.com

Arnold Hoegen Dijkhof

Managing Consultant, Netherlands

See more of Arnold Hoegen Dijkhof's jobs

Market Risk Manager

For one of Oliver James Associates' best clients I am looking for a Market Risk Manager for their office in Amsterdam. It concerns a bank that is well-known for its progressive strategy in applying new technologies. Are you an experienced model risk manager who is familiar within the banking industry? Are you ready for a new step in your career? Then please read further and get in touch!

This position is centred within the Market Risk Management Team that combines market & liquidity risk management topics. The team is responsible for the monitoring and escalating market-related risk control issues to internal committees, ensure compliance with risk limits and risk-appetite as a second line function. The main purpose of the role is to expand the organisations 2nd line of defence and to support senior management in steering portfolio in managing its own capital.

Key responsibilities

- Enhance the stress testing capabilities by developing a new liquidity stress test model;

- Contribution to the enhancement of current stress testing processes to ensure assumptions can be revised, refined or updated to adapt to business, regulatory & market changes;

- Support the Internal Liquidity Adequacy Assessment (ILAAP) and SREP processes;

- Assist in validation of internal models

Skills and Experience

- Multiple years of experience within the financial services sector;

- Proven experience with stress testing;

- Preferably experience with a programming language (R/Python/SQL)

- Relevant Academic Degree (Economics, Econometrics, Finance, Data Science)

Do you have what it takes? Apply now by uploading your CV and you will be contacted accordingly.

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