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Senior Financial Risk Manager

  • Location:

    Utrecht

  • Sector:

    Actuarial, Risk & Compliance

  • Job type:

    Permanent

  • Salary:

    Bespreekbaar

  • Contact:

    Bonanza Tan

  • Contact email:

    Bonanza.Tan@oliverjames.com

  • Job ref:

    JOB-112022-186462_1668074555

  • Published:

    23 dagen geleden

  • Expiry date:

    2022-12-10

Senior Financial Risk Manager


This is where you will work

The Liquidity & Market Risk (LMR) team, part of Group Risk Management, works from the international Head Office and services the European business units. In the area of LMR Management, my client is looking for an enthusiastic new colleague who wants to further develop the second line LMR practice within the bank; to analyze and challenge results prepared by the first line of defence for LMR and to prepare second line opinions and strategic advice related to LMR for senior management and the management board. Therefore, they have a vacancy in the Liquidity & Market Risk team for a Senior Financial Risk Manager. With your specific knowledge and experience in the area of Liquidity & Market Risk, Asset and Liability Management (ALM) and financial (risk) modelling, you will help the bank further strengthen its LMR practice.

The team

The LMR-team plays a prominent role in the wider Group Risk Management function. With various ambitious goals and deadlines on the agenda, the LMR team is guaranteed to offer challenging work ahead.

This are your responsibilities:

  • Oversee and contribute to the measurement and management of financial risks from a second line perspective and further develop the fundamental view on Liquidity and Market Risk.
  • Co-create, monitor and report on adherence to the Risk Appetite Statement, methodological framework and control structure for LMR management.
  • Challenge individual ALM & Stress Testing models used for LMR management throughout the Model Lifecycle from the initiation phase to model use and monitoring.
  • Participate in and prepare materials/reports for relevant governance committees, including the management board.
  • Keep up with developments of internal and external regulations relevant to LMR (e.g. IRRBB, SREP) and challenge the implementation of these regulations by the first line of defence.
  • Effectively manage internal and external stakeholder relationships and contribute to (preparation of) discussions with the regulator.

This is what you need

  • This is you
    • You are a Senior Financial Risk Manager with expertise in the area of Liquidity and Market Risk management, Asset and Liability Management and (financial risk) modelling. You bring curiosity, analytical skills and quick adaptation to complex content. You are up to date on the latest regulations and follow the developments closely. You ask the right questions, work in a structured way and you like to investigate with an eye for detail, without losing sight of the big picture. With your pragmatic and engaging attitude, you are always ready to help your colleagues, but also understand that the second line control perspective sometimes requires a firm challenge. You're a team player and you share our mission. Coordinating your work with stakeholders and creating solutions that meet their needs requires excellent communication skills.
  • This is complemented by:
    • A quantitative analytical background (e.g. in the field of mathematics, econometrics or quantitative finance).
    • Extensive work experience in the area of (financial risk) modelling, Liquidity and Market Risk management, ALM and/or stress testing within the banking sector.
    • Excellent command of English; Dutch is strongly desired.
    • Eye for quality improvement and innovation.
    • Good knowledge of and experience with understanding and analysing relevant programming (e.g. VBA, R, Python, SAS).

This is what you can expect

  • An annual salary package (tailored to your personal knowledge & experience).
  • An attractive pension scheme.
  • Travel allowance or public transport card.
  • Flexible working hours and the opportunity to work from home.
  • 30 holiday days with a 40-hour working week, plus the option of buying 2 weeks of extra holiday days.
  • A range of education and training opportunities.
  • The option to join our collective health insurance.
  • A working from home allowance per home office day.

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