Specialist Capital Management Modelling
This is where you will work
The Capital Management department focuses on prudential regulation, capital planning, capital allocation and proactive implementation capital management.
Capital Management is a relatively new department you can make a demonstrable contribution to the further design of the department.
The team responsibilities are split in two:
- Half of the team is focusing on the prudential regulations
- Lobbying with internal and external stakeholders (i.e. ECB, ministry of finance and DNB).
- The other half is focusing the capitalmodelling side
- Advising stakeholders
- Model Development
- Capital planning
This are your responsibilities
- Responsible for Supervisory Review and Evaluation Process capital;
- Capital planning, strategy and policy;
- Capital allocation
- Internal consultation on capital issues;
- External communication on capital issues
This is you
- A Master/bachelor's degree in Econometrics, Actuarial Science, Statistics, Mathematics, Data Science or another quantitative discipline.
- At least 3-7 years of related work experience in capital modelling
- Experience and knowledge in on of following fields:
- Counterparty Credit Risk
- Interest Rate Risk
- Liquidity Risk
- Good stakeholder management skills
This is what you can expect
- A custom made salary package (depending on relevant knowledge and/or experience)
- A good pension scheme
- Various reimbursements i.e.
- Traveling allowance
- Working from home reimbursement
- Sports reimbursement
- Possibility for working from home.