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Specialist Capital Management Modelling

  • Location:

    Gemeente Den Haag

  • Sector:

    Actuarial, Risk & Compliance

  • Job type:


  • Salary:


  • Contact:

    Bonanza Tan

  • Contact email:

  • Job ref:


  • Published:

    8 maanden geleden

  • Expiry date:


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
    • IRRBB
    • Interest Rate Risk
    • ALM
    • 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.

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