Company
Our client is the bank of choice for decisive financial moments. The Corporate Banking activities cover a combination of advice, financing and co-investment activities. They have expert sector knowledge in Food, Agri & Retail; General Industries; Technology, Media & Services; Commercial Real Estate; Shipping & Intermodal, Oil & Gas Services; and Infrastructure & Renewables. Our clients Consumer Banking activities include residential mortgages and online retail saving deposits in the Netherlands, Germany and Belgium.
Department
Market Risk is, offcourse, responsible for market risk management . In addition to that, the department is also participating actively in the further improvement of large parts of the companies regulatory and economic capital framework. Amongst other Market Risk coordinates initiatives regarding new Basel II regulation, by chairing the Basel Steering Group of the company.
Job Profile
• Pro-actively challenge risk profile of trading and investment portfolios, both on a portfolio level and single name level
• Generate true countervailing power to traders and portfolio managers, implying real, forward-looking risk management
• Report on market risk and capital issues to the bank's Alco and Supervisory Board; prepare strategic memos that serve as basis for strategy discussions in Alco
• Carry out ad hoc analyses on Alco's request
• Contribute to further improvement of risk measurement and valuation and banking supervision (Basel regulation)
• Risk control of all trading, investment and banking portfolios including interest rate derivatives, currency risk, structured credits and residential mortgages.
Job Requirements
We are looking for a candidate who has an academic degree in econometrics, mathematics or a technical or science study.
Experience
• Between 3 to 5 years of relevant work experience.
• Knowledge of a wide range of (complex) products traded in capital markets such as interest rate and credit derivatives, bonds, structured credits.
•Knowledge of capital markets and capital markets behaviour and of risk measurement concepts and methodologies, such as value-at-risk. (preferably).
•Knowledge of Basel regulation.
Personality & Skills
• We are looking for a driven and ambitious professional who shows a unique combination of analytical skills, hands-on and no-nonsense mentality and excellent communication skills.
• You are challenged by complex financial problems, translating the latest developments in financials markets into state-of the art practical risk management solutions.
• In this position you will focus both on modelling and analyses, but we also expect you to be solid and firm in your presentation to the business units we work together with.
• A good command of Dutch and/or English is necessary for this position.
Ben je geinteresseerd in deze functie en/of wil je meer informatie? Neem dan contact op met Bastiaan Poortenaar op een van de volgende telefoonnummers 020-4491034 / 06-29051591
