Risk Methodology Advisor

Algemene omschrijving

Company Profile: Risk Methodology Advisor
Risk Methodology Advisor for an international wholesale bank. You're part of the team Risk Advisory & Support Financial Markets which is a staff function and part of Risk Management. This department develops the risk frame and infrastructure for the Financial Markets business. Its key interfaces are Risk Management (the front-office facing regional teams) and Global Financial Markets. Together with senior management, these can be considered as the main clients. Risk Advisory & Support will also support other business lines such as Trade and Commodity Finance.



Job Profile: Risk Methodology Advisor

Within the Risk Advisory & Support team all risk methodology related matters are delegated to the Risk Methodology team. They are responsible for development and maintenance of all relevant risk methodologies for the financial markets businesses, achieving a risk framework that is consistent across the regions, meets all internal and external/regulatory requirements and is based on cutting edge risk measurement techniques and support of risk methodology related issues. The team is responsible for market and credit risk responsibilities. The most important responsibilities will exist of:

• Maintenance and development of the market risk methodologies like Value at Risk and stress testing
• Maintenance and development of the credit counterparty risk exposure methodologies based on add-on tables and Monte-Carlo simulation
• Development and coordination of CADII applications towards the local regulator (DNB)
• Development and maintenance of the frameworks to calculate regulatory and economic capital in line with the requirements set.
• Involvement in New Business Committees to ensure a consistent risk framework between different locations and different risk factors.

Job Requirements: Risk Methodology Advisor

Requirements for the Risk Advisor:

• Master in Econometrics / Financial Mathematics or related
• Experience in a risk management job
• Knowledge of regulatory requirements with respect to risk management
• Clear interest in financial markets and financial modelling
• Good communication skills in Dutch and English
• Effective problem-solving attitude
• Pro-active and independent thinker
• Team player

Offer Risk Methodology Advisor

Salary depends on your background and experience but will be between € 4.000 and € 5.000 on basis of 40 hrs, excluding holidaypayment, 13th month and bonus.

Gestelde eisen

Requirements for the Risk Advisor: * Master in Econometrics / Financial Mathematics or related * Experience in a risk management job * Knowledge of regulatory requirements with respect to ris

Uren

40

Salaris

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