Risk Manager - Data & Analysis
The Risk Manager is focused on modeling and data analysis. With your strong quantitative and analytical capabilities and good communication skills, you help the bank to unlock this data, improve models, and strengthen the framework for model risk management.
The responsibilities of this position include:
- Support the development and documentation of several models in the areas of interest rate risk, liquidity risk, and credit risk;
- Support the maintenance and further development of the risk data architecture with regard to risk models;
- Further, develop the model risk management framework;
- Taking part in bank-wide regulatory and change projects in which model risk management plays a role, as needed.
The Risk Management team consists of 8 professionals who report to the Chief Risk Officer of the bank. The department develops and maintains the risk management framework and has responsibility for several risk models. The Bank has a high-quality risk calculation & reporting architecture in place, and plans to scale up its use in the coming years. This architecture includes the interest rate, liquidity, and credit risk models, which are maintained and improved by risk management.
What we ask for:
- MSc or Bachelor degree in a quantitative discipline, e.g. Mathematics, Physics, Econometrics, and Finance/Economics;
- 3 years of relevant working experience related to model development or validation and/or risk analysis, preferably within the banking sector;
- Advanced knowledge of Excel and SQL;
- Experience with a computer programming language is a plus;
- You like to be involved in a broad range of topics simultaneously;
- Excellent analytical and quantitative skills, accurate and result-driven;