Market & Liquidity Risk Analyst - Retail Bank / Mortgages
Broad role within dynamic environment
Combination of content and stakeholdermanegement
Over onze klant
International bank, mortgage provider.
Taken en verantwoordelijkheden
* Generate key management information, interpret complex data using statistical techniques and provide
insights to support business direction setting
* Translate insights in regards with Market-, Funding -, and liquidity Risks into actionable
recommendations for senior management and stakeholders, communicate and drive through their
* Build and manage effective relationships with colleagues in the wider Risk team and across partnering
* Oversight of the Market and Liquidity risks that are managed by the Treasury function by reporting any
breaches, monitoring regulatory and internal limits.
* Ensure that all market and liquidity relevant regulation released by the regulator (BaFin, EBA, ECB) is
* Draft timely, accurate and insightful management reporting both for internal and regulatory purposes.
* Performs the control testing of the Treasury team and monitors the daily trades of the execution desk.
* Bachelor degree in a quantitative discipline (Finance, Mathematics, Economics, Statistics)
* Knowledge of fixed income securities, equity risk, commodity risk and foreign exchange risk
* Banking book models (client behaviour models, risk reporting models ALM/IRRBB)
* Knowledge of credit and liquidity risk are needed given the bank business
* Ability to collect information and produce analyses identifying market trends affecting the portfolio of
the bank as well as investment opportunities
* Ability to develop metrics and implement them on individual and combined risk factors that could
include fluctuations in interest rates, stock prices and currency exchange rates
* Programming skills in SQL, VBA, SAS.
* Excellent verbal and written communication both in English and Dutch
* Excellent planning and organisational skills
* MS Office Advanced skills (Excel and Powerpoint)
* Ability to get things done under pressure, hands-on mentality and pro-active
* Self-motivated and well organised
- Competitive remuneration package.