Risk Manager - Stress-testing & Treasury
Monitoring the Group's stress testing and sensitivities analysis framework.
Assisting in an ECB transition project.
About Our Client
One of the largest fleet managers in the world with a banking license, soon to be ECB supervised.
- Collects data for interest rate risk, liquidity and market risk reports, interprets the data and prepares reports.
- Assessment of prudential regulation on interest rate risk, liquidity and market risk reporting and define adequate follow-up to ensure ongoing compliance.
- Is end- to- end responsible for risk assessment and reporting thereof adequately reflecting elements for consideration of the Risk Committees, the Managing Board, the Supervisory Board, the Dutch Central Bank, the internal and external auditor:
- Provide input for the Monthly and Quarterly reports to the Risk Committees, Supervisory Board, Rating agencies, Investors etc.
- Provide input for (the further development of) the Supervisory Review and Evaluation Process (SREP) which includes Internal Capital Adequacy Assessment Process (ICAAP), Internal Liquidity Assessment Process (ILAAP) and / or Recovery plan. Pillar III Report on annual and quarterly basis and contribution to the regular (external) financial reports.
- Is responsible for policy, standards and guidelines (re)development in the interest rate risk, liquidity and market risk areas capturing the respective risk profile of the Group holistically and in a coherent manner.
- Setting up, Managing, monitoring and reporting on the Group's stress testing and sensitivities analysis framework.
The Successful Applicant
- University degree (at least Master's).
- Between 2 and 5 years working experience in a comparable role.
- Experience regarding regulatory topics including CRR/CRD IV, EBA guidelines and regulatory reporting.
- The ability to balance multiple parallel projects working with a range of internal and external business stakeholder/s.
- Excellent people skills, able to communicate effectively and deal with the challenges of business change projects.
What's on Offer
- A competitive remuneration package.