- Senior role, Senior stakeholder for regulator and Audit
- Broad Credit Risk role; Model (monitoring), Policy, IFRS9, on-sites
About Our Client
A development bank.
- In the lead for risk management of the (straightforward) credit risk models, including a.o.:
- Annual calibration / back testing
- Periodic reviews
- Coordination of external validations
- Developing and maintaining relevant documentation
- Coordinating / involved in DNB on-sites and required follow-up
- Contributing to further refining risk management of for the private equity portfolio
- Ensuring continued compliance of (investment) risk policies with regard to regulations (CRR / CRD, EBA, WFT, etc) and IFRS9.
- Working closely together with the Credit team (2nd line of defense for individual transactions) in defining and applying credit risk policies
- Explaining and defending results, assumptions and methodologies in discussion with the auditor and DNB.
- Actively managing at least one other risk type next to credit risk (e.g. interest rate, liquidity)
- Expanding on our challenger 2nd line role for (credit) risk management and processes
- Leading / participating in multi-stakeholder projects (e.g. budget rounds, strategy updates)
- A senior profile is required to challenge and discuss with internal counterparts, while a pragmatic, can-do mentality is needed to solve (data) issues at hand.
- Providing a risk management perspective on new business initiatives
- Serving as a specialist in his or her field of expertise and in projects.
- Coaching and acting as sounding board for colleagues within the FRM team.
The Successful Applicant
- Advanced university degree in Economics, Econometrics, Mathematics, Quantitative Finance, Statistics or a technical study.
- More than 8 years of relevant working experience
- Exposure to and interest in different areas of risk management (e.g. interest rate, currency risk)
- Regulatory knowledge (e.g. CRR / CRD, EBA guidelines)
- Experience with and knowledge of IFRS9
- Experience with (IFRS9) credit risk modelling and policy development
- Ability to cope with rapidly changing priorities
- FRM / CFA certification is considered an advantage
- Able to explain technical matters in a clear and concise way for non-technical audiences.
- Excellent communication and stakeholder management skills
- Team player and the capacity to think strategically.
- Fluent in English both orally and written.
What's on Offer
- A competitive remuneration package.