Risk Manager QRM/ALM Expert - Utrecht
Posted on Dec 2, 2019 by Gazelle Global Consulting
My client is a large financial services player on the Netherlands market, with a large number of offices that support clients in the financial services industry across the country.
- Your focus will on Interest Rate Risk in the Banking Book, Liquidity Risk, Fund transfer pricing up to date on the balance sheet
- Use and further develop the ALM risk tooling within the Quantitative Risk Management framework
- Analyse the important drivers of the position and keep in touch with all-level treasury departments.
- Continue learning more about balance sheet risk management
- Finding practical solutions to complex problems
- Setting up the calculation engine and downstream reporting
- Report on ongoing developments to decision making committees.
- Proven experience in a similar role
- Experience with QRM or similar ALM tooling ideally
- Knowledge of financial market product and their modelling
- Configuring quantitative tools is something you enjoy
- Experience in large data sets and software packages (ie SQL)
- Excellent command of English language
- Hold a EU passport/Netherlands work permit
Annual salary up € + benefits
Employee benefit budget (You decide how to spend this!)
Personal budget for your very own and professional development
Excellent pension scheme
If you would like to know more about this role, please contact me.