Market Risk Specialist Job in Zuid-Holland

Market Risk Specialist

Market Risk is a business unit of the Risk Management and is responsible for market risk management. In addition to that, the department is also participating actively in the further improvement of large parts of the bank regulatory and economic capital framework. Amongst other Market Risk coordinates initiatives regarding new Basel II regulation, by chairing the Basel Steering Group of the bank. Job Profile:

- Pro-actively challenge risk profile of trading and investment portfolios, both on a portfolio level and single name level
- Generate true countervailing power to traders and portfolio managers, implying real, forward-looking risk management
- Report on market risk and capital issues to the bank's Alco and Supervisory Board; prepare strategic memos that serve as basis for strategy discussions in Alco
- Carry out ad hoc analyses on Alco's request
- Contribute to further improvement of risk measurement and valuation and banking supervision (Basel regulation)
- Risk control of all trading, investment and banking portfolios including interest rate derivatives, currency risk, structured credits and residential mortgages.

Job Requirements:
Education
I am looking for a candidate who has an academic degree in econometrics, mathematics or a technical or science study.

Experience
- Between 0 to 5 years of relevant work experience.
- Knowledge of a wide range of (complex) products traded in capital markets such as interest rate and credit derivatives, bonds, structured credits.
- Knowledge of capital markets and capital markets behaviour and of risk measurement concepts and methodologies, such as value-at-risk. (preferably).
- Knowledge of Basel regulation

If you are interested please contact Randolph Mackay, 0031-205221211

Job Information