Wantedt: Talented Market Risk Manager – ZH – medior
In this role as a Market Risk Manager, you will be challenged by complex financial problems, translating the latest developments in financials markets into state-of the art practical risk management solutions. In this particular position you will focus both on modelling and analyses, but you are also expected to be solid and firm in your presentation to the business units you will work together with.
Your tasks:
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 II and III regulation);
About you:
An academic degree in econometrics, mathematics or a technical or science study.
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.
Knowledge of Basel regulation.
A good command of Dutch and English is necessary for this position.
The organisation:
This organisation distinguishes itself by emphasizing personal and professional development for staff, which determines the competencies and involvement to success. Furthermore, the organisation offers a very attractive salary and benefit scheme.
Interested?
Would you like to know more about this role or do you know anybody in your network who will fit this role perfectly? Please contact Julia Tan at the following number: 020 535 2999 (Recruitment Consultant Risk Management) or send your profile via the link so I can contact you personally. 