Senior Market Risk Manager

Are you passioned about IRRBB, liquidity and FX risk frameworks and are you enthusiastic and eager to work in an entrepreneurial environment? We`ve got the perfect job for you!

In a rapidly changing banking landscape, my client is always on the move to keep up with market demands and customer expectations. Their Market Risk Management (MRM) team is at the core of this mission by monitoring and challenging the interest rate and liquidity risk positions as well as adherence to relevant regulation. Here’s more about who they are and what they do:

 The Team

The MRM team is the vigilant guardian of my clients financial stability. They are the second line of defense, working in tandem with the business to ensure that market risks are understood, manageable, and well-controlled. Their team brings together the best of both worlds – technical expertise and human intelligence.

The Role

As a member of the MRM team, your responsibilities will encompass an in-depth understanding of market risk management, including:

• Advanced Risk Monitoring: Dive deep into monitoring and analyzing interest rate risk (IRRBB) and liquidity risk, providing comprehensive insights to enhance understanding of risk exposure and identify nuanced trends and patterns.
• Representation: Act as a prominent representative of the team in internal meetings and committees, contributing to the alignment of risk management strategies with the broader goals of the organization.
• Ownership: Take the lead in essential activities, including model updates, risk analysis, and reviews, managing and mitigating complex risk scenarios and providing impactful recommendations.
• In-Depth Understanding: Develop a profound understanding of potential impacts related to IRRBB and liquidity risks, actively advising on well-informed decisions to effectively address potential risks. Coach juniors on these
• Coaching: Handover knowledge and coach junior team members on specific tasks such as reporting, policy updates, methodology updates and reviews
• Continuous Improvement: Lead initiatives for enhancing and evolving market risk management function, using your expertise to drive innovative improvements.
• Infrastructure Oversight: Oversee and support the market risk infrastructure in Ambit Focus, taking a lead role in enhancing and maintaining this critical system.

In a dynamic and innovative team, ownership and collaboration are paramount. My client empowers team members to lead focus areas and work closely with other teams across the bank to drive innovation and success.

Your Profile

In my clients dynamic and innovative team, we are looking for a candidate with the following qualifications:

• A university degree in a quantitative discipline, preferably you hold a risk certification (e.g. FRM)
• 7+ years of proven working experience in risk management or Treasury, with expertise in interest rate risk
• Skills in R, Python, and SQL, reflecting your involvement in complex risk analysis.
• Strong problem-solving abilities, a proactive approach, and the ability to collaborate effectively with diverse stakeholders.

Your experience will be pivotal in the team, and your ability to tackle complex challenges will be a key aspect of your role as a Senior Market Risk Manager.

Interested?

Are you interested in this role? We look forward toA receiving your cv. For more information about the role, you can contact Patricia Koekenbier @ patricia@himanagement.nl or 06-30400141