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VP Credit Risk - Stresstesting,ICAAP,MV,Credit Modelling - via Michael Page Risk & Compliance

Locatie: Amsterdam

The Credit Risk Management (CRM) team combines coverage of credit and enterprise risk management topics. The team monitors and escalates material credit risks and control issues to internal committees, performs stress testing and offer perspective of its strategic implications for the lending portfolio, coordinates Risk Appetite Statement process, contributes to ICAAP and recommends actions to the senior management. Currently the team consist of 3 members.

CRM team is part of the Risk Management Division (RMD) and organizationally reports to the Head of RMD, which in turn reports to the CRO.

About our client:
One of the largest financial institutions in the world.

Tasks and responsibilities:

  • Lead enhancement of credit stress testing capabilities by developing a new credit stress test model prototype and lead implementation into OneSumX platform;
  • Enhance internal capital stress testing model capabilities;
  • Set a data base and lead development of PDs and LGDs for local needs;
  • Contribute to enhancement of current stress testing processes to ensure assumptions can be revised, refined or updated to adapt to business, regulatory and market changes;
  • Perform sensitivity analysis and capital stress testing activities to test the resilience of the bank under extreme macro-economic conditions, and communicate the results to the management;
  • Organize large data sets to produce clear, concise and meaningful reports for internal and external stakeholders;
  • Support the Internal Capital Adequacy Assessment (ICAAP) and the Recovery Plan processes;
  • Assist in validation of internal models and participate in regular communication with model owners in Amsterdam, London and Tokyo.
  • Assist in other ad-hoc assignments and projects owned by the CRM team.

Profile:

  • At least 3 years of work experience in risk management, finance or advisory roles;
  • Desirable proven experience with stress testing;
  • Working knowledge of programming language (i.e. Python, R, SQL);
  • Advanced Excel (VBA), Modeling, Data Manipulation;
  • Understanding of EBA guidelines with respect to stress testing requirements;
  • Academic degree in Economics, Econometrics, Finance, Engineering or other relevant field of study;
  • Preferably completed CFA, FRM or PRM;
  • Analytical Abilities/Financial Acumen/Problem Solving;
  • Fluent language skills in English.

Our Offer:
- A competitive remuneration package.

Location:
Amsterdam

Information and application:

Apply:

To fulfil this vacancy this organization is working together with Michael Page Risk & Compliance.

Please send your application for VP Credit Risk - Stresstesting,ICAAP,MV,Credit Modelling at this organization in Amsterdam including your CV via our website.

Job code:

189920

Job posted

29 maart 2019
Apply Now

More information:

contactpersoon
Linkedin
 
Contact:
Rogier Jansen
t. +31 6 2298 4783
E-mail

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Contactgegevens

CareerGuide

Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Ook een vacature plaatsen? Neem contact met ons op:


Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956
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