Liquidity & Capital Risk Officer Liquidity & Capital Risk Officer …

Hamlyn Williams
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 30 Sep 20
Very Competetive
Hamlyn Williams
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 30 Sep 20
Very Competetive
Hamlyn Williams
As Liquidity & Capital Risk Management Officer you are responsible for identifying, analysing, quantifying, and managing the liquidity and capital risks of the bank. You perform analyses and simulations to ensure that this remains the case going forward. You assess new products and market developments. You gather knowledge and advise stakeholders with impact and conviction.

Responsibilities

  • Assist in the liquidity and capital Risk Appetite and limit setting process;
  • Take part in various initiatives related to internal liquidity stress testing process: e.g. annual framework and scenario review, model and parameter updates, automation of reporting and analysis tools;
  • Contribute to the validation, monitoring and analysis of liquidity and capital risk metrics, and establish and enhance a forward looking view on these metrics;
  • Challenge liquidity and capital steering proposals and advise on prudent management of liquidity and capital risks;
  • Provide analysis for the annual ILAAP submission to the regulator and the Liquidity Adequacy Statement;
  • Assist in the advice and challenge of the Contingency Plan, Funds Transfer Pricing and related processes;

Key Requirements 

  • A young professional with basic understanding of Balance sheet management dynamics;
  • 2-3 years of experience in the Financial risk / ALM / Treasury management area;
  • Academic level, preferably in Economics / Econometrics / Finance;
  • A quantitative background and Python or another programming knowledge is a plus;
  • Knowledge of recent regulatory developments and overall regulatory guidelines in the liquidity and capital risk area (LCR DA, NSFR, Basel IV);
  • Willing to be part of a diverse and dynamic, international team.
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