Risicomanager-QRM contractor

Risicomanager-QRM contractor

Functie-omschrijving

As a Risk Manager – QRM Expert within the Treasury ALM Tribe you are tasked with further refining 
NMD setup and translating business requests into QRM solutions.

Making a difference by
- Being driven to continue to learn about balance sheet management;
- Having an interest in the advanced modelling of cash flow projections;
- Enjoying quantitative puzzles – finding practical solutions to complex methodological problems;
- Meeting the challenge of analyzing balance sheet and market developments, and of exploring
  quantitative tools to maximize efficiency and accurateness in measurement and reporting;
- Taking responsibility for the setup of the calculation engine and reporting;
- Efficiently implementing changes in risk metrics and behavioral models used in the balance sheet
  risk tool;
- Working with IT to ensure data feeds correctly into QRM.

With each other
Collaboration is at the heart of everything we do. Our QRM Chapter brings talented people together 
in terms of balance sheet risks and their methodologies, risk tooling, policies and risk appetite.
With you as a senior QRM expert, the cluster will consist of almost 30 diverse colleagues in a 
variety of roles within different fields of attention: explanation of results, reporting, process 
management, QRM maintenance and further development.

With you
For the role of Risk Manager – QRM Expert in the Treasury team, essential attributes include 
customer focus, being a team player, strong communication skills, and eagerness to learn. In 
addition, it's important that you recognize the checklist below:
- Senior (a minimum of 5 years) experience with QRM;
- Preferably a Master in Financial economics or Econometrics;
- Knowledge of financial market products and how these and their related behavioral optionality 
  are modelled;
- Advanced knowledge of modelling NMDs in QRM;
- Pragmatic and eager to deliver your quality work timely in a structured manner;
- Business knowledge on balance sheet management;
- Able to work with large data sets and software packages such as SQL;
- A helicopter view of the banking business;
- Working experience with the Agile way of working.

Locatie
Utrecht

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