Financial Risk Specialist

Are you analytical and are you able to tell the story behind the numbers? Do you have a critical mind and are able to challenge and convince stakeholders? As a Liquidity & Capital Risk Management Officer, you ensure the liquidity & capital risks in our EUR 400 bln balance sheet are managed within our moderate risk profile.

Organisatie
ABN AMRO
Locatie
Amsterdam
Salaris
€ 4.213 - € 6.019 maand
Gepubliceerd op
10-06-2024

At a glance

Are you analytical and are you able to tell the story behind the numbers? Do you have a critical mind and are able to challenge and convince stakeholders? As a Liquidity & Capital Risk Management Officer, you ensure the liquidity & capital risks in our EUR 400 bln balance sheet are managed within our moderate risk profile.

What do you see when you envision the next step? Work on achieving your goals and develop yourself professionally and personally. 

Your job

As Liquidity & Capital Risk Management Officer you are responsible for identifying, analysing, quantifying, and managing the liquidity and capital risks of ABN AMRO. You monitor whether these risks are in line with our moderate risk profile and advise senior management on its developments. You perform analysis 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.

Your main responsibilities are:

  • Assist in the liquidity and capital Risk Appetite and limit setting process;
  • Take part in various initiatives related to ABN AMRO’s 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;
  • Facilitate liquidity & capital risks assessments on the new business proposals & activities and providing advices towards the1st line, such as ALM and Treasury;
  • Assess the strengths & weaknesses on bank’s internal liquidity risk models and initiate continuous improvement ideas;
  • Participate in change projects. 

Working environment

You will be part of an international team of motivated people. The Liquidity & Capital Risk Management department is the second line of defense for liquidity and capital risk of ABN AMRO. Together with Market Risk Management Banking book and Market Risk Management Trading book we make up the Market & ALM/T Risk department. The department consists of approx. 23 plus FTE and is situated in the dealing room of the ABN ARMO headquarters in Amsterdam. The most important business units that the department supervises are central ALM/T and Global Markets, but the responsibility is worldwide. In this role, we have a direct reporting line to the CRO.

Your profile

To be successful in this role you need to be motivated and proactive. You have an analytical mind and can see the big picture, while at the same time you also have attention for the details. You can explain complex issues in an understandable way and you like to cooperate with different stakeholders.

Are you interested: check your profile:

  • A young professional with basic understanding of Balance sheet management dynamics;
  • 2-3 years of experience in the Financial risk / ALM / Treasury management or related areas;
  • A Master’s degree in economics, finance or quantitative field (Econometrics, mathematics or similar)
  • Experience with ALM models and model landscape. 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);
  • Strong analytical skills, able to analyse and understand complex issues;
  • Good communication skills, both verbal and written. Have the ability to translate complex issues into comprehensible risk views for higher management and main stakeholders;
  • Proactive, collaborative and a team player, who is willing to be part of a diverse and dynamic, international team.

We are offering

  • The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay and benefit budget.
  • The Benefit Budget is 11% of your salary. The Benefit Budget allows you to acquire additional employment benefits. If you make no purchases or reservations in the Benefit Shop in a given month, you are paid one twelfth of your Benefit Budget that month.
  • Five weeks of vacation per year. You have the option to purchase an additional four weeks per year.
  • Personal development Budget of € 1,000 per year, which you can accumulate up to € 3,000.
  • Possibility to work from home (in consultation with your team and depending on your position).
  • An annual public transport pass with free public transportation throughout the Netherlands.
  • An excellent pension scheme.

Interested?

Are you interested? Please contact Anuya Kale (Anuya.kale@nl.abnamro.com) or Thies Rutten (Thies.Rutten@nl.abnamro.com). We will be happy to answer your queries if you have any prior to applying.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. In addition, a recruitment agency can only submit a resume when invited by a Talent Acquisition Specialist to join the search for a right candidate. All unsolicited resumes sent to us will be considered property of ABN AMRO BANK N.V. In this case, ABN AMRO will not be held liable to pay a placement fee.

Solliciteren

Please send your application for Financial Risk Specialist at ABN AMRO in Amsterdam via the button.

Direct solliciteren

Contactpersoon

Neem contact op met Emmy Horsch - van Zuylen

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