Senior Market Risk Manager

1 week geleden


Amsterdam, Noord-Holland, Nederland Knab Voltijd

Knab was founded in 2 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers. Because we believe we can help everyone maximize their financial affairs. "Feel at ease when it comes to your finances. Every day." By combining smart technical solutions with a healthy dose of human intelligence, we create financial services that really meet your needs. Add to that some of the superb personal service from our employees and you end up with something that's truly unique to the world of finance

In a nutshell
The Market Risk Management (MRM) department facilitates the implementation of a sound risk management framework for interest rate risk and liquidity risk throughout Knab based on a holistic view. MRM as part of the second line of defense also challenges and assists in the implementation of market risk management measures by the business in order to ensure that the process and controls in place are properly designed and effective.

The banking industry is changing rapidly, and therefore Knab is always on the move to keep up with market demands as well as customer expectations. Because of that, the MRM team is constantly involved in monitoring and challenging the interest rate and liquidity risk positions of Knab as well as adherence to relevant regulation. When we learn, we adapt and in order to do so in a proper way we look to enhance our team with a dedicated liquidity risk management professional.

Your main responsibilities;

You will be a senior member of the Market Risk Management team, fully responsible for the liquidity risk framework. You can make the difference; Represent the team on liquidity risk related topics and, where and when applicable, MRM as a whole in internal and external meetings and committees; Supervise team members on specific tasks such as reporting, policy updates, methodology updates and reviews; Take ownership for building and maintaining the liquidity risk framework; Support the improvement of the bank's liquidity risk management function; Support and oversee the liquidity infrastructure in our ALM tool, take initiative to improve and maintain; Perform a review on proposals from ALM, like the fundingplan; Monitor liquidity management performance and report to the ALCO; Provide best practices on liquidity risk management across the team and broader within the risk domain; Familiar with the regulatory and macroeconomic environment and the latest changes, as well as able to provide opinions and advice on potential impact and development work to be done related to such changes.

Team
The Market Risk Management team within Knab consists of dedicated risk specialists; who from a second line perspective maintain the market risk framework of the bank. In this we work closely together with other teams within the bank. If you join the Knab Risk Management team you will work together with ambitious colleagues and we will provide you with a stimulating environment. The MRM team is part of the Risk and Compliance department. As Senior Market Risk Manager you report to the Head of Market Risk Management, Wilson Jan Kansil.

Profile
We are looking for a motivated individual with ambitions to grow in the field of market risk. More specifically, we look for the following requirements:

An academic degree in a quantitative or financial discipline (e.g. econometrics, artificial intelligence, mathematics or physics); preferably you hold a risk certification (e.g. FRM); A minimum 7+ years of experience in market risk, liquidity risk or treasury; Experience in liquidity risk, leadership skills and the ability to motivate team members in order to successfully complete projects; Experience with all of the following is preferred: ILAAP, liquidity reporting (LCR, NSFR, ALMM, AER), Stress Testing models; Team player who can adapt and learn at a quick pace and is able to coach team members; Strong stakeholder management skills, comfortable challenging internal and external stakeholders to ensure a smooth process in, for example; model validation, internal and external audits and the regulator's review.
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