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Financial Risk Manager

2 maanden geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd
About the Role

As a Financial Risk Manager at de Volksbank, you will play a crucial role in managing the financial risks of the Financial Markets & Treasury department. Your primary responsibility will be to monitor and analyze the risk profile of the department, ensuring that it aligns with the bank's risk management strategy.

Key Responsibilities
  • Monitor and analyze the risk profile of the Financial Markets & Treasury department.
  • Act as a point of contact for traders regarding limit proposals and risk assessments.
  • Analyze counterparties' risk profiles and coordinate with second-line Risk on laws and regulations.
  • Draw up risk reports for supervisory authorities and analyze Value-at-Risk, expected shortfall, and stress reports.
  • Risk monitor daily risk transfers between the banking and trading books.
  • Participate in projects that require risk-related input, such as model validation and risk policy implementation.
About the Team

The Markets Infra team is a multidisciplinary team that plays a critical role in risk management, valuation, and reporting. As a Financial Risk Manager, you will work closely with IT specialists, valuation experts, and other risk professionals to ensure the optimal implementation of de Volksbank's treasury, funding, capitalization, and investment policy.

Requirements
  • University degree in a quantitative field.
  • At least 3 years of relevant work experience in managing financial risks in the banking sector.
  • Relevant knowledge in credit and market risk.
  • Experience in modeling in Excel, Python, or SQL is a plus.
  • Excellent communication and advisory skills.
What We Offer

De Volksbank offers a competitive salary, a 36-hour work week, and a range of benefits, including an individual choice budget, 208.8 holiday hours, and a good collective pension plan. We also offer opportunities for professional development and a chance to work with a talented team of professionals.