Market Risk Officer - QRM functional expert

Geplaatst op
Binnen een jaar
Op locatie
Thirza Loois


Deze rol is uiteindelijk ingevuld met een kandidaat die aal de vereiste zaken voldeed. Klant was erg kritisch.


  • H Consultancy Groep b.v. 2562 opdrachten
  • Yacht bv 32 opdrachten


Target Start Date 01-Sep-16
Target End Date 01-Sep-17

Client is looking for a Professional in the Balance Sheet Risk team. The business scope of BSR is Market Risk Management for Balance sheet and we are responsible for consolidating, monitoring, analysing and advising for total balance sheet on:

  • Interest Rate Risk

  • Liquidity Risk

  • Economic capital

  • Implementation of QRM

Job description
As a BSR Professional you will take part in a team responsible for the role out of QRM and implementation thereof for Bank balance across various locations, more specifically:

  • Forecasting

  • Net Interest Rate Income (at Risk)

  • Net Present Value (at Risk)

  • Interest Rate Risk for Banking Books (IRRBB)

Besides these tasks you will also participate in projects to improve methodologies, processes and the implementation of new regulations. Knowledge on QRM is important for this role.

Your work environment
The BSR team is an energetic international team of highly qualified professionals. The team has an open, informal atmosphere and a strong focus on team work. We work closely with various parts of the organization (e.g. Finance, IT) and risk management worldwide in a dynamic environment to deliver accurate risk measurement ensuring balanced risk and return.

Who we are looking for?
A successful candidate should have strong analytical skills and the ability to create, challenge and improve risk monitoring techniques and measures. The candidate should have good communication skills and a pro-active attitude. The candidate should be able to provide a track record of working on and implementation of QRM configuration.

Personal profile

  • Good communication skills

  • Team player

  • Strong analytical skills

  • Master’s degree in economics, econometrics, mathematics or similar quantitative study

  • Proven knowledge of Interest Rate Risk Management

  • At least 2 year experience with QRM

  • Fluent in English

  • Flexible

What do we offer?

  • Challenging job

  • A 40-hour working week

  • Working in a team where we set the standard for a global system role out

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2 reacties

  • Datum
    16-09-2016 13:10

    Reactie is prive en alleen zichtbaar voor de opdrachtgever en de plaatser van de reactie.

  • Datum
    26-09-2016 10:43

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