ALM Risk Analyst - ALM, Risk, Treasury, Market Risk, Capital

ALM Risk Analyst - ALM, Risk, Treasury, Market Risk, Capital

Our banking client in the Netherlands are recruiting for an experienced ALM Risk Manager to join them on a 6 month extendable contract basis.

The ideal candidate should have the following experience:

Business Knowledge:

- Knowledge of ALM/Treasury risk including Market Risk, FX Risk, Capital Risk and Liquidity Risk
- Experience in stress testing including setting up and implementing a framework (defining the governance, approach, roles and responsibilities, key components, scenarios, technical requirements).
- Recent experience (5+ years) as a risk analyst/risk manager within the above mentioned areas.
- Understanding of modelling, managing and reporting requirements within ALM/Treasury Risk
- Proven, current knowledge of Market, Liquidity & Capital risk processes.
- Knowledge of the underlying products and business processes.
- Education (at least degree level) in relevant area.

ii) Technical skills/hard skills:

- Experience with risk management processes and methods within ALM/Treasury, and specific expertise with stress testing in this area.
- Knowledge of relevant regulatory requirements for stress testing.
- Design and development of stress testing scenarios.
- Familiar with best practice risk management for ALM/Treasury

iii) Behavioural characteristics/soft skills:

- Ability to work independently.
- Structured and methodical with good analytical skills.
- Strong understanding or ALM/Treasury risk and products.
- Good co-ordination and stakeholder management skills.

The Risk Analyst:

- Liaises with stakeholders to define and agree requirements for ALM/T Risk Control solutions (including stress testing, processes, limits, methodologies)
- Develops and implements methodology, governance, process and risk control components of the stress testing framework for Markets and ALM/T. Coordinates with other work streams on data, technical and reporting requirements to facilitate the stress testing solution.
- Contributes to improvement and implementation of best practice within the bank, specifically within ALM risk management.
- Performs analysis, prepares reports, proposals and briefings.

MINIMUM REQUIRED LANGUAGE KNOWLEDGE (SPEAKING+WRITING):

- English