Vacature Business Analist – JM20110713-2
Bergler is voor haar eindklant op zoek naar kandidaten die voldoen aan onderstaand profiel:
Functie: Business Analist – JM20110713-2
Opdrachtomschrijving:
The person will be responsible for deliveries in accordance to planning to deliver IMM Basel-II Market Risk application for the bank.
- Develop and check implementation of models required for the application (stressed VaR, specific risk, Incremental Risk Charge) and assess assumptions for VaR model;
- communicate and synchronise planning to Basel-II project group;
- liase with Model Validation to get models approved;
- report to Head of QTRA and Head of QTRA/TRM;
- manage the group of quantitative analysts formed to support Basel-II IMM Market Risk application.
Functie-eisen:
- Knowledge of Market risk modelling, reporting and derivatives
- Some exposure to Basel-II requirements (not essencial, but is a plus)
- team lead experience. Ability to plan.
Startdatum:
Zo spoedig mogelijk.
Verwachte duur:
12 maanden, met een optie op verlenging.
Fulltime/Parttime:
Fulltime.
Locatie:
Regio Amsterdam.
