Vacature Risk Analist – Economic Capital Modelling – JM20101123
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Functie: Risk Analist – Economic Capital Modelling – JM20101123
Opdrachtomschrijving:
Job description
We ar looking for a Medior Quantitative Risk Analyst Economic Capital (EC) Modelling. The Credit Risk EC Modelling department develop and improve Risk measurement methodologies for the (further) development of state-of-the-art risk measurement models Economic Capital that support the bank to :
• Monitor, control and manage its overall risk profile
• Achieve its capital adequacy objectives
• Facilitate optimal deployment of the bank’s capital.
• Pro-actively use these models by evaluating the Economic Capital and Risk Adjusted Return On Capital (RAROC) of new transactions/business proposals.
• Develop and improve risk measurement methodologies for Credit Risk, Operational Risk, Business Risk, Risk Aggregation and other risk types.
Key Responsibility (Result) Areas:
• Model development and implementation
• Ensure proper documentation
• Present proposals to risk committees
• Communicates with BUs on changes in EC methodology
• Coach junior colleagues
• Actively participate in working groups, committees and other meetings, including those with regulatory bodies
Business Knowledge :
Academic Qualifications:
Advanced academic degree (Master’s/PhD) in quantitative field
General Requirements:
• Excellent written and oral communication skills in English.
• An excellent understanding of the applicable technical areas
• Sensitive to the interests of the business, and able to work co-operatively with business representatives
• Ability to work independently and deliver quality work in relevant areas
• Ability to improve risk management framework in substantial ways. This includes the whole “life-cycle” of a project, including design,
development, documentation, approval, deployment, etc.
Technical / hard skills
• Analytical excellence.
• Thorough knowledge of, and experience with, (financial) mathematics, statistics, stochastics and econometrics
• Assumes full responsibility for projects with limited scope and duration
• Critically analyzes the status quo, identifying problem areas (opportunities) and proposing workable solutions
• Experienced with modern programming language.
Soft skils (Core, intermediate, advanced)
• Team player, able and willing to share knowledge with colleagues – advanced
• Engages in constructive dialog with business/risk representatives in order to define timely projects and secure objective and independent risk policy – intermediate
• Takes initiative and contributes to improvements that extend beyond department – intermediate
• Delivers on time and meets or exceeds expectations – advanced
Experience:
Minimum of 2 years in relevant technical area
Development Opportunities:
Assume position as expert
Interact independently with internal clients in business and risk management
Functie-eisen:
- Senior
- WO
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Startdatum:
woensdag 1 december 2010
Verwachte duur:
6 maanden
Fulltime/Parttime:
Fulltime.
Locatie:
Amsterdam.
Tarief:
Euro 82,-.
