Vice President – Liquidity and Capital Management

Treasury
Published
4th September 2018
Location
Amsterdam, Netherlands
Category
Job Type
Permanent
Salary
Competitive

Description

For each of our core risk types (Liquidity, Capital & IRRBB), we:

  • Ensure an appropriate Risk Framework is both built and implemented
  • Lead the Risk Limit / Metric Framework, including Risk Appetite
  • Handle the Risk relationship with regulators
  • Provide ongoing oversight of Risk profile of the entity, including Business engagement
  • Ensure relevant Risks are appropriately included in our ID process

Responsibilities will vary throughout the year including:

  • Monitor Liquidity Risk, IRRBB and Capital reporting to understand changes to the risk profile, including engagement with business partners to understand drivers of historic and future changes
  • Drive the annual Risk Appetite process, including calibration of Liquidity Risk and IRRBB metrics
  • Review, challenge and approve multiple legal entity Internal Capital Adequacy Assessment Process (ICAAP) and Internal Liquidity Adequacy Assessment Process (ILAAP)
  • Escalation of risk appetite limit breaches and collaborating with partners to ensure appropriate actions are being taken to remediate
  • Coordination of semi-annual risk ID process, in which each business identifies their key risks as input to Stress Testing and Board review
  • Review and challenge of Liquidity Stress assumptions before being presented to legal entity Risk Management Committees for approval

As a Risk Management Specialist what skills and competencies will you ideally possess?

  • Pro-active, holistic in approach and highly analytical, with a focus on pragmatic solutions
  • An appetite to learn and challenge; you will be comfortable confronting unstructured problems with multiple partners
  • Demonstrable quantitative analysis experience in a Financial Institution, preferably including working closely with multiple data providers / partners
  • Excellent communication skills, both written and oral
  • Ability to effectively use data to tell a story and reach a conclusion
  • Ability to present complex issues concisely
  • Ability to prioritise work and handle expectations effectively when working on multiple initiatives
  • An appreciation of the importance of an independent risk function
  • Knowledge of, and interest in, the evolving business and regulatory environment, building from a solid analytical skills base and looking to become an in-depth subject matter authority in Liquidity, Capital or IRRBB
  • Experience of prudential issues, including exposure to the PRA or other Financial Services regulators and their approach to supervision would be helpful

For any more information please contact warwicknicholson@bsmgroup.com

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