Vice President – Liquidity and Capital Management

4th September 2018
Amsterdam, Netherlands
Job Type


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

Apply online
Drop files here browse files ...

Related Jobs

Treasury Analyst   London, United Kingdom
31st January 2019
Treasury Manager   London, United Kingdom
31st January 2019
Senior Treasury Analyst   London, United Kingdom
31st January 2019
31st January 2019
Treasurer   Cardiff, United Kingdom
29th January 2019