For our client Global Head Office, we are looking for a Risk Analyst. This role is part of the Treasury Risk Management department
Start: mid October
Effort: 40 hours
Duration: Until 2-2-2023
Location: Region South Holland
Tarif: Marktconform
Your challenge:
The analyst will measure, monitor, and report the treasury related risks (liquidity, market, credit and operational risk). Furthermore, develop and maintain models for the valuation of the financial instruments of the holding balance sheet and required capital.
Role and responsibilities:
• Develop and maintain valuation models for (complex) treasury instruments for IFRS, MVN and Solvency II, in line with the Internal Model Validation policy and Data Quality policy;
• Develop and maintain capital requirement models for MVN and Solvency II, in line with the Internal Model Validation policy and Data Quality policy;
• Work closely with Group Risk on the measurement, monitoring, and reporting of overall risk management framework;
• Work closely with Group Treasury and Country Units treasury departments on transactions and position monitoring;
• Work closely with the Holding Accounting and Control department for the valuation of complex financial instruments for financial reporting Responsible for risk analyses and ad-hoc requests;
• Develop and maintain reporting guidelines and Business Process Documentation for SOX and Internal Control Framework of client;
• Responsible for data quality and data integrity for all valuation models in line with the overall risk framework.
The department:
The primary objective of the team is to provide management of client with meaningful (non-) financial information, to support the board’s decision-making process, manage risks and external reporting.
To help to achieve this objective, the department performs IFRS, MVN, Solvency II and capital information on a quarterly basis for the Holding entities, including the Treasury entities. Department is responsible for managing and monitoring risk for Group Treasury, managing liquidity risk, reporting required capital (SCR) to Group, serving as lead for Mid-Office activities, helping other teams with valuing complex Balance Sheet exposures, improving & tracking ALM framework, adopting to changing regulatory environment and working on ad-hoc projects in a dynamic environment. It is a team in which quality work is rewarded, and there are no limits to learn & intellectually challenge yourself in a fast-paced environment.
This is your temporary position because you:
• Have an analytical and structured working method;
• Are a team worker with good communication skills and good problem-solving skills;
• Have university degree in Econometrics/Actuarial/Engineering or a study with quantitative qualifications;
• Have at least three years of work experience within the financial industry, preferable in an international environment;
• Have one of the practitioner certifications (CFA, FRM, CQF); Or, you have a practical approach to solving problems with proven skills in Risk Management including Model development;
• Enjoy both – (a) regular work in context of planned deliverables and (b) projects to improve processes within the team using VBA, R and other software /add-ins;
• Are proficient in English, both in writing and verbal;
• Have strong programming skills, preferably experience with VBA in Excel/Access and R.
When you are interested in this role, and it suits your working experience please send us your resume and a short motivation. You can mail this to midoffice@advinsure.nl. If you know somebody else who fits this role, please don’t hesitate to forward this role.
