Credit Risk Manager
- Employer
- KPP Search
- Location
- Amsterdam
- Salary
- Competitive
- Closing date
- 7 Jun 2019
View more
- Employer Sector
- Banking & Finance - Investment, Banking & Finance - Retail
- Contract Type
- Permanent
- Hours
- Full Time
- Travel
- 0-25% Travel
- Job Type
- Risk Management
Job Details
KPP Search is proudly representing one of the largest ranked financial groups in the world!
We are looking for a Credit Risk Manager to be based in Amsterdam. We need someone with a business analyst/model owner with a quantitative background that will help MBE enhancing credit stress testing and credit risk modelling capabilities. Additionally, in the context of credit risk the new team member will provide support to credit risk reporting, contribute to ICAAP and Recovery Plan processes, and assist in validation of internal models.
- This person with lead enhancement of credit stress testing capabilities by developing a new credit stress test model prototype and lead implementation into OneSumX platform;
- Enhance internal capital stress testing model capabilities;
- Set a data base and lead development of PDs and LGDs for local needs;
- Contribute to enhancement of current stress testing processes to ensure assumptions can be revised,
- refined or updated to adapt to business, regulatory and market changes;
- Perform sensitivity analysis and capital stress testing activities to test the resilience of the bank under
- extreme macro-economic conditions, and communicate the results to the management;
- Organize large data sets to produce clear, concise and meaningful reports for internal and external
- stakeholders;
- Support the Internal Capital Adequacy Assessment (ICAAP) and the Recovery Plan processes;
What is required?
- At least 3 years of work experience in risk management, finance or advisory roles;
- Desirable proven experience with stress testing;
- Working knowledge of programming language (i.e. Python, R, SQL);
- Advanced Excel (VBA), Modeling, Data Manipulation;
- Understanding of EBA guidelines with respect to stress testing requirements;
- Academic degree in Economics, Econometrics, Finance, Engineering or other relevant field of study;
- Preferably completed CFA, FRM or PRM;
What can we offer?!
- Great Benefits within the company
- Competitive salary
- The chance to be apart of a dynamic team
Company
KPP Search is a specialist recruitment business delivering solutions across three main disciplines: Audit, Risk Management and Compliance.
Headquartered in London with another office in Sydney, our coverage extends globally, our expertise lies within international assignments.
- Telephone
- +44 203 637 0901
- Location
-
63-66 Hatton Garden
Holborn
London
EC1N 8LE
United Kingdom
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