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Manager Balance Sheet Risk - Wholesale Banking - via Michael Page Risk & Compliance

Locatie: Amsterdam
International bank with it's HQ in Amsterdam. Pivotal role within dynamic and changing environment, combination of content and stakeholdermanagement.

Michael Page Risk & Compliance

This team is a combination of traditional ALM risk and portfolio management. Main tasks include challenging treasury on ALM risk appetite, and advising on minimum liquidity buffers and limits (and measures) for FX and interest risk within the banking and trading book. It provides ALCo with risk based assumptions on future developments and stress tests in order to be able to steer either the assets or the liabilities so to ensure that the bank is well positioned to take advantage of market movements and is not caught off guard in times of stress. The team should also provide support for market risks deriving from sales/trading activities within Treasury.

  • Pivotal role within dynamic and changing environment
  • Combination of content and stakeholdermanagement

About our client:
International bank with it's HQ in Amsterdam.

Tasks and responsibilities:

  • Manage and monitor Liquidity, Interest Rate and Market Risks, including preparing risk reports for internal and external stakeholders;
  • Perform and develop back-testing and stress testing analysis for liquidity, market risks and capital purposes;
  • Advise on effective internal limit setting and management of risks within the set risk appetite levels;
  • Contribute to developing the ILAAP and ICAAP processes;
  • Perform market, country and industry research applicable to the bank's portfolio;
  • Prepare and develop timely forward looking risk based portfolio reports;
  • Participate in ALCO, representing Risk Management, by providing risk based assessments on reports provided to ALCO or by making proposals to ALCO to improve the risk assessments in ALCO;
  • Take ownership, maintain and further develop internal tools for measuring and monitoring liquidity, interest rate, market, and portfolio development (including asset pricing/capital allocation);
  • Contribute to further development of all risk related policies;
  • Support implementation of new regulations, procedures and projects;
  • Pro-actively aim for implementing DNB/EBA best practices;
  • Report suspicious activity to the Conduct, Legal and Compliance Department;


  • Ambitious professional with a university (master) degree in quantitative field (Economics, Econometrics, Finance, Mathematics);
  • CFA, FRM or PRM certifications are considered a plus;
  • At least 10 years of relevant experience in the sector;
  • High level of affinity with excel is a must, ability to program is a precondition;
  • Good theoretical and practical understanding of Forex- and Interest related trading products and risks, fixed income products plus related markets;
  • Good knowledge and affinity with stress testing and backtesting;
  • Thorough understanding of portfolio management requirements;
  • Knowledge (or willingness to learn) of existing banking systems;
  • Ability to work independently and provide independent advice;
  • Knowledge of relevant rules & regulations;

Our Offer:
- Competitive package.


Information and application:


To fulfil this vacancy this organization is working together with Michael Page Risk & Compliance.

Please send your application for Manager Balance Sheet Risk - Wholesale Banking at this organization in Amsterdam including your CV via our website.

Job code:


Job posted

02 maart 2018
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More information:

Rogier Jansen
t. +31 6 2298 4783
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Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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