ALM Risk Manager (Freelance/ZZP)

• Start date: September
• 36-40 hours
• September 2022 – end of March 2023
• Max hourly rate: 105€

Project Description:

- As ALM Risk Manager involved in NII Stress testing you contribute to the quantification of baseline and adverse scenarios and sensitivities for internal (ICAAP 2023) and top-down (EBA 2023) stress testing exercises.

- You challenge assumptions, understand and apply methodology, perform data analytics by means of SQL and provide sound explanations of the results.

- You have at least a basic understanding of (operating) Python coded tools.

- You participate in a multidisciplinary project aiming to run NII Stress testing by means of QRM.

- Experience with this risk management system is a pre.

Requirements:

- Min. of 5 years experience

- Able to analyse data through SQL

- Working onsite (Combination of working from home and at the office)

- English is required. Dutch is a pré

- Knowledge of QRM

The contracting is done via Yacht broker partner