Freelance Risk manager - QRM contractor
36 - 40 hours a week
Extensive experience with QRM and liquidity is a hard requirement
2 days a week working at the office, 3 days at home
language: English, knowledge of the Dutch language is not required
Max hourly rate: 105€
As a Risk Manager – QRM Expert you are tasked with the assignment to on-board liquidity into QRM, together with the Liquidity Squad.
Making a difference by
- Being driven to continue to learn about balance sheet management.
- Having an interest in the advanced modelling of cash flow projections.
- Enjoying quantitative puzzles
– finding practical solutions to complex methodological problems.
- Meeting the challenge of analyzing balance sheet and market developments, and of exploring quantitative tools to maximize efficiency and accurateness in measurement and reporting.
- Taking responsibility for the setup of the calculation engine and reporting.
- Efficiently implementing changes in risk metrics and behavioural models used in the balance sheet risk tool.
- Working with IT to ensure data feeds correctly into QRM.
With each other
Collaboration is at the heart of everything we do. Our QRM Chapter brings talented people together in terms of balance sheet risks and their methodologies, risk tooling, policies and risk appetite. With you as a senior QRM expert, the cluster will consist of almost 30 diverse colleagues in a variety of roles within different fields of attention: explanation of results, reporting, process management, QRM maintenance and further development. With you For the role of Balance Sheet Manager – QRM Expert in the Treasury team, essential attributes include customer focus, being a team player, strong communication skills, and eagerness to learn.
In addition, it's important that you recognize the checklist below:
- Extensive experience with QRM;
- Preferably a Master in Financial economics or Econometrics;
- Knowledge of financial market products and how these and their related behavioural optionality is modelled;
- Advanced knowledge and experience with respect to on-boarding liquidity into QRM;
- Pragmatic and eager to deliver your quality work timely in a structured manner;
- Able to work with large data sets and software packages such as SQL;
- A helicopter view of the banking business;
- Working experience with the Agile way of working.