ALM Risk Manager (Freelance/ZZP)
- Start date: September
- 36-40 hours
- September 2022 – end of March 2023
- Max hourly rate: 105€
- 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.
- 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