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ALM Risk Manager (Freelance/ZZP)

Posted Jul 21, 2022
Project ID: ITJP00070853
Location
Utrecht , Utrecht
Duration
5 months
(Oct 17, 2022 - Mar 31, 2023)
Hours/week
36 hrs/week
Payrate range
82 - 105 €/hr
Application Deadline: Oct 31, 2022 4:00 PM
  • 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

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