Description
In this function you will contribute to the implementation of Basel III standards within liquidity management at a major financial institution. For the implementation of Basel III standards Quantitative Risk Management (QRM) software will be employed. Therefore, hands on experience with QRM software is required. Also, experience with different QRM modules, like Interest ratee. Experience with ALM Risk modelling and Balance sheet management.
Competencies and experiences:- Relevant Master degree;
- 8 - 10 years of working experience in similar functions;
- Knowledge of Basel III standards;
- Experience with different modules of QRM software;
- Experience with liquidity management;
- Experience with Balance sheet management and Asset Liability Management;
- Experience with TTL
- Experience with reporting
- Experience with modelling
- Excellent communicative skills;
- Ability to translate complex ICT matter into common language.