Senior BA Investments & risk transfer

Noord-Holland  ‐ Onsite
This project has been archived and is not accepting more applications.
Browse open projects on our job board.

Keywords

Description

Summary:
Senior BA Investments & risk transfer for the Bank Treasury Program

General knowledge/experience:
- University level education, preferably in economics or finance.
- Knowledge of banking, financial markets products and processes as well as risk management.
- Experience with ALM risk management in a banking environment
- Minimum 5 years of relevant business analyses experience at a large financial institution.

Technical knowledge/experience:
- QRM, Summit, Kondor+
Analytical, conceptual, creative, critical mindset, high degree of autonomy
Pragmatic in approach: flexible, with good judgment on required level of detail
Socially intelligent and sensitive to the environment.

Competences:
- Asset and Liability management, Funds transfer pricing, (retail) portfolio replication, Fixed Income investment (Government, asset backed securities (RMBS/CMBS), covered bonds, corporates). Basel III

Languages:
Thorough knowledge of written and spoken English.

Expected duration:
1 year

Current phase in project:
Cycle Start up
Description tasks
Employee Reports hierarchically to the Bank Treasury Investments and risk transfer Expert. Is part of the Bank Treasury change team and more specifically is focusing on the implementation of the risk transfer processes and the management of the investment books.

Responsibilities:
Further develop and implement the risk transfer processes, procedures, systems and resources within the Bank Treasury locations. Further investigate the investment portfolio's of the client entities involved and advice on investment portfolio migration strategies and local investment portfolio management strategies and policies and procedures.

What has to be realized?
- Assist the Bank Treasury Investment & risk transfer team in the detailing of the risk transfer methodology (interest rate, liquidity, funding), and translating the methodology into procedures, processes and work instructions.
- Assist with the configuration of a portfolio replication model, ie defining the replication rules for liabilities (deposits, current accounts) and the funding profile for assets (loans, mortgages) for the various locations in scope
- Design the hierarchies and book structure to be used in the financial accounting system and in the balance sheet management application (QRM).
- Analyse the various investment portfolio's of the client entities in scope and advice on the management and if applicable the migration of the portfolio's (systems migration and/or legal entity migration)
- Assist with the on-boarding of the execution of the investment processes at the Global Processing Centre (GPC) in Amsterdam/Brussels, in close co-operation with the central GPC expert team.

Start date
Mid August
Duration
3 months +
(extension possible)
From
Templeton and Partners
Published at
02.07.2012
Project ID:
385695
Contract type
Freelance
To apply to this project you must log in.
Register