Description
Project Target - Market Risk to become fully compliant for Internal Model Approach (IMA) - this particular workstream is the Front Office stream for Sophis.
This workstream requires a Market Risk Project Manager:
Requirements:
- Proven Project Management skills
- In depth Market Risk knowledge
- Knowledge of Equity Derivatives
- Proven experience with Sophis Implementation project for Market Risk functionality
- In depth knowledge of VaR, SVaR, Specific Risk, Event Risk, Stress testing
- Good understanding of Basel 2/3 Requirements
- Excellent stakeholder management skills
IT skills:
- Knowledge of IT architecture for Market Risk Methodologies
- Strong knowledge of Sophis
This contract will be based 5 days a week onsite in Amsterdam. 3 month rolling contract with strong possibility to roll into 2014.
Dutch language NOT required. Competitive rate on offer.
Please contact Matthew Burger for more details.