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Senior Economic Capital Analyst

  • Location:

    Amsterdam

  • Sector:

  • Job type:

    Permanent

Responsibilities:

  • Assist in implementing and developing an Economic Capital frameworks consistent with the company’s financial risk strategy and risk appetite

  • Understand and challenge adequate economic capital models and risk management processes and procedures consistent to institution’s risk management framework

  • Challenge the ‘Internal View’ on Capital

  • Define the standards surrounding the economic capital framework and ensure consistent rollout throughout the organisation

  • Contribute to defining the Risk Bearing Capacity (=Economic Capital Stack)

  • Translate the Economic to the Normative Perspective

  • Find user cases for the Economic View throughout the organisation

  • Improve processes and methods for ICAAP and economic capital management

  • Contribute to the integration of economic capital models into ERM frameworks

  • Understand and challenge the institution specific risks and their aggregation

Requirements:

  • University degree in an analytical, or quantitative related field of study;

  • 8+ years of relevant work experience in a large financial institution

  • Relevant work experience with economic capital frameworks and its implementation complexities

  • To take decisions at tactical and/or strategic level and therefore build a trusted relationship with senior management level

  • To be a team player: we expect from you that you have a valuable contribution to the team goals

  • Ability to interact and persuade at all levels within the organization, attention to detail and strong analytical / problem solving skills

  • The ability to act and perform successfully in a fast-moving international environment

  • Prior experience/interaction with the competent authorities and relevant working experience with models is highly desirable

Please submit your CV for further details.