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Senior Balance Sheet Risk Manager - Digital Bank - via Michael Page Risk & Compliance

Location: Amsterdam
Employment: Full-time

Dynamic role within international organization, located in Amsterdam. Interesting next step for seasoned , pragmatic and hands-on professional.
  • Hands-on role within entrepreneurial surrounding
  • Report to the CRO

About our client:
A digital bank.

Tasks and responsibilities:

  • Develop risk management policies, limits, stress testing capabilities, analytics, system support and reporting infrastructure
  • Design and implement risk models using SQL and Python (incl. derivatives valuations, VaR, IRRBB)
  • Monitor market and liquidity risk environment and the banks' risks exposures vs. established limits, investigate risk events and produce MI reports
  • Establish strong relationships with senior stakeholders across the business, advise and challenge the first line of defense on liquidity, market and capital risks


  • At least 10 years of work experience in liquidity, market and capital risks (in risk management and/or treasury).
  • Strong knowledge and understanding of key liquidity, market and capital risk drivers
  • Excellent understanding of global financial markets and products
  • Extensive knowledge and experience with balance sheet and income statement dynamics
  • Thorough understanding of IRRBB, VaR, stress test methodologies and knowledge of valuation models for FX and interest rate derivatives.
  • Strong knowledge of risk-related regulations, their application/impact in the banking industry (incl. CRR and IRRBB)
  • Experience with ICAAP and ILAAP
  • Strong command of Python and proven ability to write efficient code
  • Ability to break complex problems into smaller ones, propose practical solutions, and deliver scalable solutions quickly and accurately
  • Ability to work independently, exercise good judgement, and drive change
  • M.S. (preferably Ph.D.) in econometrics, physics, engineering, pure or applied mathematics

Our Offer:

  • A competitive remuneration package

Information and application:


To fulfil this vacancy this organization is working together with Michael Page Risk & Compliance.

Please send your application for Senior Balance Sheet Risk Manager - Digital Bank at this organization in Amsterdam including your CV via our website.

Job code:
Job posted
21 mei 2021
Apply Now
More information:
Elleke Jonker
Recruitment Consultant risk and compliance
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