Vice President Enterprise Risk & Market Risk Management

Location:

Amsterdam/Paris

Role Purpose:

Overall purpose of the role is to further develop and enhance the risk management framework and to work and collaborate effectively with our client risk teams.

Enterprise Risk Management

• Leading and coordinating the preparation of Internal Capital Adequacy Assessment Process (ICAAP)

• Coordinate the annual update of Stress Testing Framework including, but not limited to, the Stress Testing Scenario Development, including reverse stress test scenarios, and develop ability to review and challenge Integrated Stress Testing results

• Support the coordination and update of the Risk Register for, the International Risk Appetite Framework, and develop Risk Appetite and monitoring processes.

• Drafting risk sections of Annual Report and Pillar 3 reports in close collaboration with ERM team

• Provide oversight of models in use including their performance

• Maintain an develop the Risk Management Framework and policy suite

• Preparation of internal and external audits, act as a central liaise risk person and coordinate information requests

• Collaborate with ERM teams and represent our client at several governance forums

Market Risk Management

• Analysis and reporting of daily/weekly/monthly market risk reports

• Support the development and execution of the reporting and data control framework

• Liaise closely with Risk Managers to support and enhance processes

• Participate in audit and regulatory engagements relating to market risk reporting and data processes

• Work with Risk Managers, Technology and Data Officers to build and support the market risk reporting infrastructure

• Support the enhancement of policy and procedures relating to market and risk reporting and data processes

• Preparation of ad-hoc management reports

 

Skills & Experience

• At least 7+ years of relevant work experience (in enterprise risk and market risk management area) with a financial institution

• Academic (master) degree in a relevant field of study

• Fluent language skills in English

• Stakeholder management

• Experience in dealing with Senior Management

• Excellent working knowledge of MS office products – MS Excel, MS PowerPoint, Word applications

• Ability to challenge and ask questions

• Proactive self-starter, able to handle diverse workload

 

Please send directly your cv at ms@barclaysimpson.com