Group Finance is looking for a Treasury Risk Manager - Modelling for Group Treasury in Amsterdam.
Role Purpose
To develop and build a range of Analytics and Data models to enable the Group to manage non trading interest rate risk, produce planning & budgeting information and assist with special projects e.g. Securitisation.
Key Role Deliverables
Specify and support development of data required to deliver effective and comprehensive modelling
Develop interest rate risk models analysing Net Interest Income (NII) and Economic Value of Equity (EVE) risk including selection of appropriate methodologies
Embed rigorous processes and infrastructure supporting regular, accurate modelling
Deliver regular and ad hoc interest rate risk reporting and scenario analysis
Influence developing supervision/regulation of interest rate risk
Support other work of the IRRM team covering interest rate and FX risks
Experience
Experience of business intelligence design and management or related discipline
Experience in designing and building Access & SQL database structures and VBA
Experience in using ETL and OLAP reporting tools.
Experience in implementing business critical systems and reporting
Experience within a banking/treasury environment.
Previous experience of complex financial modelling
Extensive use of desk top modelling tools and databases
Project delivery within tight deadlines.
Other significant role requirements
Support the integration of ABN AMRO from a modelling perspective
