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Junior Liquidity & Capital Risk Manager

Posted 27 Jan 2024
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Work experience
2 to 3 years
Full-time / part-time
Full-time
Job function
Degree level
Required language
Dutch (Fluent)

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Are you analytical and are you able to tell the story behind the numbers? Do you have a critical mind and are able to challenge and convince stakeholders? As a Liquidity & Capital Risk Management Officer, you ensure the liquidity & capital risks in our EUR 400 bln balance sheet are managed within our moderate risk profile.

What do you see when you envision the next step? Work on achieving your goals and develop yourself professionally and personally. Tell us your story. We want to hear it!

Your job

As Liquidity & Capital Risk Management Officer you are responsible for identifying, analysing, quantifying, and managing the liquidity and capital risks of ABN AMRO. You monitor whether these risks are in line with our moderate risk profile and advise senior management on its developments. You perform analysis and simulations to ensure that this remains the case going forward. You assess new products and market developments. You gather knowledge and advise stakeholders with impact and conviction.

Your main responsibilities are:

  • Assist in the liquidity and capital Risk Appetite and limit setting process;
  • Take part in various initiatives related to ABN AMRO’s internal liquidity stress testing process: e.g. annual framework and scenario review, model and parameter updates, automation of reporting and analysis tools;
  • Contribute to the validation, monitoring and analysis of liquidity and capital risk metrics, and establish and enhance a forward looking view on these metrics;
  • Challenge liquidity and capital steering proposals and advise on prudent management of liquidity and capital risks;
  • Provide analysis for the annual ILAAP submission to the regulator and the Liquidity Adequacy Statement;
  • Assist in the advice and challenge of the Contingency Plan, Funds Transfer Pricing and related processes;
  • Facilitate liquidity & capital risks assessments on the new business proposals & activities and providing advices towards the1st line, such as ALM and Treasury;
  • Assess the strengths & weaknesses on bank’s internal liquidity risk models and initiate continuous improvement ideas;
  • Participate in change projects.

Working environment

You will be part of an international team of motivated people. The Liquidity & Capital Risk Management department is the second line of defense for liquidity and capital risk of ABN AMRO. Together with Market Risk Management Banking book and Market Risk Management Trading book we make up the Market & ALM/T Risk department. The department consists of approx. 23 plus FTE and is situated in the dealing room of the ABN ARMO headquarters in Amsterdam. The most important business units that the department supervises are central ALM/T and Global Markets, but the responsibility is worldwide. In this role, we have a direct reporting line to the CRO.

Your profile

To be successful in this role you need to be motivated and proactive. You have an analytical mind and can see the big picture, while at the same time you also have attention for the details. You can explain complex issues in an understandable way and you like to cooperate with different stakeholders.

Are you interested: check your profile:

  • A young professional with basic understanding of Balance sheet management dynamics;
  • 2-3 years of experience in the Financial risk / ALM / Treasury management or related areas;
  • A Master’s degree in economics, finance or quantitative field (Econometrics, mathematics or similar)
  • Experience with ALM models and model landscape. A quantitative background and Python or another programming knowledge is a plus;
  • Knowledge of recent regulatory developments and overall regulatory guidelines in the liquidity and capital risk area (LCR DA, NSFR, Basel IV);
  • Strong analytical skills, able to analyse and understand complex issues;
  • Good communication skills, both verbal and written. Have the ability to translate complex issues into comprehensible risk views for higher management and main stakeholders;
  • Proactive, collaborative and a team player, who is willing to be part of a diverse and dynamic, international team.

We are offering

  • Freedom to perform at your best, work flexibly and lots of room to grow
  • A competitive salary
  • An additional benefit budget of 11%, which you can use to buy employment benefits in a flexible way
  • A personal development budget.
  • Free public transportation or a transportation budget, depending on function
  • A good pension scheme

At ABN AMRO, we use our knowledge, expertise and network to help our clients within and outside the Netherlands achieve their goals based on responsible decisions. Our clients’ interests always come first. We want clients to understand our products, and we sometimes say ‘no’ if a product involves a risk that is too high for the client. Putting clients’ interests first also means communicating in plain language and crafting smart solutions that genuinely make a difference. That is our goal.

Interested?

Are you interested? Please contact Anuya Kale (Anuya.kale@nl.abnamro.com) or Thies Rutten (Thies.Rutten@nl.abnamro.com).

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. No unsolicited services or offers, please.

De financiële wereld is nog nooit zo in beweging geweest als nu! Technologie evolueert razend snel en de kracht van innovatie heeft veel invloed op het financiële systeem. We hebben jouw talenten nodig om onze bank toekomstbestendig te maken. Wat je interesses of achtergrond ook zijn. We bieden een werkomgeving vol ondernemerschap en vrijheid om jezelf te ontwikkelen, zowel op professioneel als op persoonlijk vlak.

Finance & Banking
Amsterdam
Active in 19 countries
19,000 employees
60% men - 40% women
Average age is 38 years

What employees are saying

Deji Adeyemo

Financial Analyst

Deji Adeyemo

Bij ABN AMRO krijgt iedereen de kans om zijn talent te benutten en om te groeien, ongeacht afkomst. En als werknemer krijg je een bepaalde vrijheid om je werk uit te voeren, waardoor je een goede balans tussen werk en privé kunt creëren.

Stephanie Jorissen

Recruiter MeesPierson stagebureau

Stephanie Jorissen

De mogelijkheid die ABN AMRO mij biedt om achter de schermen te kijken bij veel verschillende afdelingen en tegelijkertijd ervaring op te doen in de praktijk, geeft mij het gevoel dat ik mezelf professioneel kan ontwikkelen tijdens mijn stage.