Vice President, Market Risk Manager

Do you want your voice heard and your actions to count?

Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world’s leading financial groups.

Would you like to work for one of the World's largest banks in an exciting, dynamic and international environment?

We are currently recruiting a Market Risk Manager for the Market Risk Management team in our office in Amsterdam.

Our vision? To become the world’s most trusted financial group. You’ll help us achieve it.

Function positioning

The Market Risk Management (MRM) team comprises market and liquidity risk management. The Market Risk Manager will look after Market Risk in the Banking Book, with a focus on IRRBB (including CSRBB), Structural FX Risk and Underwriting. The function will be involved in market risk stress testing, reporting to relevant committees and recommend appropriate action to the senior management.

Currently the MRM team consists of 4 members, and reports to CRO. This role will report to the Head of MRM, who acts as a team lead. The VP will have regular interaction with senior professionals within MBE and MUFG Group.

The role includes the following:

• Monitor all Market Risk in the Banking Book;
• Run the monthly and quarterly IRRBB stress tests;
• Interpreting and implementing European regulation for Market Risk;
• Enhancing the Market Risk management framework to match structural changes and business developments within MBE;
• Assessment of business plans, funding plans and new products, namely their impact on Market Risk;
• Communication with regulators;
• Alignment with MUFG stakeholders in London and Tokyo;
• Communication with MBE stakeholders in Treasury, Finance, Data Management, Planning and Regulatory Affairs;
• Assist in preparing regular reporting where necessary;
• Assist in other ad-hoc assignments and projects owned by the MRM team.

In order to be successful in the role, you will need the following:

Skills and experience:

• At least 10 years of work experience in banking, or finance advisory roles;
• Experience with IRRBB;
• Ability to document risk management frameworks and processes;
• Stress Testing experience;
• Working knowledge of Python;
• Knowledge of both corporate banking and broker/dealer products preferred;
• Experience with Underwiring deals is a plus;
• Working knowledge of SQL preferred;
• A completed CFA, FRM or PRM is preferred;
• Fluent language skills in English.

Personal Requirements:

• Proven analytical and problem solving skills with high attention to detail;
• Excellent written communication and presentation skills, with ability to explain a complex topic in a structured and clear manner;
• Team player with ability to collaborate in cross-division teams and display organizational sensitivity in a very diverse environment;
• Ability to handle a significant and diverse workload.

What do we have to offer:

We offer you a role in one of the largest banks of the world in a growing and international environment. You have various opportunities to develop yourself and we will support you with that by offering various training and development possibilities.

• We take into account your home situation and your ambitions and help you to balance work and private life.
• Monthly team events.
• To work in an ambitious, international environment with colleagues from different countries and cultures, who strive for the best.

• Gross salary based on experience and consistent with the market
• 8% holiday allowance and 13th month payment.
• 30 vacation days per year. Optional you can buy 15 additional days.
• Commuting allowance based on annual public transport 2nd class, most economical way, or € 0,21 per km with a max of 75km one way.
• €5,00 net remote working compensation per day, with a maximum of €60,00 per month.
• Possibility to order a mobile phone (up to €800,-)
• Possibility to order Office Equipment’s for the home office, (up to €500,-)
• Remote Working Policy i.e. Working From Home (WFH) and Remote Working in another Country.
• Bicycle plan (fiscal benefit)
• Company fitness (fiscal benefit)
• Mental health workshops and budget for external courses (i.e. Dutch language classes).
• Employee contribution towards Pension insurance (max 5%, currently 2%), our pension scheme is based on a defined contribution scheme.
• Training & development possibilities paid by the bank
• Health insurance: Collective premiums offered, for own expense.

We are open to considering flexible working requests in line with organisational requirements.