Senior Quantitative Balance Sheet Risk Manager

  • Exceptional package & relocation where appropriate.
  • Copenhagen, Hovedstaden, Denmark
  • Permanent, Full time
  • Millar Associates
  • 21 Mar 19

We seek a Senior Balance Sheet Risk / IRRBB Quantitative Risk Manager for a leading Banking Group. As part of the Balance Sheet Risk Management team one of your key tasks will be to combine data sources to for deep risk analysis for the overall risk profile of the Bank. You’ll need strong balance sheet risk experience to understand & influence the complex balance sheet risk management of a major banking group operating across the Nordic region.

IRRBB, Capital, Balance Sheet, FTP, Mortgage Portfolios, Stress, NTMR

KEY RESPONSIBILITIES:

  • Provide quantitative analysis of Balance Sheet risks to the organisation
  • Design and implement reporting on Balance Sheet risks to senior management
  • Perform 2nd Line of defence holistic oversight and control of the Group’s 1st line risk management, 
  • including portfolio management and hedging strategies within the CFO organisation
  • Contribute to 2nd line of defence work on planning, FTP, stress testing and scenario analysis
  • Provide assessment of new and emerging external risks to the bank
  • Providing guidance and leadership towards less more junior team members

KEY SKILLS & EXPERIENCE:

  • 10+ years of experience in quantitative / financial risk analysis
  • Deep understanding of the Balance Sheet Risk gained at a large banking group
  • Good, proven experience in dealing with Regulators
  • Strong knowledge of Risk and Capital regulations
  • Knowledge & experience across FTP, Stress testing & Scenario analysis
  • Ability to train and develop colleagues
  • Good communicator at all levels including with senior management, Board level
  • Strong stakeholder management skills