Senior Credit Risk Manager — Market Risk & Stress Testing

ASN Bank NV; Utrecht; On-site; EUR 82,000 - 109,000; Full time

Benefits offered by this job

Flexible 36-hour work week

208.8 hours of leave per year

Pension scheme

€750 per year for personal development

Home office budget every 5 years €900

Transport card & cycling compensation

Job summary

ASN Bank in Utrecht seeks a Senior Credit Risk Manager to lead identification, analysis and monitoring of credit, counterparty and country risk within Financial Markets & Treasury. You will work in a first-line function close to the front office.

You will develop risk frameworks, run stress tests, assess creditworthiness of investments and counterparties, and report to senior stakeholders. The team emphasizes responsible risk-taking and sustainability.

Qualifications

• University degree in Economics, Econometrics, Finance or a comparable field.
• At least 10 years of risk management experience focusing on market and credit risk.
• Knowledge of credit risk models, counterparty risk and exposure management.
• Current knowledge of relevant laws and regulations.
• Strong communication and analytical skills.

Responsibilities

• Identify, analyze and monitor counterparty, credit and country risk.
• Analyze counterparty risks on securities financing and derivatives.
• Set up, analyze and monitor country risk for the department.
• Set up and execute stress tests and scenario analyses.
• Assess creditworthiness of investments and counterparties.
• Develop risk frameworks for credit and limit management.
• Identify market developments and translate into policy recommendations.
• Improve risk reporting, models and internal controls.
• Report to and consult with senior stakeholders.

Skills

Risk management

Credit risk

Analytical skills

Communication skills

Education

University degree in Economics, Econometrics, Finance or a comparable field

Job description

ASN Bank in Utrecht seeks a Senior Credit Risk Manager to lead identification, analysis and monitoring of credit, counterparty and country risk within Financial Markets & Treasury. You will work in a first-line function close to the front office.

You will develop risk frameworks, run stress tests, assess creditworthiness of investments and counterparties, and report to senior stakeholders. The team emphasizes responsible risk-taking and sustainability.