Senior Credit Risk Manager — Strategic Risk & Treasury (Hybrid)

de Volksbank; Utrecht; Hybrid; EUR 82,000 - 110,000; Full time

Benefits offered by this job

Pension scheme

Personal development budget

Home office budget

36-hour work week

Public transport card

Cycle compensation

Job summary

ASN Bank in Utrecht is seeking a Senior Credit Risk Manager to lead identification, analysis and monitoring of credit, counterparty and country risks within the Financial Markets & Treasury team. You will work closely with front office to ensure risk controls align with the bank's objectives.

You bring at least 10 years of risk management experience, strong knowledge of credit risk models and regulatory requirements, and excellent analytical and communication skills to advise senior stakeholders.

Qualifications

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

Responsibilities

• Identify, analyze and monitor counterparty, credit and country risk.
• Work with front office in a first-line function.
• Analyze and monitor counterparty risks on securities financing and derivatives transactions.
• Set up and monitor country risk for the Financial Markets & Treasury department.
• Set up and execute stress tests and scenario analyses.
• Assess creditworthiness of investments and counterparties (securities, banks, financial institutions, derivative contracts).
• Analyze and monitor the credit risk of money markets and fixed income positions.
• Develop risk frameworks for credit and limit management.
• Identify market developments and translate them into policy recommendations.
• Improve risk reporting, risk models and internal control measures.
• Report to and consult with senior stakeholders.

Skills

Risk management

Credit risk

Market risk

Counterparty risk

Exposure management

Education

University degree in Economics, Econometrics, Finance or related field

Job description

ASN Bank in Utrecht is seeking a Senior Credit Risk Manager to lead identification, analysis and monitoring of credit, counterparty and country risks within the Financial Markets & Treasury team. You will work closely with front office to ensure risk controls align with the bank's objectives.

You bring at least 10 years of risk management experience, strong knowledge of credit risk models and regulatory requirements, and excellent analytical and communication skills to advise senior stakeholders.