Credit Risk Analyst/Manager - Trade Finance.
As Credit risk manager you will perform the Risk assessment on new and existing business. This covers credit & financial analysis on new and existing customers and supporting and defending structured deals where necessary at the Credit Committee. This is a senior position. It is expected you will be able to come into the team and drive a Business as Usual situation. You will work closely with Stakeholders such as Originators and Credit Portfolio managers.
Due to business protection and Client protection requests we do NOT advertise Credit Risk Trade Finance positions - also to your advantage. It is a small world.
We want to hear from you! Please upload your CV or email it to c.boersen@RiskandGlobalMarkets.nl and we will contact you personally to discuss your next opportunities and Career Move.
As Specialist Recruitment Firm within Trade & Corporate Finance we have Credit Risk Management and Credit Risk Portfolio Management roles open, at any given time covering the following Business, Product and Solution lines:
- Asset Based Finance
- Logistics Finance
- Project Finance
- Commodities
- Real Estate Finance
- Energy Finance
- Infrastructure Finance
- Shipping Finance
- Dry & Wet Bulk
- Intermodal
- Ship Building
- Counterparty Risk
- Restructuring
Solutions/Product Solutions/Structured Trades cover: Borrowing Base, PXF, Letters of Credit, Guarantees, FX Hedging, Bi-Lateral Loans, Syndications, Insurance etc.
SAS Developer
Components of the role:
Building a Risk Reporting Engine for Basel III requirements
- SAS
- VB
- SQL
- Data modelling
- ETL
- Relational database management systems
- BI reporting tools
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
ION Marketview - Trading systems engineer (Linux/Unix)
Solid skills sought in:
- Code/scripting (e.g Bash, Python or Pearl)
- Marketview, Bloomberg, TOMS and Pricing
- ECN Connectivity
- Linux/UNIX
- Windows
- Databases (Oracle, Sybase, SQL)
- Connections/interfaces, network trouble shooting, IT infrastructures
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Market Risk (ALM) Manager (Business Quant)
Components of this role
- Assess market risks of the banking book
- Pro-actively advise on Interest rate and Market Risks
- Monitor ALM activities of ALM/Treasury departments
- Contribute to stress testing, model development, and review and implementation of new regulatory requirements
- Define functional risk management requirements for the development and implementation of new systems and models
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Quantitative Analyst - Front office Team - Market Risk
Market Risk Quantitative analyst sought for a Front office team Quant Team
Components of Role:
- Servicing the Capital Markets trading Desks and Teams
- Re-launch of several Complex structured Equities products
- Model implementation and maintenance using Common Analytics library.
- C++ skills required!
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Counter Party Credit Risk Manager
Reporting to the Head of Credit Risk.
Stakeholders: Head of Credit Risk, Head of Treasury, CRO, Credit Risk Committee and/or het Asset Liability Committee
Components of this role include:
- Development of counterparty risk policies and advising Stakeholders
- Working with Treasury to roll out non-retail products such as FX and IR swaps. And sometimes (reverse) repo's, Corporate & Government Bonds, Mortgage backed Securities and Structured products
- Advising on structuring of (more complex) Transactions
- Analyse, monitor and report counterparty credit risks
- Strong process improvement component
Please contact Chris Boersen c.boersen@RiskandGlobalMarkets.nl for further information and job description.
Quantitative Analyst - Economic capital + Java /R
Strong Java development skills are sought.
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
Quantitative analyst (LGD & PD)
For an environment based on mortgage securities and data we are preferably looking for a Quant with experience in development of PD and LGD models for Retail Banking. Other models also include Prepayment and Fraud detection and the Basel II capital requirements model.
This role also has direct contact with the business at Board/MD level.
Also of interest to the client is anyone with knowledge of reporting Financial Instruments at Fair value (IFRS 9 Exposure draft). And or anyone interested in Innovation of new products for clients in the realm of Big data – Marketing and sales models are to be developed. In short a broad role with some very interesting new work to sink your teeth into with multiple internal clients and business stakeholders.
Fluent Dutch is a must. Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and for a complete job description.
Junior role: Performance & Risk - Investment bank
We are looking for a Junior or Starter Performance & Risk manager for Asset management reporting.
Besides external clients, stakeholders include Management and Board level policy makers with who you will communicate on a regular basis. Excellent communication skills are required. You will operate in a flat organisation with short communication lines and and informal feel. Due to the nature of the business and external clients this role has a very broad scope of products and client requests. In this role you will have your own portfolio of clients. Full training and support is given. Fluent Dutch is a must. Location: Amsterdam
Please contact Chris Boersen c.boersen@riskandglobalmarkets.nl for further information and job description.
C# Quantitative Developer
Expected 2nd Quarter
Quantitative Developer sought for Pricing.
Please contact Chris Boersen directly email: c.boersen@riskandglobalmarkets.nl for a job specification and more information