Quantitative Liquidity Risk Manager
My client is a very successful specialized bank and part of one of the world's largest manufacturing groups. The core business is focused around project and infrastructure finance, alternative investments and real estate. As there are some internal changes in the risk team, the company is creating a new role to cover the bank's liquidity risk, ALM and other financial risk space. The Head of Risk would ideally like someone very mathematically skilled to lead quantitative modelling topics too. The bank develops and implements their own tools, hence the whole risk team has a strong quants background. As a liquidity risk manager, you would act as a true business partner to management, interact directly with external stakeholders and move autonomously within the group. The ideal candidate will have an interest in mentoring the more junior colleagues, onboarding new hires and representing the department internally. The team is very international and all reporting and documentation are done in English - German is of course a great plus.
Further requirements are:
- An academic background in mathematics, physics, quantitative finance or a similar field
- A minimum of 5 years' experience in liquidity risk, ALM, treasury or another financial risk function within a bank, a financial services company or a consultancy
- Good coding and programming skills, ideally in VBA, Python or SAS
- Great team player attitude
- A good understanding of European banking regulation
- Very good English-speaking skills
For further information, please apply here or call Michael Franz directly - his number is +49 30 726211403.