Market Risk Manager

Knab was founded in 2012 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers. Because we believe we can help everyone maximize their financial affairs. "Feel at ease when it comes to your finances. Every day." By combining smart technical solutions with a healthy dose of human intelligence, we create financial services that really meet your needs. Add to that some of the superb personal service from our employees and you end up with something that's truly unique to the world of finance!

In a nutshell

The Market Risk Management (MRM) department facilitates the implementation of a sound risk management framework for interest rate risk, liquidity risk and FX risk throughout Knab. The team further identifies, measures, analysis, monitors, manages and reports on all market risks and forms a holistic view. MRM as part of the second line of defense also challenges and assists in the implementation of market risk management measures by the business in order to ensure that the process and controls in place are properly designed and effective.

The banking industry is changing rapidly, and therefore Knab is always on the move to keep up with market demands as well as customer expectations. Because of that, the MRM team is constantly involved in monitoring and challenging the interest rate, liquidity and FX risk positions of Knab as well as adherence to relevant regulation. When we learn, we adapt and in order to do so in a proper way we look to enhance our team with a medior market risk professional.

Your main responsibilities;

• You will be a member of the Market Risk Management team, working on the IRRBB, the liquidity and FX risk framework;
• Represent the team on IRRBB, liquidity and FX risk related topics and, where and when applicable, MRM as a whole in internal meetings and committees;
• Coach junior team members on specific tasks such as reporting, policy updates, methodology updates and reviews;
• Take ownership for performing your own projects, like policy updates, risk analysis or reviews;
• Support the improvement of the bank's market risk management function;
• Support and oversee the market risk infrastructure in Ambit Focus, take initiative to improve and maintain;
• Perform a review on proposals from ALM, like e.g. hedge proposals;
• Monitor market risk and report to the ALCO;
• Familiar with the regulatory and macroeconomic environment and the latest changes, as well as able to provide opinions and advice on potential impact and development work to be done related to such changes.

Team
The Market Risk Management team within Knab consists of dedicated risk specialists; who from a second line perspective maintain the market risk framework of the bank. In this we work closely together with other teams within the bank.
If you join the Knab Risk Management team you will work together with ambitious colleagues and we will provide you with a stimulating environment.
The MRM team is part of the Risk and Compliance department. As Medior Market Risk Manager you report to the Head of Market Risk Management, Wilson Jan Kansil.

Profile
We are looking for a motivated individual with ambitions to grow in the field of market risk. More specifically, we look for the following requirements:

• An academic degree in a quantitative or financial discipline (e.g. econometrics, artificial intelligence, mathematics or physics); preferably you hold a risk certification (e.g. FRM);
• A minimum 5+ years of experience in market risk, IRRBB and/or liquidity risk in banking; 
• Experience with at least two of following is preferred: IRRBB, FX risk, liquidity reporting (LCR, NSFR, ALMM, AER), Stress Testing models;
• Experience in programming languages suited for doing statistical and data analysis (e.g. SQL, Python, R);
• Strong interpersonal skills to manage  stakeholders in order to successfully complete projects;
• Team player who can adapt and learn at a quick pace and is able to coach team members;
• Comfortable challenging internal/external stakeholders to ensure a smooth process in, for example; model validation, internal and external audits and the regulator's review.

Diversity Statement: 
Come as you are. Knab is an open workplace with positive vibes. We are inclusive of all nationalities, races and genders.
We feel comfortable to bring our authentic whole selves to work and like you to do so too.

Work with us!
If you come to work with us, Knab will become a significant part of your life. Therefore, we make sure the ambiance is just as exciting as your job. Check the benefits!

If you have any questions regarding this role or the process, please feel free to reach out to us!

We do not collaborate with third parties to fulfil this role.