Risk Engineer (SAS)Amsterdam
The squad is looking for an energetic and ambitious colleague to support and strengthen the Operational Risk Capital calculation and reporting activities.
In addition to regular reporting activities, the team is currently involved in a complete overhaul of the calculation/allocation process. The successful candidate enjoys to investigate and implement ways to optimise processes and to ensure continuous improvements. This in close cooperation with the Risk modelling team.
The candidate should have (Operational) Risk model experience to quickly get acquainted with our internal Operational Risk Capital model (Advanced Management Approach) and to be able to understand and explain developments in the risk profile. He/she has strong analytical and SAS/Excel skills and knowledge and practical experience with database management. In this role, you will work closely with (senior) staff and our SAS Funtec teams. Successful candidates have strong communciation and collaboration skills and the ability to think in solutions to achieve shared goals.
In this role you will have the opportunity to support the critical and dynamic Operational Risk deliverables to internal and external stakeholders. This includes investigation and improve the SAS Advanced Management Approach environment (e.g. performance, stp’s. Etc.). The squad is responsible for calculation, analysis and reporting on operational risk capital position and trends and allocation of capital to local business units. Other reporting activities concern, Credibility Weight Bencmark, Event Risk and Non Financial Risk Dashboard reporting. Apart from regular deliverables, the squad also involved in ad-hoc requests from the regulataor.
Working in the squad will give you the opportunity to get a thorough understanding of (the development of) global operational risk profile and offers good opportunities for personal development.
Are you looking for the opportunity to work in an enthusiastic, international team which is continuously looking for further improvements, then this job is something to apply for!
The squad is responsible for internal, external and regulatory reporting for Non-Financial Risk. The squad performs the calculation of operational risk capital according to the Advanced Measurement Method (AMA) and as such is working in close cooperation with the Modelling Team.
Next to the regular reports, the squad is involved in (regulatory) ad-hoc requests and various change initiatives (e.g. stress test, AMA review, continuous improvement initiatives, etc).
Main stakeholders in this role are Risk management (Compliance, Operational and Risk Modelling teams), Finance, Legal, Regulators (ECB/DNB), Auditors (internal and external), Business Units and other teams within Risk COO.
RDA adopted the One Agile Way of Working in which various squads and chapters have been defined. These are high performing, self-organising teams each with their own purpose. The current vacancy resides in the Non-Financial Risk Reporting squad.
Openness in communication and “can do” mentality are important characteristics of the department.
- Master in Econometrics, Economics, Finance or other quantitative studies;
- Scripting knowledge (especially SAS);
- Thorough knowledge / practical experience of database management and spreadsheets;
- Banking Experience and knowledge of CRD IV/ CRR modelling concepts and management (e.g. RWA,
Expected Loss, Loss Events and Risks);
- Data Analysis skills and experience in Data Quality improvements;
- Experience in optimising risk control environment (e.g. strengthening documentation and execution
of processes, procedures, controls);
- Continuous focus on process improvements and standardisation;
- Very good analytical and problem-solving skills;
- Preferably familiar with non-financial risk systems and processes (i-risk) and Agile and/or Scrum
- Preferably familiar with Agile and/or Scrum methodology.
- Strong analytical skills with a high attention to detail;
- Communicative, accurate and able to work with challenging deadlines;
- Good team player, strong collaboration skills;
- Strong process and control mind-set;
- An accurate, pro-active and hands-on self-starter, enjoying collaboration across the bank
- Flexible and eager to adopt and contribute to new Agile way of working;
- Excellent written and spoken knowledge of English;