Senior XVA Risk Management Specialist

3 weken geleden


Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd
About the Role

We are seeking a highly skilled Senior XVA Risk Management Specialist to join our team at ABN AMRO. As a key member of our XVA & Risk Management Team, you will be responsible for managing Cross-Valuation Adjustments (XVAs) and scarce resources for Markets. Your expertise in XVA modeling, risk management, and financial derivatives will be essential in driving our team's success.

Key Responsibilities
  • Impact analysis and implementation of regulatory changes
  • Pricing transactions, active monitoring, and hedging of the XVA portfolio
  • Create data analyses of all trade-related data to gain new insights
  • Closely work together with stakeholders to provide proposals on scarce resource optimization and risk overlay
  • Work on ad-hoc or long-term projects requiring programming skills (Python, MySQL) and derivatives knowledge
Requirements
  • Quantitative Master Degree (e.g., Computational Science, Mathematics, Econometrics, or related)
  • Extensive experience (10+ years) in XVA modeling, risk management, or a related area within financial services
  • In-depth knowledge of financial derivatives, valuation adjustments, and risk management principles
  • Understanding of XVA Management and hedging strategies
  • Detailed knowledge of regulation impacting markets scarce resources
  • Effective communication skills, with the ability to explain complex concepts to non-technical stakeholders
What We Offer
  • Gross monthly salary based on a 36-hour work week, including vacation pay and benefit budget
  • Benefit Budget of 11% of your salary, allowing you to acquire additional employment benefits
  • Five weeks of vacation per year, with the option to purchase an additional four weeks
  • Personal development Budget of €1,000 per year, accumulable up to €3,000
  • Possibility to work from home, in consultation with your team and depending on your position
  • An annual public transport pass with free public transportation throughout the Netherlands
  • An excellent pension scheme


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Job DescriptionWe are seeking a Senior Derivatives Risk Management Specialist with extensive experience in XVA modeling, risk management, and related areas within financial services. This is an exciting opportunity to join our team at ABN AMRO and contribute to the expansion of our XVA and scarce resources management.About the RoleThis senior position...

  • Senior XVA Specialist

    2 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Senior XVA Specialist to join our XVA & Risk Management Team within Markets/Fixed Income and Derivatives. As a key member of our team, you will be responsible for managing Cross-Valuation Adjustments (XVAs) and scarce resources for Markets.Key responsibilities include:Impact analysis and implementation of...

  • Senior XVA Specialist

    4 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a seasoned professional to join our XVA & Risk Management Team as a Senior XVA Specialist. This is an exciting opportunity to contribute to the development of our team and play a key role in managing Cross-Valuation Adjustments (XVAs) and scarce resources for Markets.Key ResponsibilitiesImpact analysis and implementation of...

  • Senior XVA Specialist

    1 maand geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Senior XVA Specialist to join our XVA & Risk Management Team within Markets/Fixed Income and Derivatives. As a key member of our team, you will be responsible for managing Cross-Valuation Adjustments (XVAs) and scarce resources for Markets.Key ResponsibilitiesImpact analysis and implementation of regulatory...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Senior Risk Management Specialist to join our team at ABN Amro. As a key member of the XVA & Risk Management Team, you will be responsible for managing Cross-Valuation Adjustments (XVAs) and scarce resources for Markets.Key ResponsibilitiesImpact analysis and implementation of regulatory changesPricing...

  • Senior Valuation Specialist

    6 dagen geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a Senior Valuation Specialist to join our XVA & Risk Management Team. As a key member of this team, you will be responsible for managing Cross-Valuation Adjustments and scarce resources for our Markets division.Key responsibilities will include impact analysis and implementation of regulatory changes, pricing transactions, and...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation at INGThe Pricing Model Validation team is looking for a senior quant with experience in XVA modelling.The team is responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading locations of ING around the world.Roles and...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation at ING: Senior Quant OpportunityING is seeking a senior quant with extensive experience in XVA modeling to join our international team of highly qualified professionals. As a Pricing Model Validator, you will be responsible for validating derivative pricing models used by ING Financial Markets.Key ResponsibilitiesPerform thorough...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation at ING is seeking a senior quantitative model validator with expertise in XVA modelling.Pricing Model Validation is an international team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading...

  • Senior Financial Modeler

    2 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Role OverviewWe are seeking a seasoned professional to join our XVA & Risk Management Team within Markets/Fixed Income and Derivatives. The ideal candidate will possess a strong background in XVA modeling, risk management, or a related area within financial services.The selected individual will work closely with our team to manage Cross-Valuation Adjustments...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Pricing Model Validation at ING is seeking a senior quant with expertise in XVA modellingPricing Model Validation is an international team of highly qualified professionals responsible for validating derivative pricing models used by ING Financial Markets. We are a global cross-asset team covering all traded products in all trading locations of ING...

  • Risk Management Specialist

    2 weken geleden


    Amsterdam, Noord-Holland, Nederland Schiphol Group Voltijd

    Risk Management SpecialistThe central Risk team at Schiphol Group provides a cohesive and coordinated approach to risk management. As a Risk Management Specialist, you will bring the outside view and contribute to the economy with consideration for the people living in the area and the environment.Key ResponsibilitiesSupport Schiphol Group's ambition to...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    About the RoleWe are seeking a skilled Senior Risk Management Specialist to join our team at ING. As a key member of our Digital Risk department, you will play a crucial role in ensuring the safety and security of our digital services.Key ResponsibilitiesDevelop and implement effective risk management strategies to mitigate potential threats to our...

  • Risk Management Specialist

    2 maanden geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Risk Management Specialist to join our team at ABN AMRO Bank. As a Risk Management Specialist, you will play a critical role in our capital and financial planning process, working closely with internal stakeholders to foster continuous improvements.Key ResponsibilitiesDevelop and maintain stress testing models to...


  • Amsterdam, Noord-Holland, Nederland STAFIDE Voltijd

    Job Title: Senior Credit Risk Management SpecialistAbout the Role:As a Senior Credit Risk Management Specialist at STAFIDE, you will be responsible for leading the implementation of BASEL II/III programs with a strong understanding of CRR3 and CRD V. You will design and implement enterprise data platforms, ensuring seamless data ingestion, transformation,...

  • Risk Management Specialist

    2 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Risk Management Specialist to join our team at ABN AMRO Bank. As a Risk Management Specialist, you will play a critical role in our capital and financial planning process, working closely with various stakeholders to identify and mitigate potential risks.Key ResponsibilitiesDevelop and maintain stress testing...


  • Amsterdam, Noord-Holland, Nederland Schiphol Group Voltijd

    Schiphol Group is a leading airport operator with a strong focus on innovation, safety, and cooperation. We are proud to be part of the Dutch infrastructure, connecting the country safely, sustainably, and financially robustly.Key ResponsibilitiesSupporting Schiphol Group's ambition to further develop and improve its risk management framework.Guiding risk...

  • Risk Management Specialist

    2 weken geleden


    Amsterdam, Noord-Holland, Nederland Knab Voltijd

    About the RoleWe are seeking a skilled Risk Management Specialist to join our team at Knab. As a key member of our IT risk management team, you will play a crucial role in ensuring the effective management of IT risks within the organization.Key ResponsibilitiesDevelop and implement risk management strategies to mitigate potential risks to the...


  • Amsterdam, Noord-Holland, Nederland Fastned Voltijd

    About the RoleWe are seeking a highly skilled Senior Operational Risk Manager to join our team at Fastned. As a key member of our Risk & Audit team, you will play a crucial role in supporting our growth by implementing robust risk management systems that align with our values and risk appetite.Working closely with our Head of Risk & Audit, you will help...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    Job Title: Senior Non-Financial Risk Specialist SIRAWe are seeking a highly motivated and experienced Senior Non-Financial Risk Specialist to join our team at ABN AMRO Bank. As a Senior Non-Financial Risk Specialist, you will be responsible for identifying and mitigating operational, financial, compliance, and reputational risks within the SIRA...