Derivatives Risk Management Specialist
1 maand geleden
We 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 involves working closely with our stakeholders, including Quants, ALM, Sales and Trading teams, to ensure efficient management of our scarce resources. Key responsibilities include:
- 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 for our team and Markets
- Closely work together and provide proposals on scarce resource optimisation and risk overlay
- Work on ad-hoc or long-term projects where programming skills (Python, MySQL) and derivatives knowledge are required
To be successful in this role, you will need a strong background in quantitative disciplines, such as computational science, mathematics, econometrics, or related fields. Additionally, you should have:
- Extensive experience (10+ years) in XVA modeling, risk management, or related areas 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
We offer a competitive gross monthly salary of approximately €9,500, based on a 36-hour work week, including vacation pay and benefit budget. Other benefits include:
- The Benefit Budget is 11% of your salary
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