Senior XVA Specialist

2 weken geleden

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

We 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 regulatory changes
  • Pricing transactions, active monitoring, and hedging of the XVA portfolio
  • Creating data analyses of all trade-related data to gain new insights and optimize resource management
  • Closely working with stakeholders to provide proposals on scarce resource optimization and risk overlay
  • Working on ad-hoc or long-term projects requiring programming skills (Python, MySQL) and derivatives knowledge
About You

We are looking for a senior professional with a Quantitative Master Degree and extensive experience (10+ years) in XVA modeling, risk management, or a related area within financial services. Key qualifications include:

  • In-depth knowledge of financial derivatives, valuation adjustments, and risk management principles
  • Understanding of XVA Management and hedging strategies
  • Detailed knowledge of regulations impacting markets' scarce resources
  • Effective communication skills to explain complex concepts to non-technical stakeholders
About the Team

You will be part of a diverse team with different levels of experience and a broad skillset. We are committed to continuous improvement and knowledge expansion to ensure our team remains future-proof.

About the Benefits

We offer a competitive compensation package, including a gross monthly salary, benefit budget, five weeks of vacation per year, personal development budget, and an annual public transport pass.

About ABN AMRO

At ABN AMRO, we value diversity and inclusivity. We believe that a diverse team with different cultures, knowledge, and experience is essential to delivering innovative solutions for our clients.

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