Senior XVA Specialist

1 maand 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
  • 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 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
  • Collaborate with stakeholders (Quants, ALM, Sales and Trading teams)
  • Stay up-to-date with financial markets developments (including ESG) to build a sustainable business
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
  • Self-starter who takes the lead in (new) projects
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
  • Five weeks of vacation per year, with the option to purchase an additional four weeks
  • Personal development Budget of € 1,000 per year, which can be accumulated up to € 3,000
  • Possibility to work from home, in consultation with your team and depending on your position
  • Annual public transport pass with free public transportation throughout the Netherlands
  • Excellent pension scheme
Equal Opportunities for All

We value diversity and encourage an inclusive culture where all colleagues feel engaged and appreciated. If you are passionate about XVA and risk management, and want to contribute to our team's success, we encourage you to apply.

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