Senior XVA Specialist

4 weken geleden

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

We 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 Responsibilities
  • Impact analysis and implementation of regulatory changes to ensure compliance and optimal resource allocation.
  • Pricing transactions, active monitoring, and hedging of the XVA portfolio to minimize risk and maximize returns.
  • Creation of data analyses to identify trends and insights that inform our team's decision-making and drive business growth.
  • Collaboration with stakeholders, including Quants, ALM, Sales, and Trading teams, to optimize scarce resource management and risk overlay.
  • Ad-hoc and long-term project work, leveraging programming skills (Python, MySQL) and derivatives knowledge to drive business outcomes.
  • Staying up-to-date with financial markets developments, including ESG considerations, to ensure a sustainable business approach.
Requirements
  • Quantitative Master's Degree (e.g., Computational Science, Mathematics, Econometrics, or related).
  • 10+ years of experience 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 regulations impacting markets' scarce resources.
  • Effective communication skills, with the ability to explain complex concepts to non-technical stakeholders.
  • Self-starter with a track record of leading projects and driving results.
What We Offer
  • A competitive gross monthly salary, including vacation pay and benefit budget.
  • A personal development budget of €1,000 per year, accumulable up to €3,000.
  • The 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.
Equal Opportunities for All

We believe that diversity is essential to our organization's success. We encourage an inclusive culture where all colleagues feel engaged and appreciated. If you're passionate about XVA and risk management, and want to contribute to our team's growth, we'd love to hear from you.

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