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Market Risk Officer

Are you good at finding the balance between day to day monitoring and reviewing tasks and working on regulatory projects like ICAAP, Stress Testing or analysis of large datasets using Python? Do you have an understanding of the valuation of derivatives, of risk models and capital markets dynamics? And are you a collaborative, team-oriented, and proactive professional who’s eager to align market risks with business goals and impact?

At Market Risk Trading Book, we’re looking for a Market Risk Officer. In this position you work in the largest dealing room in continental Europe and look at the market risk of all trading and treasury books covering multiple asset classes. You analyse the regulatory capital that ABN AMRO needs to hold against the trading positions.

Your job

As a Market Risk Officer, next to the above, it will be your responsibility to:

• Review and assess risks, check whether the business operates within the defined limits and mandates, interpret and implement regulations, design policies, assess risk models and opine on business proposals.
• Support the analysis of market risks for new product proposals, one-off transactions, limit proposals and new activities & locations worldwide.
• Provide input for risk or model reports that are relevant to external parties (including DNB and ECB), such as backtesting analyses, Market Risk solvency requirements and stress testing.
• Coordinate communication with business and outside risk management with the Seniors and inform the Head of Market Risk Management on material 1st line proposals.

Working environment

ABN AMRO is a leading Dutch bank. We are looking for skilled and talented people who will help us shape ABN AMRO into a future-proof bank. Our strategy requires a culture of collaboration and continuous learning. ABN AMRO's culture is the catalyst for the evolution in which we find ourselves: our people are resourceful, trust each other and go that extra mile to help customers.

Market & ALM/T Risk is divided into 4 teams, namely: Market Risk Trading Book, Market Risk Banking Book, Liquidity & Capital Risk Management and Trading Credit Risk Control. The department consists of around 30 FTE. Market & ALM/T Risk is responsible within Risk Management for the 2nd line supervision of Market Risk. The most important business units that we supervise are ALM/Treasury and Global Markets. The responsibility is worldwide.

Your profile

Required:

• Master in Economics, Finance, Econometrics, Mathematics or a similar topic.
• Well informed on developments regarding Market Risk best practices, internal policies, regulation, product developments and liquidity of products.
• Proven knowledge of financial markets and traded products.
• Programming skills (Python experience is a plus).

Desired:

• Knowledge of valuation and risk models.
• Knowledge of capital management and regulatory requirements.
• FRM and/or CFA certification are a plus.
• Experience in Market Risk Management, Asset & Liability Management or Trading related function in a global environment.

We are offering

• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
• The opportunity to pro-actively work on your vitality and fitness
• A supplementary benefit budget of 11%, which you can spend on additional fringe benefits
• A personal development budget of EUR 1.000 per year
• An annual public transportation pass
• A solid pension plan

Interested?

Keen to apply? Please share your motivation and send your resume. Don’t hesitate to reach out to anton.koers@nl.abnamro.com before you apply in case of any question. We look forward to meeting you.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. In addition, a recruitment agency can only submit a resume when invited by a Talent Acquisition Specialist to join the search for a right candidate. All unsolicited resumes sent to us will be considered property of ABN AMRO BANK N.V. In this case, ABN AMRO will not be held liable to pay a placement fee.

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