Market Risk Manager Clearing


We vragen

  • 5 - 10 jaar
  • Goede communicatie vaardigheden
  • Analytische skills

We bieden

  • € 5.174 - € 7.392 pm (all-in - incl. benefit budget/holiday allowance)
  • Een uitgebreid arbeidsvoorwaardenpakket
  • Regie op eigen ontwikkeling

Waarom ABN AMRO?

  • Bouwen aan de bank van de toekomst
  • Een diverse en inclusieve cultuur
  • Veel interne doorgroeimogelijkheden

Market Risk Manager Clearing

At a glance

ABN AMRO Clearing Bank (AACB) is a global clearing firm that provides an integrated suite of financial services to professional trading participants in the global financial market. The core service offering consists of execution, clearing, financing, stock borrowing and lending, settlement and custody.  AACB clears and finances over 16 million trades per day and covers 90 of the world’s leading exchanges across Europe, the Americas, and Asia Pacific. Our international network provides comprehensive market access to exchange-listed instruments such as stocks, futures and options. It also covers non-exchange listed investment instruments and alternative products including bonds, OTC derivatives, warrants, forex, forwards, and energy and commodities. ABN AMRO Clearing ranks among the top 3 clearers in every time zone, based on turnover and market share.

Your job

One of the main roles of a Market Risk Manager is to analyze the risks of clients' positions and clients' trading strategies and includes the following:
•    Monitor client’s risks controls on overnight and intraday basis and ensure clients take mitigating measures to stay within the risk limits
•    Identify and analyze the consequences of (possible) market developments for client positions and assesses the risks of these
•    Stimulates the integration of risk models and risk awareness and risk controls within the company
•    Analyses market moves and market behavior to continually improve and enhance the risk framework.

Key roles and responsibilities
•    Conduct regular reviews of the trading books to ensure that the market risks are appropriately quantified and controlled in the trading books and make recommendations on possible methodology changes and risk controls
•    Work closely as a Market Risk representative and knowledge expert with Commercial for the on boarding of new clients
•    When necessary, appropriate and timely, provide challenge on clients trading positions and strategies considered as a potential risk to AACB
•    Lead and collaborate with the team to help implement and establish good effective risk governance (1st and 2nd Line)
•    Proactively and continuously reviewing and recommend appropriate risk parameters to manage and control the level of risk-taking for the respective clients
•    Continue to seek automation and efficiencies in Risk and implement and coordinate implementation
•    Actively taking part and contribute strongly in reflection and evaluation of risk related issues
•    Instinctively Investigate and follow-up on any breaches of risk limits until the breaches are rectified/resolved and ability to follow up and enforce solutions for limit violations
•    Provide Risk opinions and views of clients’ portfolios at all times
•    Handling and leading client communications on risk breaches & any potential market risk related topics
•    Suggesting and taking the lead role in pushing for improvements/developments of the risk models (Correlation Haircut- COH), as well as various systems and tools for market risk management

Working environment

ABN AMRO Clearing Bank Risk Management
AACB’s mission is to provide safe and efficient access to capital markets around the world. The AACB Risk Management department ensures that the risks (including market surveillance, market, credit and Operational risks) of AACB are managed in line with the regulations and risk appetite. The department creates a culture and framework of risk awareness in order to achieve sustainable profit growth and continues to deliver trust and value to all stakeholders (clients, regulators, shareholders).
Region Europe
AACB has a global focus and is divided into three regional organizations: Region Europe, Region USA and Region Asia-Pacific. The European region includes offices in Amsterdam, London, Frankfurt and São Paulo. The Risk organisation under the leadership of the European CRO is represented in Amsterdam, London and São Paulo.

Your profile

•    Affinity with financial markets 
•    5-8 years of experience in the financial industry 
•    An advanced understanding and knowledge of clearing infrastructure  and products offered - be able to identify key risks
•    Extensive knowledge and understanding of options and options trading - the greeks as well as identifying risks and ability to manage option positions 
•    Ability to build sound relationships with clients and know their business and understand their trading strategies
•    Demonstrate  superior knowledge of market risk, financial markets, financial products, banking and regulation
•    Advise and manage as a 2nd line function where required on risk issues with clients.

Hard skills 
•    Solid analytical skills, critical thinking and problem solving skills
•    An academic degree (MSc and/or Financial Certificate Qualification would be a plus)
•    Be able to lead client meetings 
•    Be client focused and client mindset - respond quickly with client and take into account the impact on client before making decisions 
•    Hands-on mentality and the ability to be flexible when handling various tasks
•    Fluent in English and have strong written and verbal communications
•    Process and results driven
•    Good planning and organisational skills, with a strong attention to detail
•    Represent Market Risk in other internal settings and meetings
•    Proven ability to follow and set processes from start to finish.

Soft skills 
•    Strong prioritization skills and decision making (under pressure)
•    Ability to work independently with minimal guidance
•    Ability to communicate the view of Senior Risk Management and gain consensus
•    Ability to take lead and represent Risk Team  i) for various projects ii) at 1st/2nd line Governance meetings
•    Good interpersonal and influencing skills
•    Working in partnership with the team and any other stakeholders to deliver appropriate risk governance and control
•    Helping to communicate complex risk related problems and incidents to our senior company officers.

We are offering

•    Personal and professional growth and learning opportunities
•    A role in an international environment with many challenges
•    Become part of the European Market Risk team, work with experienced colleagues and learn from them on the job
•    Be part of one of the most important teams within AAC: risk management. Get access and exposure to all parts of the business and gain deep understanding of clearing, clients, financial markets and infrastructure and banking.


For more information about this position, please contact Jonny Day, Regional Head of Market Risk Clearing at

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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