At a glance

Are you ready for a second step in your career? At the XVA Desk within Markets/Fixed Income and Derivatives we are looking for a new colleague with strong knowledge on Balance Sheet and Derivatives Regulation with a background in XVA, ALM, Regulations (Basel/FRTB) or Consultancy.

Do you want to contribute to the XVA team and take our team to the next level? Then we want to hear your story!

Your job

You will be part of the XVA & Overlay Desk, which is part of Markets in our dealingroom in Amsterdam. We are the pinnacle within Markets. The team is responsible for managing the Cross-Valuation Adjustments (XVAs) and the scarce resources (a.o. RWA, balance sheet)  for Markets. We are a diverse team with different levels of experience and a broad skillset that brings the XVA Desk further every day. Aiming for continuous improvement we are looking to expand our knowledge and skillset to be future proof and you are the missing link.

So what will you work on at the XVA Desk?

• Pre-trade pricing transactions, active monitoring and hedging of the XVA portfolio.
• Create data analyses of all trade related data to get new insights that will help our team and Markets to efficiently manage our scarce resources.
• Closely work together and provide proposals on scarce resource optimisation.
• Work on ad-hoc or long-term projects where programming skills (Python, MySQL) and derivatives knowledge is required.
• Collaborate with our stakeholders (Quants, ALM, Sales and Trading teams,..).
• Be on top of financial markets developments and translate future regulations impacting our portfolio into actions.

Working environment

At global markets department we pride ourselves on having some of the best and most highly valued specialists in the industry. Our team is made up of hard-working professionals who are dedicated and passionate about their work, and who strive to deliver outstanding results for our clients. 

Your profile

We are looking for a professional to contribute in expanding our XVA and scarce resources management. You will contribute to daily managing and pricing XVA, improve tooling, training of junior staff amongst others.

Your profile:

• Quantitative Master Degree (e.g. Computational Science, Mathematics, Econometrics, or related).
• You have between 3 and 5 years of relevant work experience.
• You have a solid knowledge of Markets Products.
• Understanding of XVA Management and effective hedging strategies.
• Knowledge of balance sheet and scarce resources..
• Creative and able to translate regulation into opportunities.

• Working environment

At global markets department we pride ourselves on having some of the best and most highly valued specialists in the industry. Our team is made up of hard-working professionals who are dedicated and passionate about their work, and who strive to deliver outstanding results for our clients. 

We are offering

• You will be able to expand your network, knowledge and career opportunities.
• Salary for Hay grade 11 based on a 40-hours work week.
• A generous personal development budget for courses and workshops.
• OV card valid in the whole of the Netherlands.
• A good pension scheme
• 25 days of holidays per year.
   

We understand that our employees have lives outside of work, and we are committed to providing a healthy work-life balance. We offer flexible working arrangements and supportive policies, so our team can work in a way that suits their needs, while still achieving their goals and serve our clients the best way we can.

Interested?

You can express your interest to Erwin Faas at Erwin.Faas@nl.abnamro.com , +31622959557) or reach out for more information. Does this sound like something you’d be interested in? Send us your resume and cover letter.

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. No unsolicited services or offers, please.