Junior Market Risk Manager

At Market & Counterparty Credit Risk, we’re looking for a Junior 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.

At a glance

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?

We vragen:

• 0+ jaar
• Een leergierige houding
• Analytische skills

We bieden:

• Een uitgebreid arbeidsvoorwaardenpakket
• Regie op eigen ontwikkeling

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 & Counterparty Credit Risk on material first line proposals.

Working environment

ABN AMRO is a leading bank in the Netherlands with focus on Northwest Europe.

Our team in Market & Counterparty Credit Risk is part of the Financial Risk Management department, together with other teams including Market & Liquidity Risk Banking Book, Capital Risk, and Stress Testing and Recovery & Resolution Planning.

Your profile

We are looking for a skilled and high-performing individual, who will help us shape the future of ABN AMRO.

You recognise yourself in the following traits:

• Team player: You are a social person who enjoys working in groups and sharing not only responsibilities, but also a laugh, coffee and, of course, success.
• Enthusiastic and hardworking: You work with passion on your daily tasks.
• Proactive: You have a hands-on mentality and are not afraid of asking questions.
• Puzzle solver: You are detail-oriented, enjoy finding solutions and does not give up.
• You live in The Netherlands.

Required:

• Background 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.