Trader - XVA Desk

Are you ready for a second step in your career? At the XVA Team within Markets/Fixed Income and Derivatives we are looking for a new colleague with a diverse background in either XVA, Trading, ALM, Modelling or Regulations (Basel). Do you want to contribute to the XVA team and take our team to the next level? Then we want to hear your story!

You are part of the XVA Team, which is part of the Markets 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 could you work on at the XVA Desk?

• 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 and risk overlay.
• 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 (including ESG) to build a sustainable business.

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 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 7 years of relevant work experience.
• You have a solid knowledge of Markets Products.
• Understanding of XVA Management and hedging strategies.
• Knowledge of scarce resources.
• Self-starter who takes the lead in (new) projects.
• 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.

• 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.

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.

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.

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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