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3 дня назад

Financial Risk Expert (Trading Risk Management TRM, XVA)

Формат работы
hybrid
Тип работы
fulltime
Грейд
lead
Английский
c1
Страна
Netherlands
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

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TL;DR

Financial Risk Expert (Trading Risk Management TRM, XVA): Lead XVA risk oversight for the Credit Exposure Management (CEM) desk, strengthening the XVA risk management framework across derivative asset classes with an accent on counterparty credit risk and market risk perspectives. Focus on driving model ownership and governance for XVA VaR and FRTB-CVA capital models, performing portfolio reviews and limit monitoring, and challenging Front Office on complex transactions, new products, and regulatory requirements.

Company

hirify.global provides independent financial risk oversight within ING’s CRO Financial Risk organization.

What you will do

  • Strengthen the XVA risk management framework through internal reviews, constructive challenge of Front Office and stakeholders, and ongoing dialogue on positioning, market developments, and trading strategies.
  • Run portfolio reviews and business-as-usual risk limit monitoring, including risk sensitivities, Value-at-Risk (VaR), stress testing, and limit updates.
  • Act as a key contact for XVA matters, performing ad-hoc scenario analysis and advising on relevant developments.
  • Own and govern XVA models (XVA VaR and FRTB-CVA capital), including monitoring, back-testing/benchmarking, documentation, and audit readiness; support supervisory requests and internal model reviews.
  • Drive end-to-end XVA risk control improvements (data quality, BAU process automation, tooling and management information) in collaboration with Front Office, Finance, and IT.
  • Support regulatory initiatives such as FRTB, periodic EBA stress testing, and industry studies/consultations.

Requirements

  • Minimum 10 years of experience in Trading Risk, Trading, or adjacent areas.
  • Proven leadership experience (leading teams, coaching, setting priorities) within Trading Risk / Market Risk / Counterparty Credit Risk / XVA.
  • Strong knowledge of financial markets, valuation, and market risk models, with deep understanding of XVA concepts and drivers (PD, LGD, exposure, collateral/CSA, netting, wrong-way risk).
  • Experience with model risk management and governance (monitoring, back-testing/benchmarking, documentation, audit readiness) and ability to steer remediation.
  • Excellent communication skills to engage multiple stakeholders and translate complex issues into practical and strategic responses.
  • English: Fluent (C1)

Culture & Benefits

  • Hybrid working model.
  • 25–28 vacation days depending on contract, plus pension scheme.
  • 13th month salary and 8% holiday payment.
  • Mobility Card and an informal, results-oriented working environment.
  • Personal growth with challenging work and opportunities to keep learning.

Hiring process

  • Submit CV and motivation letter via the application button.
  • Recruiter contact attached to the advertisement for next steps.

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