Financial Risk Specialist (Finance)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Financial Risk Specialist (Trad Risk Management): Provid independent risk oversight for the Credit Exposure Management desk and Macro strategies with an accent on XVA risks and market risk methodology. Focus on proactive risk management, conduct portfolio reviews, and implement model and governance improvements to ensure regulatory compliance.
Location: Hybrid (Amsterdam, Netherlands)
Company
is a global financial institution provid comprehensive bank and risk management services.
What you will do
- Strengthen the XVA risk management framework through internal reviews and constructive challeng of stakeholders.
- Perform portfolio reviews, ad-hoc scenario analysis, and BAU risk limit monitor us VaR and stress test.
- Provide independent challenge on complex transactions and new products, includ pre-trade assessments.
- Develop risk model monitor activities and ensure robust governance, documentation, and audit readiness for XVA models.
- Drive change initiatives to improve the XVA risk control environment, focus on data quality and process automation.
- Support regulatory initiatives such as FRTB and periodic EBA stress test.
Requirements
- 5-8 years of experience in financial risk disciplines.
- Master’s degree in Econometrics, Quantitative Finance, Mathematics, or another quantitative field.
- 3+ years of experience in XVA risk, trad, or model validation.
- Proven knowledge of financial markets, valuation, and market risk models.
- Proficiency in Excel and solid Python skills.
- Fluent English proficiency.
Nice to have
- Knowledge of VBA and SQL.
- Experience with regulatory frameworks impact XVA and counterparty risk (e.g., FRTB-CVA, SA-CVA, SA-CCR).
Culture & Benefits
- Competitive salary with a 13th month salary and 8% holiday allowance.
- 25-28 vacation days depend on the contract.
- Flexible work hours and hybrid work options.
- Individual Savs Contribution (BIS) of 3.5% of gross annual salary.
- Mobility card for daily commut and free public transport on weekends.
- Informal work environment with a focus on personal growth and professional development.
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