Analyst (Market & ALM/T Risk)

At a glance

Risk Management within ABN AMRO Clearing Bank has a global focus and operates in three regions: Europe, USA and Asia-Pacific.

Main goal of Market & ALM/T Risk Management is to ensure that AACB has sufficient capital & liquidity at all times to support its business ambitions and comply with the applicable regulation. The team is responsible for setting and continuously improving the risk management framework to ensure that the risks in scope remain within the risk appetite of the bank. The team collaborate with other departments to manage the risks and support new business initiatives.

Your job

Your focus will be on the liquidity and market risk of AACB. Your job will include the following:

1. Risk assessment, quantification and reporting:

• Develop and implement risk analytics, reports and/or dashboards;
• Support implementation of the risk framework across the AACB international organization;
• Monitor compliancy with AAB, AABC policies, risk appetite as well as the relevant regulatory requirements.
• Providing risk management commentary tor risk committees.

2. Monitoring and validation

• Regularly monitor the exposures vs approved limits
• Investigate limit breaches and escalate unsolved issues
• Perform validation of a.o. regulatory risk metrics for the firm’s liquidity and capital positions

3. Sparring partner to the Business

• Review business proposals and assess a quantitative impact of the embedded risks for AACB

Working environment

You will be part of the Market & ALM/Treasury Risk team based in Amsterdam. The team has a global responsibility for the risks in scope (market risk, liquidity & capital risks) within ABN AMRO Clearing Bank.

Your profile

A successful candidate will have the following knowledge:
General:

• Knowledge of finance, economics, and econometrics at Masters level.
• Specific knowledge should include some of the skills listed below, where #1 to 3 are essential:
• financial risk management (e.g. market risk, funding liquidity risk and/or enterprise risk)
• skills for performing data analytics and developing reports (e.g. Python, SQL, Tableau)
• financial derivative instruments (options, futures and swaps)
• Asset & Liability Management (ALM) and Treasury products
• European financial regulations (Basel, CRR & CRD etc).
• Global financial markets and market infrastructure
• Exceeding 3 years’ experience as a financial / risk management and/or Treasury specialist at a financial institution.

We are offering

• An opportunity to work in a dynamic international environment, develop a deep knowledge of financial markets and market infrastructure, and simply a very interesting job. 
• The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay and benefit budget.
• The Benefit Budget is 11% of your salary. The Benefit Budget allows you to acquire additional employment benefits. If you make no purchases or reservations in the Benefit Shop in a given month, you are paid one twelfth of your Benefit Budget that month.
• Five weeks of vacation per year. You have the option to purchase an additional four weeks per year.
• Personal development Budget of € 1,000 per year, which you can accumulate up to € 3,000.
• Possibility to work from home (in consultation with your team and depending on your position).
• An annual public transport pass with free public transportation throughout the Netherlands.
• An excellent pension scheme.

Interested?

Please contact Svetlana Gibova, Head Market & ALM/T Risk at AACB:

Svetlana.Gibova@abnamroclearing.com or Gaurav Mukherjee, Financial Risk Specialist within Market & ALM/T Risk at AACB Gaurav.Mukherjee@abnamroclearing.com.

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.