Financial Risk Manager

Organisatie
ING
Locatie
Amsterdam
Opleidingsniveau
WO
Arbeidsvoorwaarden
Marktconform
Vakgebieden
Deze vacature is niet meer vacant

Financial Risk Officer – Linear Rates (9/10)

Permanent contract

Full time

Amsterdam

Your role & work environment

You will be part of the team that provides market risk support to the Linear Rates trading desk. The team is part of the Financial Risk Trading Risk Management (FR TRM) department in Amsterdam. FR TRM is a global department within ING CRO domain, responsible for product control and market risk management activities of the FM trading activities.

The core activities of the team are measuring and analysing the day-to-day Profit and Loss (P&L) generated by the trading desk and monitoring and advising on the market risk exposures that are taken in the trading books. Next to this, the team is also involved in the product approval process, regulatory compliance projects and continuous system improvements.

Your key responsibilities

The key responsibilities for the role are:

  • Producing a timely and accurate daily P&L and risk report.
  • Providing in depth commentary that explains P&L in terms of risk factors and gives context to the evolution of market risk exposures in the trading book
  • Following up with traders on limit breaches, demonstrating appropriate challenge.
  • Understanding the P&L drivers and market risk profile of the products and trading strategies.
  • Performing price testing and calculating valuation adjustments and reserves on a monthly basis.
  • Participating in monthly desk reviews with Front Office, on limit consumption, limit review and pro-active risk management topics.
  • Participating in regulatory global projects like FRTB and the IBOR transition program.
  • Participating in local and global projects to improve risk metrics, data quality or implement enhanced trading and reporting systems

We look for

A colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead . In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems.

As a Financial Risk Manager, you will also need:

  • Master’s degree, preferably in Maths, Engineering, Finance, Economics
  • At least 2 years market risk experience
  • Strong financial product knowledge and a sound mathematical background
  • To be a good communicator with attention to detail and able to summarise.
  • To be a team player that can work with cross-functional, geographically dispersed teams
  • To be able to understand the business perspective of key projects for Front Office
  • To have a flexible approach to role and responsibilities
  • To be fluent in English
  • Programming experience (VBA, Python, …)

We offer you

A job of 40 hours and a unique offer that fits in with the times of today. We take into account your home situation and your ambitions and help you to balance work and private life. Discover yourself our employment conditions. ;

  • A salary tailored to your qualities and experience;
  • Flexible working hours and the possibility to work at home;
  • Reimbursement for travel expenses;
  • 27 vacation days (based on a 40-hour working week);
  • Pension scheme;
  • 13th month salary;
  • Individual Savings Contribution (BIS), 3.5% of your gross annual salary;
  • 8% Holiday payment;
  • Personal growth and challenging work with endless possibilities to realize your ambitions;
  • An informal working environment with innovative colleagues who strive for the very best.

Questions?

Contact the recruiter attached to the advertisement for more information. Want to apply directly? Please upload your CV and motivation letter by clicking the “Apply” button.

About us

With around 52,000 employees and operations in approximately 40 countries, there is no shortage of opportunities for people with initiative who want to make a difference. We hire smart people like you for your potential, not your past. Our biggest expectation is that you’ll stay curious. Keep learning. Take on more responsibility. In return, we’ll back you to develop into an even more awesome version of yourself.

If you want to work at the cutting edge of what’s possible, surrounded by progressive, inspiring and supportive colleagues, there is no better place to invest your talents than at ING. Join us. Apply today

Vacature informatie

Organisatie: ING

Locatie: Amsterdam

Opleidingsniveau: WO

Meer vacatures