Financial Risk Specialist - ALM-T Risks

As a Financial Risk Specialist, you will be a part of the team responsible for the oversight, measurement, and governance of the bank’s Liquidity and Market Risk exposures in the banking book.

You will ensure that the bank operates within its approved risk appetite, maintains strong regulatory compliance and continuously improves its risk measurement, monitoring and stress testing capabilities. You will partner closely with the ALM, Treasury, Risk Modeling, Finance and other Risk departments to ensure that the risks are sufficiently mitigated and the senior management if well informed.

Your main responsibilities are:

• Assist in the Liquidity and Market Risk Appetite and limit setting process;
• Monitor and challenge key Financial risk metrics defined within the Liquidity and Market Risk in Banking Book risk types and Early Warning Indicators.
• Take part in various initiatives related to ABN AMRO’s internal liquidity stress testing process: e.g. annual framework and scenario review, model and parameter updates, automation of reporting and analysis tools;
• Contribute to the validation, monitoring and analysis of liquidity and Intererst rate metrics, and establish and enhance a forward looking view on these metrics;
• Provide analysis for the annual ILAAP submission to the regulator and the Liquidity Adequacy Statement and assist in the advice and challenge of the Contingency Plan, Funds Transfer Pricing and related processes;
• Facilitate risks assessments on the new business proposals & activities and providing advices towards the1st line, such as ALM and Treasury or specific business lines proposals.
• Participate in change projects either driven by our teams or other Finance/ALM teams.

You will be part of an international team of motivated people. You operate in a "Second Line of Defence Capacity", which means the environment is of a strong control, oversight and effective challenge. You and your team will be the gatekeeper of the banks stability and contribute to the ability of the bank to continue servicing its clients and other stakeholders, even in periods of stress.

The vacancy resides in the Financial Risk Management department, which is the second line of defense for liquidity and market risk in banking book. The department consists of approx. 10 plus FTE and is situated in the dealing room of the ABN ARMO headquarters in Amsterdam. The most important business units that the department supervises are central ALM/T and Global Markets, but the responsibility is worldwide. In this role, we have a direct reporting line to the CRO.

The environment is professional and disciplined. While there is a steady rythm of regular business as usual activities of monitoring and control, the environment can shift instantly based on market volatility, internal stress and geopolitical events. During the stress events, the pace accelerates rapidly, requiring quick turnarounds, stress testing and real time reporting to senior management. You must be comfortable pivoting from deep dive analytical sessions and framework setting to urgent high pressure briefing sessions.

The role is cross functional. You will collaborate a lot of ALM, Treasury, Finance and other Risk departments and thus requires a diplomatic yet firm communication style.

To be successful in this role you need to be motivated and proactive. You have an analytical mind and can see the big picture, while at the same time you also have attention for the details. You can explain complex issues in an understandable way and you like to cooperate with different stakeholders.

Are you interested: check your profile:

• A young professional with good understanding of Balance sheet management dynamics;
• 3-4 years of experience in the Financial risk / ALM / Treasury management or related areas;
• A Master’s degree in economics, finance or quantitative field (Econometrics, mathematics or similar)
• Experience with ALM models and model landscape. A quantitative background and Python or another programming knowledge is a plus;
• Knowledge of recent regulatory developments and overall regulatory guidelines in the liquidity and capital risk area (LCR DA, NSFR, Basel IV);
• Strong analytical skills, able to analyse and understand complex issues;
• Good communication skills, both verbal and written. Have the ability to translate complex issues into comprehensible risk views for higher management and main stakeholders;
• Proactive, collaborative and a team player, who is willing to be part of a diverse and dynamic, international team.

• An informal multi-cultural working environment.
• The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay andbenefit 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.

Are you interested on applying or wanting to obtain more information? Please apply with your latest resume and motivation letter and do not hesitate to reach out to one of our colleagues, who would be happy to provide you with more information.

Please contact Anuya Kale (Anuya.kale@nl.abnamro.com) or Thies Rutten (Thies.Rutten@nl.abnamro.com).

At ABN AMRO, we believe in "Banking for better, for generations to come." Equal opportunities for everyone are a crucial foundation, as we strive for an inclusive culture where all employees feel seen, heard, and valued. Our vision of being a personal bank in the digital age aligns perfectly with the demand for surprising insights and innovative solutions, born from a diverse interplay of cultures and experiences. We focus on customer experience, sustainability, and building a future-proof bank, conducting annual reviews to ensure equal pay for equal work. Join a bank that embraces ingenuity and ambition, and make an impact with us for a better future.

If you want to apply for the B-Able or Reboot program, make sure to mention it both in the title and the content of your resume.

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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