Cross Valuation Adjustment Specialist Global Markets

Are you ready for the next step in your career? At the XVA & Risk Management Team within Markets/Fixed Income and Derivatives we are looking for a new colleague with a diverse background in either XVA, Trading, ALM, Modelling or Regulations (Basel). Do you want to contribute to the XVA team and take our team to the next level? Then we want to hear your story!

You are part of the XVA & Risk Management Team, which is part of the Global Markets dealingroom in greater Amsterdam area. We are the pinnacle within Global Markets. The team is responsible for managing the Cross-Valuation Adjustments (XVAs) and the scarce resources (a.o. RWA, balance sheet) for Global Markets. We are a diverse team with different levels of experience and a broad skillset that brings the XVA Desk further every day. Aiming for continuous improvement we are looking to expand our knowledge and skillset to be future proof and you are the missing link.

So what could you work on at the XVA Desk?

• XVA pre‑trade pricing of bilateral and CCP-cleared derivatives.

• Daily collateral management across CCP and bilateral portfolios.

• Create data analyses of all trade related data to get new insights that will help our team and Global Markets to efficiently manage our scarce resources.
• Closely work together and provide proposals on scarce resource optimisation and risk overlay.
• Work on ad-hoc or long-term projects where programming skills (Python, MySQL) and in-depth derivatives knowledge is required.
• Collaborate with our stakeholders ( Sales and Trading teams, Quants, ALM, Finance..).
• Be on top of financial markets developments and derivatives regulations

Given the collaborative and market‑focused nature of the XVA Desk, we work together on the trading floor at least four days per week. This ensures fast communication, high‑quality analysis, and a strong team dynamic.

You will join the XVA Desk within Global Markets, a team of quantitative specialists responsible for managing the bank’s valuation adjustments and optimizing derivatives exposures. The environment encourages learning, ownership and analytical excellence.

We are looking for a senior person to contribute in expanding our XVA and scarce resources management. You combine strong quantitative capabilities with deep understanding of derivatives and financial resource usage. You enjoy solving complex problems, working with data, and providing clear explanations of technical concepts.

Your profile:

• Quantitative Master Degree (e.g. Computational Science, Mathematics, Econometrics, or related).
• Extensive experience (5+ years) in XVA modeling, risk management, or a related area within financial services.
• In-depth knowledge of financial derivatives, valuation adjustments, and risk management principles.
• Understanding of XVA Management and hedging strategies.
• Detailed knowledge of regulation impacting markets scarce resources.

Key personal characteristics:

• Team player
• Creative and solution‑oriented
• Self-starter who takes the lead in (new) projects.
• Accurate and detail‑driven
• Comfortable working in a dynamic, high‑paced environment

• The gross monthly salary (min. Eur. 5.847 - max. Eur. 8.353) is based on a 36-hour work week, including vacation pay and Benefit Budget. 40 hours is a possibility.
• 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.
• An annual public transport pass with free public transportation throughout the Netherlands, that can also be used privately.
• An excellent pension scheme.
• We offer you a lot of room to grow and the freedom to get the best out of yourself.

Apply now by sharing your CV and motivation. We look forward to getting to know you. If you have questions about the role, please contact Erwin Faas at Erwin.Faas@nl.abnamro.com for more information.

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. No unsolicited services or offers, please.

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