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Junior Market Risk Officer - ABN AMRO Bank

Locatie: Amsterdam

We are looking for a:

Junior Market Risk Officer

In this junior function you look at the market risk of all global trading and treasury books covering all asset classes. You monitor whether positions are within limits and mandate. Furthermore, you analyse the regulatory capital that ABN AMRO needs to hold against the trading positions. You have an understanding of the valuation of derivatives, of risk models and of capital markets dynamics. In addition to your day to day tasks you will work on projects like EBA Stress Testing or adhoc analysis of large datasets using Python.

Your job

Risk analysis and advice 

Monitors positions versus limits and policies, communicates irregularities with the Senior Market Risk O?cer. Assesses market risks for new product proposals, oneo? transactions, limit proposals and new activities & locations worldwide. Draws up a suitable risk report as proposal, proposing new products or increases in business proposals limits so that a proper assessment can be made in the relevant risk committees and provide them to the Head Market Risk Management and Senior Market Risk O?cer for approval. Is responsible for carrying out analysis and delivering input for a de?nitive conclusion to Head Market Risk Management and Senior Market Risk O?cer. Coordinates communication with business and outside risk management with the Senior Market Risk O?cer and informs the Head Market Risk Management on material 1st line proposals.   

Market Risk Management process 

Performs a regular review of the limits, the stress testing and stress scenario programmes as well as reviews of the portfolios. Monitoring of internal model performance through backtesting and benchmarking exercises. Performs acceptance tests on changes in the Market Risk Management infrastructure and reports results to the Head of Market Risk Management. Provides input for setting the functional risk requirements for projects. Identi?es bottlenecks in the processes within Market Risk Management.   

Regulations and external relations 

Provides input for risk or model reports that are relevant to external parties (including DNB and ECB), such as backtesting analyses, market risk solvency requirements and stress testing.

Your workenvironment

Risk Management is responsible for a healthy relationship between risk and return taking into account ABN AMRO’s moderate risk pro?le. Market & ALM/T Risk reviews and assesses risks, checks whether the business operates within the de?ned limits and mandates, interprets and implements regulations, designs policies, develops risk models and opines on business proposals.   Market & ALM/T Risk is divided into 3 teams, namely: Market Risk Management Trading and Treasury, Interest Rate Risk in the Banking Book and Liquidity & Capital Risk Management. The department consists of around 21 FTE.   Market & ALM/T Risk is responsible within Risk Management for the 2nd line supervision of Market Risk. The most important business units that MRM supervises are central ALM/T and Global Markets, but the responsibility is worldwide.   The context of this function concerns an environment of increased complexity and dynamics in products, type of business, regulations and the global environment. The following portfolios fall within the scope of the department: Treasury, Banking Book, Rates, Foreign Exchange, Commodities, Equity, Securities Finance and Clearing and the risks related to Pension obligations.   Market Risk Management (and other Risk Control functions) assess risks according to the guidelines set by Group Risk Committee and supervisors.

Your profile

Do you think this position ?ts you? We are looking for the following:  

  • Master in Economics, Finance, Econometrics, Mathematics or a similar topic Well informed on developments regarding market risk best practices, internal policies, regulation, product developments and liquidity of products.
  • Experience in Market Risk Management, Asset & Liability Management or Trading related function in a global environment Knowledge of ?nancial markets and traded products Knowledge of valuation and risk models Knowledge of capital management  and regulatory requirements FRM and/or CFA certi?cation are a pre Programming skills (e.g. Python) Highly team oriented, enthusiastic and proactive

We offer

  • Freedom to perform at your best, work ?exibly and lots of room to grow
  • Help to stay ?t and healthy An additional bene?t budget of 11%, which you can use to buy employment bene?ts in a ?exible way
  • A personal development budget of EUR 1000 per annum
  • Free public transportation or a transportation budget, depending on function
  • A good pension scheme

We look forward to meeting you. 


Information and application:


Please send your application for Junior Market Risk Officer at ABN AMRO Bank in Amsterdam including your CV via our website.

Job code:


Job posted

20 maart 2019
Apply Now

More information:

Are you interested? Please apply online. For questions about the role please contact Amine Assody via

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Argonweg 14
1362 AA Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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