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Market Risk Management Officer II - Amsterdam


At a glance

Are you passionate about improving Asset & Liability  Management at ABN AMRO by controlling the interest rate risk? You understand the interest rate risks that ABN AMRO runs, and use your knowledge and experience to make a positive impact on interest rate risk management as part of the Market Risk Management department. Are you excited by the challenge of managing ABN AMRO’s interest rate risks, following regulatory developments and making reports, carrying out analyses and giving advice? Or do you aspire to challenge these from a risk management perspective? What do you see when you envision the next step? Work on achieving your goals and develop yourself professionally and personally. Tell us your story. We want to hear it!

Your job

As a specialist in the field of interest rate risk management, you will assess ABN AMRO’s interest rate risks. You’ll closely follow the ALM activities of the ALM/Treasury departments, and you’ll help the (senior management of the) organization to improve the ALM function. You’ll maintain continual and up-to-date awareness of the ongoing processes and risk management reports in the field of interest rate risk management. You’ll get involved in projects like stress testing, model development, and review and implementation of new regulatory requirements. You’ll be defining functional risk management requirements for the development and implementation of new systems and models. In addition, you’ll pro-actively advise senior management on the interest rate risks that the bank runs.

Your working environment

The Market Risk Management department is the second line of defence for interest rate risk in the banking arm of ABN AMRO. Currently, five people work in this area, but the role of the department is increasing, which is why new team members are needed. The department is part of the Market & ALM/Treasury Risk department, together with Risk Reporting, Modelling, Liquidity & Capital Risk Management and Regulations & Policy. The entire department is headed up by the CRO of ABN AMRO.

Your profile

You are enthusiastic and entrepreneurial. You always aim for the best results. You have strong analytical skills, are capable of seeing the big picture, but also have a keen eye for detail. You are able to explain complex matters in an easy-to-understand way, and you actively cooperate with other colleagues and departments. You have good communications skills, which also allow you to be firm when you need to be.

Do you think you're a good fit? Check out your profile:

  • You have a Master’s degree, preferably in a quantitative subject, such as maths, physics or econometrics;
  • You have five years of relevant experience in the field of interest rate risk management, as well as strong knowledge of interest rate risk management and models at banks;
  • You are well organized, and understand the importance of clearly documenting your work and results;
  • You are fluent in English, a good understanding of the Dutch language is a pre;
  • You have strong analytical and problem-solving skills;
  • You have strong interpersonal and communications skills.
What we offer

We’re offering you a role in which you can really make a difference, in a department that is continually evolving. You can learn and share your knowledge. Besides a compatible salary, we offer an wide range of trainings. At ABN AMRO, we use our knowledge, expertise and network to help our clients within and outside the Netherlands achieve their goals based on responsible decisions. Our clients’ interests always come first. We want clients to understand our products, and we sometimes say ‘no’ if a product involves a risk that is too high for the client. Putting clients’ interests first also means communicating in plain language and crafting smart solutions that genuinely make a difference. That is our goal.

Extra informatie

Fulltime (startersfunctie)

Fulltime (startersfunctie)

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