Financial Risk Expert – Trading Risk Management (TRM) CEM & Macro
CDR (Amsterdam - Cedar), Netherlands
EUR 62K-100K (estimate) Senior-level Full Time
Tasks
- Conduct internal reviews and challenge front office
- Drive XVA model ownership and monitoring
- Ensure model risk governance documentation monitoring back testing benchmarking
- Lead XVA risk governance improvements
- Monitor trading risk limits VaR and stress testing
- Perform ad hoc scenario analysis for XVA matters
- Perform portfolio reviews and risk sensitivity analysis
- Represent XVA team in risk and finance committees
- Support pre trade assessments limit recommendations and escalations
Perks/Benefits
Skills/Tech-stack
BA CVA | Back Testing | Benchmarking | COLLVA | CSA | CVA | Collateral | DVA | Excel | FRTB CVA | FVA | Limit Monitoring | Market Risk | Market risk modelling | Model Governance | Model Risk Management | Model risk | Netting | Python | Risk Limit Monitoring | Risk Management | Risk Modelling | SA CVA | SA-CCR | SQL | Stress Testing | VBA | Value-at-Risk | Wrong Way Risk | XVA
Education
N/A
Regions
Countries
States
Cities
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