MISSION
ABN AMRO Clearing (AAC) is a leading global player in clearing and clearing related services and strives to optimize profitability, return on invested capital and shareholders value. AAC is ambitious and customer oriented, striving to provide the best integrated service package for the professional business. AAC is a reliable partner, with efficient operations, compliant to all regulations and with a sound risk framework.
CONTEXT OF THE JOB
- Use your analytical ability to monitor client portfolios and markets to identify potential risks in client positions
- Gain exposure to a broad range of markets and products across the globe through interactions with clients, market places, and other risk professionals.
- Contribute to constant improvement in our approach to risk management by become a trusted adviser on markets and market risk to relevant stakeholders.
KEY DUTIES AND RESPONSIBILITIES
- Perform risk analysis on client portfolios to verify appropriate collateral requirements including deep dives into individual positions.
- Communicate with clients to ensure risk limit violations are corrected in a timely manner.
- Assess and approve deals and transactions that involves fund outflow or significant counterparty risk.
- Work with Quantitative Modelling team to understand the methodology and technology used in the Risk System and perform acceptance testing whenever changes take place.
- Regular reporting to management on identified risks, actions taken and results achieved.
- Work with Credit Risk Officer on periodic review on client’s profile, history and behaviour.
- Analyse new products, new prospect clients and new markets and identify the possible impacts.
- Provide guidance to Market Risk Analysts on global approaches to market risk management as appropriate.
- Take responsibility for the transition to a global standard trade inventory system in the region on behalf of market risk management.
REQUIRED KNOWLEDGE AND EXPERIENCE
- University degree in a quantitative discipline
- At least 10 years of experience in financial markets managing market risk in either a line one or two function.
- Good knowledge of financial products including equities, equity index, options, futures and ETF products.
- Keen interest in markets and demonstrated ability to relate it to portfolio management.
- Attention to detail, accuracy and completeness.
- An ability to work independently and think through complex and detailed problems.
- Good attitude, positive, adaptable and willing to share and learn.
- Experience working with AAC MICS system esential.
- Experience managing a large scale transition to MICS preferred.
