Senior CVA Analyst

  • Competitive
  • Amsterdam, Noord-Holland, Netherlands
  • Contract, Full time
  • People in Computers (PiC)
  • 03 Aug 16

Full time, long term contract for a Senior CVA Risk Advisor.

Advert

Our Global Investment Banking client is currently looking for a Senior CVA Analyst to join their team. This team is a global team within the Risk organization that provides expertise in relation to CVA, regulatory requirements and model development for internal and regulatory default risk and CVA capital.

The business scope of this team is the Financial Markets business and they are responsible for monitoring, analysing and advising on:

  • Global market risk, regulatory and economic capital
  • Performance of the business activities
  • Counterparty credit risk of derivatives
  • Collateral management

 

Job Description

As an Experienced Professional you will take responsibility for daily monitoring, measuring and advising on the market and counterparty credit risk of the derivatives portfolio, more specifically:

  • Credit Valuation Adjustment (CVA)
  • Collateral Portfolio
  • Counterparty Credit limits on derivatives
  • Besides frequent monitoring, measuring and advising you will also participate in projects to improve methodologies, processes and the implementation of new regulation on regulatory and economic capital.

 

Requirements

Excellent analytical skills and the ability to create, challenge and improve risk monitoring techniques and measures.

  • Master’s degree or PhD in mathematics or econometrics
  • Minimum of 5 years’ risk management experience preferably combined with product control experience
  • Proven knowledge in financial markets and derivatives
  • Fluent in English
  • Good communication skills
  • Team player
  • Flexible