Monthly fair and prudent valuation adjustment calculation
The role deals with a broad range of international stakeholders on fair value positions in Financial Markets, Group Treasury, WB Lending
Job Summary
The role deals with a broad range of international stakeholders on fair value positions in Financial Markets, Group Treasury, WB Lending.
The team is located in Amsterdam head office and is globally responsible for Monthly fair and prudent valuation adjustment calculation, analysis and reporting.
We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious.
Matching Summary
The role deals with a broad range of international stakeholders on fair value positions in Financial Markets, Group Treasury, WB Lending.
Skills & Requirements
Must-have
Fair value hierarchy assessments
Day One P&L deferral assessment
Monthly fair and prudent valuation adjustment calculation
Senior management interactions
Sox control and operational risk frameworks
Nice-to-have
Constructive attitude and pro-active team player
Delivery focus considering agreed timelines
Independent and creative with focus on delivering pragmatic solutions
Informal working environment with innovative colleagues
Key Requirements
University degree in Finance/Economics/Econometrics
8+ years of experience in Market Risk, Valuation or Product Control