We're looking for someone who can sit between our trading desk and our financial reporting, and own the risk lens on both. You'll monitor and report market and counterparty risk day-to-day, help validate the models that price our book, and build the data infrastructure that makes risk and finance reporting fast, accurate, and automated. This is a hybrid risk/control role for someone with a quantitative mindset. You'll spend most of your time on risk monitoring, P&L attribution, and model support (80%) — and the rest owning the control cycle alongside the Finance Manager (20%).
What you'll do
Risk Controlling: Assist in developing and monitoring risk metrics (VaR, P&L attribution, Credit Risk). Run daily market risk reporting VaR, sensitivities/Greeks, stress tests, limit monitoring and flag breaches to the trading desk and management. Track counterparty and credit exposure across brokers and clearers. Attribute P&L, reconcile trading P&L to risk factors, explain daily moves, and investigate unexplained variance between front-office and finance numbers.
Data Infrastructure, Quantitative Support & Automation: Build and maintain the data flows (Python, SQL, Power Query) that pull trade, position, and market data into risk and finance reporting. Replace manual reconciliations with automated controls on exchange fees, clearing costs, and broker commissions. Work with traders and quants to sanity-check pricing and risk models, document assumptions, and build independent revaluation tooling. Deliver live Power BI / Tableau views of risk exposures, P&L, and budget variance for the management team.
Trade Controlling & Economic P&L: Follow and validate on a monthly basis the economic P&L, including all trading activities. Ensure that front office positions and results are accurately reflected in financial reporting. Lead the analysis and control of financial data and processes in preparation for monthly and year-end closing. Create and maintain all appropriate controlling tools to monitor exchange fees, clearing costs, and broker commissions, validate third-party invoices, and reconcile against internal records.
Planning and Control Cycle: Together with the Finance Manager, support month-end close, forecasting, and reporting under Dutch GAAP. Support the full month-end and year-end close processes, ensuring timely and accurate consolidated financial statements. Lead the preparation of annual budgets, financial forecasts, best estimates, and subsequent variance analysis to support strategic decision-making. Support the preparation of monthly, quarterly, and annual consolidated financial statements and reports for management and external stakeholders, ensuring consistency and analytical depth. Streamline audit through clean data exports and automated documentation.
What you bring
Bachelor's or Master's in a quantitative discipline — Econometrics, Financial Engineering, Quantitative Finance, Mathematics, Physics — or in Finance/Accounting paired with strong quantitative coursework.
3–5 years in a risk, middle-office, product control, or quantitative finance role. You're comfortable with VaR methodologies, sensitivities, and P&L attribution, and you can explain a risk number to a trader and a variance to the management board in the same afternoon.
Working proficiency in Python and SQL — enough to build and maintain real pipelines, not just read code.
Advanced Excel; working knowledge of accounting and Dutch GAAP, or a clear willingness to build it.
A bias toward automating anything you'd otherwise do twice, and toward questioning numbers that don't reconcile.
Nice to have: experience at a prop shop, market maker, hedge fund, or clearing/brokerage; exposure to derivatives pricing; FRM/CFA progress; VBA; dashboard-building track record.
What we offer
A clear path into a senior risk or finance lead seat as the company grows.
Competitive Compensation: A competitive salary and a performance-based bonus structure.
A seat next to the trading desk in a prop-trading environment, with the Finance Manager as a hands-on mentor.