Huidige banen gerelateerd aan Senior Regulatory Model Management Specialist - Amsterdam, Noord-Holland - ABN AMRO NL


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Credit Risk Control Unit, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesTranslate business strategy into model...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleAs a Regulatory Model Management Specialist at ABN AMRO Bank, you will play a crucial role in translating the bank's business strategy into the model landscape. You will provide expert advice on the design, implementation, and oversight of the model landscape, ensuring it aligns with current regulatory requirements and future Basel IV...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Credit Risk Control Unit, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesTranslate the bank's business strategy...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Credit Risk Control Unit, you will play a crucial role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesDesign, implement, and oversee the...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleAs a Regulatory Model Management Specialist at ABN AMRO Bank, you will play a crucial role in translating the bank's business strategy into the model landscape. You will provide expert advice on the design or selection, implementation, oversight, and performance of the model landscape, taking into account current implemented (A)IRB models,...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Risk Data and Analytics department, you will play a crucial role in ensuring the bank makes informed, data-driven decisions.Key ResponsibilitiesTranslate the bank's business strategy into the model landscape, providing...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Risk Data and Analytics department, you will play a crucial role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesTranslate business strategy...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO Bank. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with current regulations.Key ResponsibilitiesTranslate the bank's...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO Bank. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with current regulations.Key ResponsibilitiesTranslate the bank's...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO Bank. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with current regulations.Key ResponsibilitiesTranslate the bank's...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Risk Data and Analytics department, you will play a crucial role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesTranslate business strategy...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Risk Data and Analytics department, you will play a crucial role in ensuring the bank makes informed, data-driven decisions.Key ResponsibilitiesTranslate the bank's business strategy into the model landscape, providing...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO Bank. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank makes informed, data-driven decisions.Key ResponsibilitiesTranslate the bank's business strategy into the model landscape,...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO Bank. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank makes informed, data-driven decisions.Key ResponsibilitiesTranslate the bank's business strategy into the model landscape,...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesTranslate the bank's...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN AMRO Bank. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with current regulations.Key ResponsibilitiesDevelop and implement...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Risk Data and Analytics department, you will play a critical role in ensuring the bank's regulatory models are accurate, reliable, and compliant with regulatory requirements.Key ResponsibilitiesTranslate the bank's...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Position OverviewABN AMRO is a prominent Dutch financial institution with a significant presence across Europe. We are seeking a talented Regulatory Model Management Specialist to join our Credit Risk Control Unit (CRCU). This role requires a robust background in quantitative risk management and a comprehensive understanding of the regulatory frameworks...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleAs a Regulatory Model Management Specialist at ABN AMRO Bank, you will play a crucial role in translating the bank's business strategy into the model landscape. You will provide expert advice on the design, implementation, and oversight of the model landscape, ensuring it aligns with current regulatory requirements and future Basel IV...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Position OverviewWe are seeking a talented Regulatory Model Management Specialist to enhance our Credit Risk Control Unit (CRCU) at ABN AMRO. This role requires a robust background in quantitative risk management and a comprehensive understanding of the regulatory frameworks that govern capital calculations for credit risk.Key ResponsibilitiesIn this...

Senior Regulatory Model Management Specialist

4 maanden geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO NL Voltijd
At a glance

We need you
ABN AMRO is a leading Dutch bank, with an international presence across Europe. As part of our Credit Risk Control Unit (CRCU), we are looking for a skilled Regulatory Model Management Specialist (RMM)who has a solid (quantitative) risk management background complemented with a thorough understanding of the regulatory requirements underlying the capital calculation for credit risk. The CRCU is responsible for the design, implementation and oversight of the rating systems in line with requirements from Article 190 from CRR

Your job

As a regulatory model management specialist you will translate the bank's business strategy into the model landscape. You provide advice on the design or selection, implementation, oversight and performance of the model landscape, in the context of current implemented (A)IRB models, permanent partial use (PPU) of standardised approach, roll-out decisions and future Basel IV requirements. Furthermore, the team is also responsible to maintain the quality of the IRB credit risk (CR) models and the bank's related processes, procedures, and systems. In this role, you will participate in the quality assurance assessments of model (re)developments or model monitoring projects among other activities

In your day-to-day job you will work in multidisciplinary project teams. You closely work together with modellers, policy department and the business in order to ensure that the model landscape properly reflects the regulation, the business practices and processes. This means being (actively) involved in stakeholder management of both internal and external parties including the DNB and ECB. You are capable of providing advice to the relevant stakeholders with advice on IRB CR models, roll-out related issues and interpretation of regulation

You enjoy the challenge of performing quantitative, financial and non-financial analyses. You are able to provide a clear and proper explanation of relevant regulations and internal policies. Your reliable advice and decision-making forms the basis for optimizing the quality of the credit risk model strategy. You communicate clearly and transparently, both orally and in writing. It is expected that you continue developing your knowledge and skills and be able to coach your junior colleagues who will be supporting you.

Working environment

The Regulatory Model Management department is a new team which is being extended covering the tasks of the Credit Risk Control Unit (CRCU). RMM is part of the Risk Data and Analytics department which plays a key role in ensuring that the bank makes informed, data driven decisions. The main focus is the development, implementation and maintenance of our regulatory models. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

Your profile
  • Minimum of 7 years of work experience in credit risk management, policy and framework development or regulatory reporting; or
  • Minimum of 7 years of work experience in quantitative analysis within risk modelling or model validation in banking and finance
  • Academic education in a relevant field, like econometrics, mathematics, actuarial studies, risk management or finance
  • Exceptional understanding on regulatory requirements regarding capital requirements for credit risk - internal ratings based approach (IRB) and the standardized approach (SA) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines.
  • Be able to perform, amongst others, impact assessments of changes in capital requirements â€" risk weighted assets (RWA) â€" in for example SAS or Excel
  • Substantive knowledge either in statistics, banking products, regulatory reporting or credit risk assessments
  • Excellent communication skills (verbal and written) in English
  • Able to work independently and under pressure
  • Pro-active mentality as well as collaborative attitude
  • Team player and goal oriented profile
We are offering
  • Multicultural working environment with great colleagues from different nationalities
  • Challenging work on complex and advanced quantitative problems
  • Attractive package (depending on your level of seniority you are allocated to the according salary scale)
  • Flexible and fun working environment
  • Wide range of training opportunities
  • Career development and the possibility to gain experience in different areas of risk modelling, in other business areas of the bank, or in one of our international locations
Interested?

To find out more, contact Robert van den Boogaard; We are looking forward to hear from you

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Disclaimer external recruitment agencies

Lees meer

Wie zijn je collega's?

"Aan het begin van de coronacrisis hoefde een groot deel van onze klanten tijdelijk geen rente en aflossing over hun lening te betalen. Het voelt goed om ondernemers die het zwaar hebben te helpen."
Lees het verhaal

Sander Cremers
Portfolio Manager Financial Risk

"De financiële gegevens van alle afdelingen bundelen we tot begrijpelijke rapportages. Zo adviseren we het management over de financiële positie van het bedrijf."
Lees het verhaal

Rosalie Tulen
Junior Controller

"Je merkt heel duidelijk dat ABN AMRO in beweging is. Er zijn continu nieuwe projecten aan de gang, waarvan een groot deel met duurzaamheid te maken heeft."
Lees het verhaal

Niels Vlaming
Reporting Specialist

"Er is met data nu véél meer mogelijk dan een paar jaar geleden. Daar ligt de uitdaging voor mij."
Lees het verhaal

Joep Timmermans
Junior Accounting Data Analist

"De manier van denken is belangrijker dan direct alle antwoorden paraat te hebben. Het gaat er meer om wat je doet als je de antwoorden niet hebt."
Lees het verhaal

Anna Zadorozhnaia
Senior Data Scientist