Regulatory Model Governance Expert

3 dagen geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

Company Overview

ABN AMRO Bank is a leading financial institution that values data-driven decision making. Our Risk Data and Analytics department plays a crucial role in ensuring the bank's success.

About the Role

We are seeking a highly skilled Regulatory Model Management Specialist to join our team. As a key member of our Regulatory Model Management department, you will be responsible for translating business strategy into model landscapes.

Responsibilities:

  • Provide advice on design or selection, implementation, oversight, and performance of model landscapes
  • Maintain quality of IRB credit risk models and related processes, procedures, and systems
  • Participate in quality assurance assessments of model developments or monitoring projects

Required Skills and Qualifications

To succeed in this role, you will need:

  • Minimum 4 years of experience in credit risk management, policy development, or regulatory reporting
  • Academic education in a relevant field, such as econometrics, mathematics, actuarial studies, or finance
  • Exceptional understanding of regulatory requirements regarding capital requirements for credit risk - internal ratings based approach (IRB) and standardized approach (SA)
  • Excellent communication skills in English
  • Able to work independently and under pressure

Benefits

We offer a competitive salary, benefits package, and opportunities for career growth and development. You will be working in a multicultural environment with great colleagues from different nationalities, and you will have access to wide range of training opportunities.

Estimated Salary: €80,000 - €110,000 per year



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