Regulatory Model Governance Expert
3 dagen geleden
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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