Quantitative Risk Specialist
3 weken geleden
About the Role
The Regulatory Model Management department at ABN AMRO Bank is seeking a highly skilled and motivated Quantitative Risk Specialist to join their team. As a key member of the team, you will be responsible for translating the bank's business strategy into the model landscape, providing advice on the design or selection, implementation, oversight, and performance of the internal model landscape.
Key Responsibilities
- Participate in ongoing initiatives to maintain the quality of the IRB credit risk (CR) models and related processes, procedures, and systems.
- Provide clear and proper explanations of relevant regulations and internal policies.
- Develop and implement quantitative, financial, and non-financial analyses to optimize the quality of the credit risk model strategy.
- Communicate clearly and transparently, both orally and in writing.
Working Environment
The Regulatory Model Management department is a growing international team, part of the Risk Data and Analytics department. When COVID measures allow, we have a hybrid way of working, with about 50% of the time spent at the office. We organize fun activities together every month.
Requirements
- Academic education in a relevant field, such as econometrics, mathematics, actuarial studies, risk management, or finance.
- Skilled in SAS or Excel.
- Experience with an internship at ECB or financial institution/regulatory is an advantage.
- Knowledge in statistics, banking products, regulatory reporting, or credit risk assessments is a plus.
- Excellent communication skills (verbal and written) in English, team player, and goal-oriented profile.
What We Offer
- Multicultural working environment with great colleagues.
- Challenging work on complex and advanced quantitative problems.
- Attractive salary package.
- Flexible working and fun environment.
- Wide range of training opportunities.
- Career development and the possibility to gain experience in different areas of risk modelling and business units.
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