Credit Risk Model Specialist
1 week geleden
About the Role
The Model Ownership team is responsible for facilitating all necessary activities for Credit Risk Models, including CER aspects, accepting accountability, and ensuring the model lifecycle is properly followed.
The team is accountable for Pillar I and economic capital credit risk models, including their CER implications, and keeps oversight on the design, key decisions, internal and regulatory approval, implementation, use, monitoring, and decommissioning of the Credit Risk Models under its mandate.
The models owned are used for regulatory and economic capital calculation, risk-based decision making, portfolio management, pricing, CER assessment, and multiple other uses.
Key Responsibilities
- Oversight of the model life cycle, including formulating opinions on the quality of models, initiating discussions on necessary changes, and reporting on the state of affairs of the models.
- Expertise on Climate and Environmental Risk (CER) topics, spearheading novel CER-related initiatives, and helping the team increase knowledge and train other team members on CER matters.
- Collaboration with various departments, including Modelling Data, Risk Modelling, Regulatory Model Management, Model Validation, IT, Operational Risk Management & Control, and supervising authorities like internal Audit and DNB/ECB.
Requirements
- Academic education in a relevant field.
- 2-10 years of working experience in a relevant position.
- Knowledge of the CRD/CRR framework and credit risk model-related regulations.
- Sufficient knowledge of Climate and Environmental Risk within the finance industry.
- Excellent communications skills, especially in writing (fluency in English is required).
- Ability to explain the main concepts of credit risk model design, including underlying data and their application to stakeholders.
- Pro-activity and ability to steer discussions.
We Offer
- The opportunity to be the best you can be, work flexible hours, and lots of room to grow both personally and professionally.
- A salary in pay scale 10 to 12, depending on your experience and on our assessment of your expertise and qualifications.
- A personal development budget of EUR per year.
- An annual public transportation pass.
- A solid pension plan.
About ABN AMRO Bank
ABN AMRO Bank is a leading financial institution that values its employees and offers opportunities for growth and development.
We are committed to creating a diverse and inclusive work environment that fosters innovation and excellence.
Our team is passionate about delivering exceptional results and making a positive impact on our customers and the community.
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