Regulatory Risk Model Specialist

5 dagen geleden

Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd
Position Overview

We are seeking a proficient Regulatory Model Management Specialist to join our Credit Risk Control Unit (CRCU) in Amsterdam. As a prominent Dutch financial institution, ABN AMRO is committed to maintaining a robust regulatory framework and ensuring compliance with capital calculation requirements for credit risk.

Your Responsibilities

In this role, you will be responsible for aligning the bank's strategic objectives with the regulatory model framework. Your expertise will guide the design, selection, implementation, and oversight of our model landscape, particularly in relation to (A)IRB models and the evolving Basel IV standards. You will also play a crucial role in maintaining the integrity of our IRB credit risk models and associated processes.

Collaboration is key; you will work closely with model developers, policy teams, and business units to ensure that our model landscape accurately reflects regulatory requirements and operational practices. This includes engaging with both internal and external stakeholders, such as regulatory bodies.

Your analytical skills will be essential in conducting quantitative assessments and providing clear interpretations of relevant regulations and internal policies. Your sound judgment will support the optimization of our credit risk model strategy, and you will be expected to mentor junior team members.

Work Environment

The Regulatory Model Management department is a newly established team within the Risk Data and Analytics division, focusing on the development and maintenance of regulatory models that are vital for loan approval, pricing, and capital management.

Candidate Profile
  • At least 4 years of experience in credit risk management, regulatory reporting, or quantitative analysis within the banking sector.
  • A degree in a relevant field such as econometrics, mathematics, or finance.
  • Strong understanding of regulatory capital requirements, including IRB and standardized approaches.
  • Ability to perform impact assessments related to capital requirements using tools like SAS or Excel.
  • Solid knowledge of statistics, banking products, and credit risk assessments.
  • Excellent verbal and written communication skills in English.
  • Proactive, independent, and able to work effectively under pressure.
  • A collaborative team player with a goal-oriented mindset.
What We Offer

We provide a diverse and inclusive working environment with colleagues from various backgrounds. You will tackle complex quantitative challenges and receive a competitive compensation package based on your experience. Our flexible work culture encourages professional development through a variety of training opportunities, allowing you to gain insights across different areas of risk modeling.

Commitment to Diversity

At ABN AMRO, we believe that our success is driven by the quality of our people and the diverse perspectives they bring. We are dedicated to fostering an inclusive culture where all employees feel valued and empowered to contribute their unique talents.

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