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    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Credit Risk Model Owner to join our team at ABN AMRO Bank. As a key member of our Model Ownership team, you will be responsible for overseeing the entire credit risk model life cycle, from design to decommissioning.Key ResponsibilitiesEnsure that credit risk models are designed, implemented, and used in...

  • Credit Risk Model Owner

    1 maand geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Credit Risk Model Owner to join our team at ABN AMRO Bank. As a key member of our Model Ownership team, you will be responsible for overseeing the entire credit risk model life cycle, from design to decommissioning.Key ResponsibilitiesEnsure that credit risk models are designed, implemented, and used in...

Credit Risk Model Specialist

2 maanden geleden


Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd
About the Role

We are seeking a highly skilled and experienced professional to join our Model Ownership team in ABN AMRO's Model Ownership & RWA Oversight department (MO&R). The successful candidate will be responsible for overseeing the use, implementation, and quality of pillar I credit risk models and economic capital credit risk models, with a focus on Climate and Environmental Risk (CER) initiatives.

Key Responsibilities
  • Ensure the proper oversight of credit risk models, including CER aspects, throughout their lifecycle.
  • Collaborate with subject matter experts from other departments to ensure the set-up of a proper model landscape and the execution of a sound model life cycle process.
  • Develop and maintain expertise in CER topics and contribute to the team's knowledge and training on these matters.
  • Work closely with stakeholders, including business lines, IT, and supervising authorities, to ensure the appropriate use of credit risk models.
  • Contribute to the creation of aggregated reports on credit risk model-related matters and share these with senior management and key stakeholders.
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.
  • Excellent communication skills, with fluency in English.
  • Ability to explain complex concepts to stakeholders.
  • Proactive and able to steer discussions.
What We Offer
  • A competitive salary in pay scale 10 to 12, depending on experience and qualifications.
  • A personal development budget of EUR 1,000 per year.
  • An annual public transportation pass.
  • A solid pension plan.
Join Our Team

ABN AMRO is an equal opportunities employer and values diversity in the workplace. We encourage applications from candidates with diverse backgrounds and experiences.