Credit Risk Business Analyst

2 weken geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO NL Voltijd
Key Responsibilities

As a Business Developer in Financial Risk at ABN AMRO NL, you will be responsible for uncovering and defining business requirements from our wide stakeholder group and from various regulations, developing a vision that integrates those potentially partially contradicting requirements, and translating it into concrete implementation plans that align with ABN AMRO's longer-term vision. You will ensure that these implementation plans are well-received by the blocks or teams that will be implementing them, and where necessary, you will act as an integrator to ensure that the implementation is actually brought live.

Working Environment

ABN AMRO NL operates in an agile DevOps environment, and you will become part of a multidisciplinary team, which we call a block, of business and IT within the Financial Risk grid. The Financial Risk grid is responsible for RWA calculations and IFRS9 provisions, including model implementations, stress testing and scenario analysis, Financial Recovery & Resolution, and Enterprise Risk reporting. You will work in cooperation with a small group of experienced colleague business developers.

Requirements
  • Thorough understanding of SQL in Oracle or Spark
  • Experience with credit portfolio data (loans, facilities, collateral, clients, risk indicators)
  • Quantitative acumen, expressed in a good understanding of models and data (at least equivalent to a master's degree in a quantitative area)
  • Data modelling in relational databases
  • Understanding of business processes related to capital requirements (RWA) and IFRS9 calculation
  • Strong analytical skills and experience with implementing calculation models
  • Affinity for credit risk models, in particular non-IRB models like climate risk and stress testing models
  • An analytical mindset, always trying to take your expertise to the next level and ready to deep dive into understanding a subject in any of its perspectives
  • Good communication skills and ability to keep stakeholders involved throughout the process and support them in taking decisions
Benefits

ABN AMRO NL offers a range of benefits, including a gross monthly salary based on a 36-hour work week, including vacation pay and benefit budget, five weeks of vacation per year, personal development budget of €1,000 per year, possibility to work from home, an annual public transport pass with free public transportation throughout the Netherlands, and an excellent pension scheme.


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