Credit Risk Model Governance Professional

2 weken geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

About the Role:

The Credit Risk Model Owner will be responsible for the oversight of credit risk models, ensuring their correct estimation and oversight of Risk-Weighted Assets (RWA). This role will work closely with various stakeholders, including Modelling, Model Validation, Model Risk Management, IT, Operational Risk Management & Control.

Key Responsibilities:

  • Develop and implement a sound model life cycle process
  • Ensure the correct estimation and oversight of RWA
  • Collaborate with subject matter experts from other departments
  • Provide aggregated reports on Credit Risk model-related matters

Requirements:

  • Relevant academic education
  • Fast thinker with excellent communication skills
  • Minimum 2-10 years of experience in a relevant position
  • Knowledge of the CRD/CRR framework
  • Sufficient knowledge of credit risk model-related regulations
  • Knowledge of Climate and Environmental Risk within the finance industry

What We Offer:

  • Opportunity to be the best you can be
  • Flexible working hours
  • Room to grow both personally and professionally
  • Salary in pay scale 8 to 9
  • Personal development budget
  • Annual public transportation pass
  • Solid pension plan

We are looking for a dynamic and proactive individual who is passionate about credit risk and model governance. If you have a strong academic background and relevant experience, we encourage you to apply for this exciting role.



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