Credit Risk Model Governance Specialist
4 weken geleden
About the Role
We are seeking a highly skilled Credit Risk Model Owner to join our Model Ownership team at ABN AMRO Bank. As a key member of the team, you will be responsible for the oversight of Pillar I and economic capital credit risk models, ensuring their correct estimation and oversight of RWA.
Key Responsibilities
- Formulate opinions on the quality of models and initiate discussions on necessary changes
- Report on the state of affairs of the models
- Contribute to the development of novel CER related initiatives
- Train other team members on CER matters
Requirements
- Academic education in a relevant field
- 2-10 years of working experience in a relevant position
- Knowledge of the CRD/CRR framework
- Sufficient knowledge of credit risk model related regulations
- Sufficient knowledge of Climate and Environmental Risk within the finance industry
- Excellent communications skills, especially in writing
- Ability to explain the main concepts of credit risk model design
What We Offer
- Opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
- Salary in pay scale 10 to 12, depending on experience and qualifications
- Personal development budget of EUR per year
- Annual public transportation pass
- Solid pension plan
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