Credit Risk Model Governance Specialist

2 weken geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

About the Role

The Model Ownership team at ABN AMRO Bank is seeking a skilled professional to join their ranks as a Credit Risk Model Owner. This role is 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
  • Work closely with subject matter experts from other departments
  • Share aggregated reports on Credit Risk model related matters with senior management and key stakeholders

Requirements

  • Academic education in a relevant field
  • 2-10 years working experience in a relevant position
  • Knowledge of the CRD/CRR framework and credit risk model related regulations
  • 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 8 to 9, depending on experience and qualifications
  • Personal development budget of EUR per year
  • Annual public transportation pass
  • Solid pension plan

About Us

ABN AMRO Bank is a leading financial institution with a strong focus on credit risk management. The Model Ownership team is part of the Credit Risk division, which forms the 2nd Line of Defense of credit risk management.

The team works closely with departments responsible for developing and maintaining models, implementing the models, and supervising authorities. The team creates aggregated reports on Credit Risk model related matters and shares these with senior management and key stakeholders.

We are looking for a skilled professional to join our team and contribute to the development of novel CER related initiatives. If you meet the requirements and are looking for a challenging role, please apply.



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