Huidige banen gerelateerd aan Junior Credit Risk Model Specialist - Amsterdam, Noord-Holland - ABN Amro


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Junior Credit Risk Model Specialist

2 maanden geleden


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

We are seeking a highly skilled Junior Credit Risk Model Owner to join our Model Ownership team in ABN AMRO's Model Ownership & RWA Oversight department. As a Junior Credit Risk Model Owner, you will be responsible for overseeing the use, implementation, and quality of pillar I credit risk models. You will work closely with the departments responsible for developing and maintaining models, implementing the models, and the business lines using the models.

Key Responsibilities
  • Oversee the use, implementation, and quality of pillar I credit risk models
  • Work closely with the departments responsible for developing and maintaining models
  • Collaborate with the business lines using the models
  • Ensure the set-up of a proper model landscape and the execution of a sound model life cycle process
  • Provide aggregated reports on Credit Risk model related matters to senior management and key stakeholders
Requirements
  • Academic education in a relevant field (Economics, Finance, or a quantitative discipline)
  • 1-4 years of working experience in a relevant position
  • Familiarity with the CRD/CRR framework
  • Basic knowledge of credit risk model related regulations (EBA RTS and guidelines, ECB guide to internal models)
  • Excellent communications skills, especially in writing (fluency in English is required)
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 9, depending on our assessment of your expertise and qualifications
  • Personal development budget of EUR 1.000 per year
  • Annual public transportation pass
  • Solid pension plan