Credit Risk Model Governance Expert
6 dagen geleden
Your Role
As a Credit Risk Model Governance Expert, you will be instrumental in aligning the bank's strategic objectives with its model framework. Your expertise will guide the design, selection, implementation, oversight, and evaluation of the model ecosystem, particularly in relation to the current (A)IRB models, the permanent partial use (PPU) of standardized approaches, rollout decisions, and forthcoming Basel IV stipulations. Additionally, your team will uphold the integrity of the IRB credit risk models and the associated processes, protocols, and systems within the bank. In this capacity, you will engage in quality assurance evaluations of model (re)developments and model monitoring initiatives, among other responsibilities.
In your daily activities, you will collaborate within multidisciplinary project teams. You will work closely with model developers, policy units, and business stakeholders to ensure that the model framework accurately reflects regulatory requirements, business practices, and operational processes. This role necessitates active engagement in stakeholder management with both internal and external entities, including regulatory bodies. You will provide informed guidance to relevant stakeholders regarding IRB credit risk models, rollout-related matters, and regulatory interpretation.
You will find satisfaction in tackling quantitative, financial, and non-financial analyses. Your ability to articulate relevant regulations and internal policies clearly will be essential. Your dependable advice and decision-making will serve as the foundation for enhancing the quality of the credit risk model strategy. Effective communication, both verbal and written, is expected. Continuous development of your knowledge and skills is encouraged, and you will have the opportunity to mentor junior colleagues who will assist you.
Work Environment
The Credit Risk Model Governance department is a newly established team that is expanding to encompass the responsibilities of the Credit Risk Control Unit (CRCU). This department is part of the Risk Data and Analytics division, which plays a crucial role in ensuring that the bank makes informed, data-driven decisions. The primary focus is on the development, implementation, and maintenance of our regulatory models, which are vital for the bank's operations, influencing loan approvals, pricing strategies, performance management, and regulatory capital requirements.
Your Qualifications
- A minimum of 4 years of experience in credit risk management, policy formulation, or regulatory reporting; or
- A minimum of 4 years of experience in quantitative analysis related to risk modeling or model validation within the banking and finance sector.
- Academic qualifications in a relevant discipline, such as econometrics, mathematics, actuarial science, risk management, or finance.
- In-depth understanding of regulatory requirements concerning capital obligations for credit risk, including the internal ratings-based approach (IRB) and the standardized approach (SA), such as CRR, relevant EBA Regulatory Technical Standards, and EBA Guidelines.
- Capability to conduct impact assessments of changes in capital requirements, including risk-weighted assets (RWA), using tools like SAS or Excel.
- Substantial knowledge in areas such as statistics, banking products, regulatory reporting, or credit risk evaluations.
- Excellent communication skills in English, both written and verbal.
- Ability to work autonomously and thrive under pressure.
- A proactive, can-do attitude combined with a collaborative spirit.
- A team-oriented and goal-focused approach.
What We Offer
A multicultural work environment with diverse colleagues from various backgrounds.
Engaging work on complex and advanced quantitative challenges.
A competitive compensation package based on your level of experience.
A flexible and enjoyable workplace culture.
A broad array of training opportunities.
Career advancement prospects and the chance to gain experience across different areas of risk modeling, other business sectors of the bank, or in our international offices.
-
Credit Risk Model Governance Specialist
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ABN AMRO Bank VoltijdAbout the RoleWe are seeking a highly skilled and experienced professional to join our Model Ownership team at ABN AMRO Bank. As a Credit Risk Model Governance Specialist, you will play a critical role in ensuring the effective governance and oversight of our credit risk models.Key ResponsibilitiesDevelop and maintain a deep understanding of our credit risk...
-
Junior Credit Risk Model Specialist
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ABN Amro VoltijdAbout the RoleWe are seeking a highly skilled Junior Credit Risk Model Specialist to join our Model Ownership team in ABN AMRO's Model Ownership & RWA Oversight department. As a key member of the team, you will be responsible for overseeing the use, implementation, and quality of pillar I credit risk models.Key ResponsibilitiesWork closely with the...
-
Wholesale Credit Risk Modeling Expert
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleWe are seeking a highly skilled Senior Credit Risk Model Developer to join our Wholesale team at ING. As a key member of our team, you will play a crucial role in developing and maintaining models for measuring and managing credit risk for Wholesale portfolios.Key ResponsibilitiesDevelop and calibrate credit risk models by applying ING's...
-
Senior Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleThe Risk Model Development department at ING is responsible for creating and maintaining risk models that support the bank's lending activities. As a Senior Credit Risk Model Developer, you will play a crucial role in developing and maintaining models for measuring and managing credit risk for the Retail and SME portfolios.Key...
-
Credit Risk Model Owner
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ABN AMRO Bank VoltijdAbout the RoleWe are seeking a highly skilled Credit Risk Model Owner to join our team at ABN AMRO Bank. As a key member of our Model Ownership team, you will be responsible for overseeing the entire credit risk model life cycle, from design to decommissioning.Key ResponsibilitiesEnsure that credit risk models are designed, implemented, and used in...
-
Credit Risk Model Management Expert
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ABN Amro VoltijdPosition OverviewWe are seeking a dedicated Regulatory Model Management Specialist to join our Credit Risk Control Unit (CRCU) in Amsterdam. As a prominent financial institution, ABN AMRO is committed to maintaining high standards in risk management and regulatory compliance.Your ResponsibilitiesIn this role, you will be instrumental in aligning the bank's...
-
Credit Risk Model Specialist
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ABN Amro VoltijdAbout the RoleWe are seeking a highly skilled Credit Risk Model Specialist to join our Model Ownership team at ABN Amro. As a key member of the team, you will be responsible for overseeing the development, implementation, and maintenance of credit risk models, with a focus on Climate and Environmental Risk (CER) initiatives.Key ResponsibilitiesOversee the...
-
Risk Modeling Expert
6 dagen geleden
Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants VoltijdJob OverviewWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our team at Vye Professionals | Experts in Quants. As a Senior Quantitative Risk Analyst, you will play a key role in delivering important project goals, coaching junior colleagues, and continuously improving our models.Key ResponsibilitiesLead one or more projects,...
-
Senior Credit Risk Model Developer Wholesale
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleWe are seeking a highly skilled and experienced Senior Credit Risk Model Developer to join our Wholesale team at ING. As a key member of our team, you will play a crucial role in developing and maintaining models for measuring and managing credit risk for Wholesale portfolios.Key ResponsibilitiesDevelop and calibrate credit risk models by...
-
Lead Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development division is tasked with the creation of risk assessment models at ING. We are responsible for the development of models related to credit risk, operational risk, interest rate risk in the banking book (IRRBB), trading risk, and economic capital. Our team comprises over 250 highly skilled professionals dedicated to crafting the most...
-
Lead Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development division is tasked with the creation of risk assessment models at ING. We focus on the development of models for credit risk, operational risk, interest rate risk in the banking book (IRRBB), trading risk, and economic capital. Our team comprises over 250 highly skilled professionals dedicated to crafting the most effective models to...
-
Lead Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development division is tasked with creating risk models at ING. We are engaged in the formulation of all credit risk, operational risk, IRRBB, trading risk, and economic capital models for the organization. Our team comprises over 250 highly skilled professionals dedicated to crafting optimal models that quantify the risks undertaken by ING. Our...
-
Lead Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development division is tasked with the creation of risk assessment models at ING. We are engaged in the formulation of all credit risk, operational risk, IRRBB, trading risk, and economic capital models for the organization. Our team comprises over 250 highly skilled professionals dedicated to crafting the most effective models to quantify the...
-
Lead Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development division is integral to the formulation of risk models at ING. We are engaged in the creation of models encompassing credit risk, operational risk, IRRBB, trading risk, and economic capital for the organization. This department comprises over 250 highly skilled professionals dedicated to crafting optimal models that accurately quantify...
-
Lead Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development division is integral to the formulation of risk models at ING. We are engaged in the creation of all credit risk, operational risk, IRRBB, trading risk, and economic capital models for the organization. Our team comprises over 250 highly skilled professionals dedicated to crafting the most effective models to assess the risks...
-
Senior Credit Risk Model Developer
3 maanden geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdThe Model Development department is responsible for the development of risk models at ING. We develop all credit risk, operational risk, IRRBB, trading risk, and economic capital models for ING. Model Development consists of over 250 highly specialized colleagues who are passionate about developing the best possible models to quantify the risk undertaken by...
-
Credit Risk Modeler
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleThe Model Development department at ING is responsible for the development of risk models that are core to the success of our business. We are seeking a highly skilled and experienced Credit Risk Model Developer to join our team.Key ResponsibilitiesDevelop and maintain credit risk models for measuring and managing credit risk for Retail and SME...
-
Domain Expert I
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ABN Amro VoltijdAbout the RoleWe are seeking a highly analytical and proactive Domain Expert to join our Credit Portfolio Analysis team within Credit Risk at ABN Amro. As a Domain Expert, you will play a key role in investigating, analyzing, and monitoring relevant developments in the credit portfolio, creating steering information for senior management, and executing...
-
Credit Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland NL012 Oliver Wyman Bv VoltijdAbout the RoleWe are seeking a highly skilled and motivated individual to join our Risk Delivery Team as a Consultant. As a member of our team, you will be responsible for developing and implementing credit risk models and processes for leading banks and financial institutions.Key ResponsibilitiesDeveloping and implementing credit risk models and...
-
Risk Model Developer
6 dagen geleden
Amsterdam, Noord-Holland, Nederland ING VoltijdAbout the RoleThe Risk Model Development department at ING is responsible for creating and maintaining risk models that support the bank's lending activities. As a Senior Credit Risk Model Developer, you will play a crucial role in developing and maintaining models for measuring and managing credit risk for the Retail and SME portfolios.Key...
