Credit Risk Model Specialist

4 weken geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd
About the Role

We are seeking a highly skilled and experienced professional to join our Model Ownership team as a Credit Risk Model Owner. As a key member of this team, you will be responsible for the oversight of credit risk models, ensuring their quality, and driving improvements in model design and implementation.

Key Responsibilities
  • Oversee the development, implementation, and maintenance of credit risk models, including Climate and Environmental Risk (CER) models.
  • Ensure that models are designed and implemented in accordance with regulatory requirements and industry best practices.
  • Collaborate with cross-functional teams to identify and address model-related risks and issues.
  • Develop and maintain relationships with stakeholders, including business leaders, risk managers, and regulatory bodies.
  • Stay up-to-date with industry trends, regulatory changes, and emerging risks, and apply this knowledge to drive model improvements.
Requirements
  • Academic education in a relevant field, such as finance, economics, or mathematics.
  • Minimum 2-10 years of experience in a relevant position, with a strong background in credit risk modeling and analysis.
  • Knowledge of the CRD/CRR framework and credit risk model-related regulations.
  • Excellent communication and stakeholder management skills, with the ability to explain complex concepts to non-technical stakeholders.
  • Proven ability to work in a fast-paced environment, with multiple priorities and deadlines.
What We Offer
  • A competitive salary in pay scale 10 to 12, depending on experience and qualifications.
  • A personal development budget of EUR per year.
  • An annual public transportation pass.
  • A solid pension plan.


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