Credit Risk Model Specialist

6 dagen geleden


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

We are seeking a talented Junior Credit Risk Model Owner to join our Model Ownership team in ABN AMRO's Model Ownership & RWA Oversight department. As a key member of our team, you will be responsible for overseeing the use, implementation, and quality of pillar I credit risk models.

Our team is responsible for ensuring that our credit risk models are accurate, reliable, and compliant with regulatory requirements. You will work closely with our modelling, validation, and risk management teams to ensure that our models are properly designed, implemented, and maintained.

This is an excellent opportunity to develop your skills and knowledge in credit risk modelling and to contribute to the success of our team.

Key Responsibilities
  • Oversee the use, implementation, and quality of pillar I credit risk models
  • Work closely with modelling, validation, and risk management teams to ensure model accuracy and compliance
  • Develop and maintain relationships with stakeholders across the organization
  • Contribute to the development of our model ownership framework and processes
Requirements
  • Academic education in a relevant field (economics, finance, or a quantitative discipline)
  • 1-4 years of experience in a relevant position
  • Familiarity with the CRD/CRR framework and credit risk model related regulations
  • Excellent communication and stakeholder management skills
What We Offer

We offer a competitive salary, a personal development budget, and an annual public transportation pass. You will also have the opportunity to work with a talented team and contribute to the success of our organization.

We are an equal opportunities employer and welcome applications from diverse candidates.



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