Lead Quantitative Risk Modeler

1 week geleden


Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd
Overview

We are seeking a highly experienced Lead Quantitative Risk Modeler to join our team at ABN AMRO. This is a challenging opportunity for an ambitious professional looking to drive innovation and excellence in credit risk management.

About the Role

As a Lead Quantitative Risk Modeler, you will be responsible for leading a team of experts in the redevelopment of credit risk models for various lending portfolios. Your primary goal will be to redevelop ABN AMRO's risk model landscape, addressing one of the major challenges in our risk management framework. You will work closely with stakeholders in business and risk, ensuring that new models align with regulatory requirements and meet the bank's quality standards.

Key Responsibilities
  • Develop and implement PD, LGD, and EAD models in line with the Future Model Landscape planning of the bank
  • Manage a team of 10 FTEs, providing guidance and support to deliver high-quality results
  • Collaborate with internal teams to ensure effective communication and coordination throughout the project lifecycle
  • Represent the Modelling department in various committees, management teams, and regulatory forums
Requirements

To succeed in this role, you will need:

  • A master's degree or PhD in a quantitative field (e.g., mathematics, statistics, econometrics)
  • Over 8 years of experience working in a financial environment, preferably in quantitative roles
  • At least 3 years of experience in a senior or managerial position
  • Excellent communication and leadership skills, with the ability to connect with stakeholders at all levels
  • Thorough knowledge of banking and credit risk principles, as well as regulatory requirements (Basel, CRR, etc.)
  • Experience working with DNB/ECB through communication and on-site inspections
What We Offer
  • A competitive gross monthly salary of approximately €10,500, including vacation pay and benefit budget
  • The benefit budget allows you to acquire additional employment benefits, such as health insurance, pension, and more
  • Five weeks of vacation per year, plus the option to purchase an additional four weeks
  • An annual public transport pass with free transportation throughout the Netherlands
  • An excellent pension scheme, designed to secure your financial future
Working Environment

Our team is comprised of over 150 professionals, representing diverse backgrounds and expertise. We foster a collaborative atmosphere, encouraging open communication and knowledge sharing. As a Lead Quantitative Risk Modeler, you will be part of a dynamic team that values intellectual curiosity, creativity, and innovative thinking.

Your Profile

We are looking for a motivated individual who shares our passion for delivering exceptional results in a fast-paced environment. If you have a proven track record of success in quantitative risk management and are eager to take on new challenges, we encourage you to apply for this exciting opportunity.


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