Risk Modelling Team Lead

1 week geleden


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

We are seeking a highly skilled Risk Modelling Team Lead to join our team at ABN AMRO. As a senior quantitative risk manager, you will be responsible for leading a team of professionals in the redevelopment of credit risk models for various lending portfolios of the bank.

Key Responsibilities
  • Lead a team of 10 FTE in the redevelopment of credit risk models
  • Take end-responsibility for the redevelopment of PD, LGD and EAD models
  • Manage the team to deliver the redeveloped models in line with regulatory requirements and quality standards
  • Foster collaboration with stakeholders in business and risk
  • Represent the Modelling department in various committees and management teams
Requirements
  • Master's degree or PhD in a quantitative field
  • More than 8 years of experience working in a financial environment in quantitative roles
  • More than 3 years of experience in a senior or managerial role
  • Fluent English language skills
  • Effective communication skills
  • Thorough knowledge of banking and credit risk
  • Experience in working with DNB/ECB
What We Offer
  • Gross monthly salary based on a 36-hour work week
  • Benefit Budget of 11% of salary
  • Five weeks of vacation per year
  • Personal development Budget of €1,000 per year
  • Possibility to work from home
  • Annual public transport pass
  • Excellent pension scheme

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