Credit Risk Model Owner: Expertise Development Opportunity

7 dagen geleden


Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd
About Us

ABN AMRO's Model Ownership & RWA Oversight department is responsible for overseeing the use, implementation, and quality of pillar I credit risk models. Our team facilitates activities for Credit Risk to accept model ownership accountability and ensures an appropriate model life cycle.

The Role

You will work as a model owner in the retail models sub-team, focusing on program lending portfolios. The role provides opportunities to learn and grow within the Model Ownership team.

Your primary responsibility will be to oversee the entire credit risk balance of ABN AMRO, ensuring accurate regulatory and economic capital calculations. You will work closely with subject matter experts from various departments, including Modelling, Model Validation, Model Risk Management, IT, Operational Risk Management & Control.

We are looking for a candidate with 1-4 years of experience in a relevant position, holding an academic education in Economics, Finance, or a quantitative discipline. A basic knowledge of credit risk model-related regulations (EBA RTS and guidelines, ECB guide to internal models) is required. Excellent communication skills, particularly in writing, are essential.

Working Environment

The MO&R department comprises three teams, approximately 20 FTEs, focusing on pillar I credit risk models and Economic Capital models and RWA Oversight. We work closely with developing and maintaining models, implementing models, business lines using the models, and supervising authorities like internal Audit and DNB/ECB.

Requirements

You should have:

  • An academic education in Economics, Finance, or a quantitative discipline
  • 1-4 years of experience in a relevant position
  • A basic knowledge of credit risk model-related regulations
  • Excellent communication skills, particularly in writing
Benefits

We offer a salary in pay scale 9, depending on our assessment of your expertise and qualifications. You will also receive an annual public transportation pass, a solid pension plan, and a personal development budget of EUR 1.000 per year.

Location

The position is based at our office in Amsterdam, Netherlands.


  • Credit Risk Model Owner

    4 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Credit Risk Model Owner to join our Model Ownership team at ABN AMRO Bank. The successful candidate will be responsible for the oversight of Credit Risk models, ensuring that they are properly designed, implemented, and monitored.Key ResponsibilitiesOversight of Credit Risk models, including CER...

  • Credit Risk Model Expert

    4 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a skilled Credit Risk Model Owner to join our Model Ownership & RWA Oversight department at ABN AMRO. The successful candidate will be responsible for the oversight of credit risk models, ensuring their quality, and facilitating the model lifecycle. This role is ideal for a professional with experience in credit risk modeling and...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleThe Model Ownership team at ABN AMRO Bank is seeking a skilled professional to join their ranks as a Credit Risk Model Owner. This role is responsible for the oversight of pillar I and economic capital credit risk models, ensuring their correct estimation and oversight of RWA.Key ResponsibilitiesFormulate opinions on the quality of models and...

  • Credit Risk Model Expert

    3 weken geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled Credit Risk Model Owner to join our team at ABN Amro. The successful candidate will be responsible for the oversight of credit risk models and the implementation of Climate and Environmental Risk (CER) initiatives.As a Credit Risk Model Owner, you will work closely with the Model Ownership team, which is...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a Credit Risk Model Owner to join our team, responsible for overseeing the lifecycle of credit risk models, including development, implementation, and monitoring. This role requires strong analytical and communication skills, with a focus on ensuring models are accurate, reliable, and compliant with regulatory requirements.Key...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleThe Model Ownership team is seeking a talented professional to join their ranks as a Credit Risk Model Owner. As a key member of the team, you will be responsible for the oversight of credit risk models, including their design, implementation, and maintenance.Key ResponsibilitiesOversight of credit risk models, including their design,...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the Role:The Credit Risk Model Owner will be responsible for the oversight of credit risk models, ensuring their correct estimation and oversight of Risk-Weighted Assets (RWA). This role will work closely with various stakeholders, including Modelling, Model Validation, Model Risk Management, IT, Operational Risk Management & Control.Key...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleThe Credit Risk Model Ownership team is seeking a highly skilled professional to join their ranks. As a Credit Risk Model Owner, you will be responsible for the oversight of credit risk models, including their design, implementation, and maintenance.Main ResponsibilitiesOversight of credit risk models, including their design, implementation,...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleThe Model Ownership team is responsible for facilitating all necessary activities for Credit Risk Models, including CER aspects, accepting accountability, and ensuring the model lifecycle is properly followed.The team is accountable for Pillar I and economic capital credit risk models, including their CER implications, and keeps oversight on...

  • Climate Risk Model Expert

    3 dagen geleden


    Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Company OverviewABN Amro, a leading financial institution, is committed to excellence in credit risk management. Our Model Ownership & RWA Oversight department is responsible for overseeing the use, implementation, and quality of credit risk models.Job DescriptionWe are seeking an experienced Credit Risk Model Owner to join our team. As a key member, you...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About the RoleWe are seeking a highly skilled 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 the team, you will be responsible for overseeing the use, implementation, and quality of pillar I credit risk models.The Model Ownership team is responsible for ensuring...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    Role SummaryWe are seeking a Junior Model Governance Expert to join our Model Ownership team within ABN Amro’s Credit Risk division. As a key member of the team, you will be responsible for the oversight of credit risk models, ensuring their quality, accuracy, and compliance with regulatory requirements.Key Responsibilities:Collaborate with...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About the RoleWe are seeking a highly skilled Credit Risk Model Ownership Specialist to join our team at ABN AMRO Bank. As a key member of our Model Ownership and Risk 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,...


  • Amsterdam, Noord-Holland, Nederland ING Netherlands Voltijd

    We are seeking a skilled Senior Specialist Credit Risk Model Developer to join our team at ING Netherlands. In this role, you will play a crucial part in developing and maintaining models for measuring and managing credit risk for Wholesale portfolios.About the RoleAs a Senior Specialist Credit Risk Model Developer, you will be responsible for developing and...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    About UsAt ABN AMRO, we're committed to helping our clients achieve their financial goals. Our team of experts works closely with clients to understand their needs and provide tailored solutions.Salary and BenefitsWe offer a competitive salary in the range of €60,000 - €80,000 per annum, depending on experience. Additionally, you'll receive a personal...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    We are looking for a seasoned professional to join our Model Ownership team as a Senior Credit Risk Model Governance Specialist. This is an exciting opportunity to take on a leadership role in ensuring the quality and integrity of our credit risk models.About ABN AMRO BankAs a leading financial institution, we are committed to delivering exceptional banking...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    About the RoleAs a Senior Credit Risk Model Developer at ING, you will play a crucial role in the development and maintenance of models for measuring and managing credit risk for the Retail and SME portfolios. Your expertise will be instrumental in steering and advising front-office colleagues when taking credit risk decisions.Key Responsibilities- Develop...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Modeling Expert to join our team at ING DBNL. As part of the Predictive Analytics team within the Integrated Risk Department, you will play a crucial role in developing and maintaining credit risk models.The successful candidate will have a strong background in quantitative methods and techniques, with experience...


  • Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    Company Overview">ABN AMRO Bank is a leading financial institution in the Netherlands, dedicated to providing innovative banking solutions to its customers. As a responsible corporate citizen, we strive to make a positive impact on society and the environment.">About the Role">We are seeking a skilled Credit Risk Model Governance Specialist to join our Model...

  • Credit Risk Model Expert

    3 dagen geleden


    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

    About ABN AMRO BankWe are a leading bank in the Netherlands, operating globally and focusing on client-centricity. Our business is built around seven core businesses: Personal Banking, Corporate & Institutional Clients, Cards, Home Loans, Private Banking, Asset Management, and Wholesale Banking.Your JobYou will be part of our Model Ownership team,...