Regulatory Model Management Specialist

2 weken geleden


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

We are seeking a highly skilled Regulatory Model Management Specialist to join our team at ABN Amro. As a key member of our Risk Data and Analytics department, you will play a crucial role in ensuring the bank makes informed, data-driven decisions.

Key Responsibilities
  • Translate the bank's business strategy into the model landscape, providing advice on design, implementation, oversight, and performance of the model landscape.
  • Participate in quality assurance assessments of model developments or model monitoring projects.
  • Work closely with modellers, policy department, and business stakeholders to ensure the model landscape reflects regulation, business practices, and processes.
  • Provide advice to stakeholders on IRB CR models, roll-out related issues, and interpretation of regulation.
Requirements
  • Minimum 4 years of work experience in credit risk management, policy, and framework development or regulatory reporting.
  • Academic education in a relevant field, such as econometrics, mathematics, actuarial studies, risk management, or finance.
  • Exceptional understanding of regulatory requirements regarding capital requirements for credit risk, including CRR, EBA Regulatory technical standards, and EBA Guidelines.
  • Excellent communication skills in English, with the ability to work independently and under pressure.
What We Offer

Multicultural working environment with great colleagues from different nationalities

Challenging work on complex and advanced quantitative problems

Attractive package, flexible and fun working environment, wide range of training opportunities, career development, and the possibility to gain experience in different areas of risk modelling or in other business areas of the bank.

Join Our Team

Contact Robert van den Boogaard at robert.c.van.den.boogaard@nl.abnamro.com to learn more about this exciting opportunity.



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