Credit Risk Model Specialist

4 dagen geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd
About the Role

We are seeking a highly skilled and experienced Credit Risk Model Owner to join our Model Ownership team at ABN AMRO Bank. As a key member of the team, you will be responsible for overseeing the entire lifecycle of credit risk models, from design to decommissioning, ensuring that they are properly followed and that the model landscape is set up correctly.

Key Responsibilities
  • Oversee the development, implementation, and maintenance of credit risk models, ensuring that they are aligned with regulatory requirements and internal policies.
  • Collaborate with cross-functional teams, including Modelling, Model Validation, Model Risk Management, IT, and Operational Risk Management & Control, to ensure that models are properly designed, implemented, and used.
  • Develop and maintain aggregated reports on credit risk model-related matters, sharing them with senior management and key stakeholders.
  • Contribute to the improvement of the model lifecycle process and the way of working within the MODM department.
Requirements
  • Academic education in a relevant field.
  • 2-10 years of working experience in a relevant position.
  • Knowledge of the CRD/CRR framework and credit risk model-related regulations.
  • Excellent communication skills, especially in writing, with fluency in English.
  • Ability to explain complex concepts to stakeholders.
  • Proactivity and ability to steer discussions.
What We Offer
  • Opportunity to grow and develop further in a dynamic and innovative environment.
  • Salary in pay scale 8 to 9, depending on experience and qualifications.
  • Personal development budget of EUR per year.
  • Annual public transportation pass.
  • Solid pension plan.


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