Huidige banen gerelateerd aan Credit Risk Model Specialist - Amsterdam, Noord-Holland - ABN AMRO Bank


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    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

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    Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

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

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    7 dagen 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...

Credit Risk Model Specialist

2 maanden geleden


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

We are seeking a highly skilled and experienced professional to join our Model Ownership team as a Credit Risk Model Owner. As a key member of the team, you will be responsible for overseeing the entire lifecycle of credit risk models, from design to decommissioning.

Key Responsibilities
  • Ensure the correct estimation and oversight of Risk-Weighted Assets (RWAs)
  • Work closely with various departments, including Modelling, Model Validation, Model Risk Management, IT, and Operational Risk Management & Control
  • Develop and maintain expertise in Climate and Environmental Risk (CER) topics
  • Contribute to the creation of aggregated reports on Credit Risk model-related matters
  • Collaborate with senior management and key stakeholders to ensure the effective use of credit risk models
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, with fluency in English
  • Ability to explain complex concepts to stakeholders
What We Offer
  • A competitive salary in pay scale 10 to 12, depending on experience and qualifications
  • A personal development budget of EUR per year
  • An annual public transportation pass
  • A solid pension plan