Credit Risk Model Strategist

2 weken geleden


Amsterdam, Noord-Holland, Nederland ABN AMRO Bank Voltijd

ABN AMRO Bank is a leading financial institution with a strong focus on credit risk management. We are seeking an experienced Credit Risk Model Strategist to join our team.

The successful candidate will be responsible for overseeing the entire model lifecycle, from design and implementation to monitoring and decommissioning. This includes ensuring that all models comply with regulatory requirements and industry standards.

We offer a competitive salary in the range of 90,000 to 120,000 EUR per year, depending on experience and qualifications. In addition, we provide a personal development budget of 5,000 EUR per year and an annual public transportation pass.

Company Overview

ABN AMRO Bank is a leading financial institution with a strong focus on credit risk management. Our team works closely with various stakeholders, including Modelling, Model Validation, Model Risk Management, IT, Operational Risk Management & Control. We create aggregated reports on Credit Risk model related matters and share these with senior management (MT Credit Risk, Group Risk Committee (GRC)/Methodology Acceptance Group (MAG)) and ECB.

Salary and Benefits

We offer a competitive salary in the range of 90,000 to 120,000 EUR per year, depending on experience and qualifications. In addition, we provide a personal development budget of 5,000 EUR per year and an annual public transportation pass.

Job Description

The successful candidate will be responsible for overseeing the entire model lifecycle, from design and implementation to monitoring and decommissioning. This includes ensuring that all models comply with regulatory requirements and industry standards.

We value professionals who actively contribute to improving the way of working. Different views are valued and respected, and it is encouraged to provide a new perspective. The atmosphere is open and informal, and we are willing to help each other.

Required Skills and Qualifications

  • An academic education in a relevant field
  • A fast thinker who can work on detailed questions as well as overarching challenges
  • 2-10 years of working experience in a relevant position
  • Knowledgeable in the context of the CRD/CRR framework
  • Sufficient knowledge of credit risk model-related regulations
  • Sufficient knowledge of Climate and Environmental Risk within the finance industry
  • Ability to explain the main concepts of credit risk model design, including underlying data and their application to stakeholders
  • Excellent communication skills, especially in writing (fluency in English required)

Benefits

  • A competitive salary in the range of 90,000 to 120,000 EUR per year, depending on experience and qualifications
  • A personal development budget of 5,000 EUR per year
  • An annual public transportation pass

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