Lead Quantitative Risk Model Developer

2 dagen geleden


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

This is a key leadership position in our Risk Modelling team, responsible for leading the redevelopment of credit risk models for various lending portfolios. As a seasoned expert in quantitative risk management, you will oversee a team of professionals to deliver high-quality models that meet regulatory requirements and business standards.

Key Responsibilities
  • Lead the redevelopment of PD, LGD, and EAD models in line with the Future Model Landscape planning
  • Manage a team to deliver redeveloped models within set timelines and quality standards
  • Ensure compliance with regulatory requirements and internal model validation processes
  • Foster collaboration with stakeholders in business and risk, representing the Modelling department in various committees and management teams
About You
  • A master's degree or PhD in a quantitative field, with >8 years' experience in a financial environment
  • Proven track record in senior or managerial roles, with experience working with DNB/ECB through communication and on-site inspections
  • Excellent communication and interpersonal skills, with the ability to connect with stakeholders at all levels
  • Thorough knowledge of banking and credit risk, as well as rules and regulations relevant to credit risk modelling (Basel, CRR, etc.)
What We Offer
  • An estimated annual salary of $120,000 - $150,000, depending on experience
  • A personal development budget of €1,000 per year, which can be accumulated up to €3,000
  • The possibility to work from home (in consultation with your team) and an annual public transport pass
  • An excellent pension scheme and five weeks of vacation per year


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    About the CompanyVye Professionals | Experts in Quants is a leading provider of expert services in the field of quantitative risk management. Our team of experienced professionals is dedicated to helping clients navigate the complex world of financial risk management.About the JobWe are seeking a highly skilled and experienced Model Validator to join our...


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    Job OverviewAs a senior quantitative risk analyst, you will be responsible for delivering key project goals, coaching junior colleagues, and continuously improving our models. You will work closely with stakeholders to maximize the impact of your models.Key Responsibilities Lead one or more projects, focusing on advanced quantitative risk modeling techniques...


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    About the CompanyVye Professionals | Experts in Quants is a leading provider of quantitative talent to the financial industry. Our team of experts is dedicated to delivering high-quality solutions that meet the evolving needs of our clients.About the JobWe are seeking a highly skilled Quantitative Risk Model Validator to join our team. As a key member of our...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We at ING seek an experienced Quantitative Model Risk Analyst to join our Predictive Analytics team. Your role will be to maintain a healthy lending portfolio by developing and maintaining credit risk models for Dutch Portfolio, forecasting provisions, risk costs, RWA, and arrears.Key ResponsibilitiesDevelop and maintain models for measuring and managing...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Risk Modeling Expert to join our Predictive Analytics team at ING.Role and ResponsibilitiesThe successful candidate will be responsible for developing and maintaining models for measuring and managing credit risk, as well as forecasting and describing developments in provisions, risk costs, RWA, and...


  • Amsterdam, Noord-Holland, Nederland Knab Voltijd

    Knab: A Leader in Innovative Financial ServicesIn the fast-paced world of finance, risk management is crucial. As a Junior Model Risk Manager, you will play a vital role in ensuring the integrity of our financial models.About KnabWe are a forward-thinking company that combines cutting-edge technology with human expertise to provide exceptional financial...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We at ING are seeking a highly skilled Quantitative Model Risk Expert to strengthen our Predictive Analytics team. As a key player in the Integrated Risk Department, you will be responsible for developing and maintaining credit risk models that support our business strategy.Job DescriptionAs a Quantitative Model Risk Expert, you will be part of a dynamic...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Join ING's Risk Model Validation TeamAs a Risk Model Validator at ING, you will be part of a diverse and collaborative team responsible for ensuring the quality of ING's models used for reporting and decision-making purposes.The team is currently composed of around 40 highly qualified professionals with various quantitative backgrounds. We are responsible...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    About the RoleWe are seeking a highly skilled Quantitative Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department.The team is responsible for developing and managing regulatory and non-regulatory Credit Risk models using state-of-the-art modelling methods, tooling, and data processing technologies.The successful...


  • Amsterdam, Noord-Holland, Nederland ABN Amro Voltijd

    OverviewWe are seeking a highly experienced Lead Quantitative Risk Modeler to join our team at ABN AMRO. This is a challenging opportunity for an ambitious professional looking to drive innovation and excellence in credit risk management.About the RoleAs a Lead Quantitative Risk Modeler, you will be responsible for leading a team of experts in the...

  • Quantitative Risk Modeler

    4 weken geleden


    Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Risk Modeler to join our team at ING. As a Quantitative Risk Modeler, you will be responsible for developing and implementing risk models for the Trading Book. This includes developing methodologies for valuation adjustment models, trading risk models, and counterparty credit risk models.Key...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a Quantitative Model Risk Consultant to strengthen our Predictive Analytics team within the Integrated Risk Department (IR).The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision making via...

  • Risk Model Validator

    3 weken geleden


    Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Risk Model Validator to join our team at ING. As a Risk Model Validator, you will be responsible for validating Market, Counterparty Credit and Valuation Risk models used by ING in about 40 countries all over the globe.About the RoleThe Model Validation Trading Risk Chapters form an energetic, diverse, and collaborative team...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department (IR).The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision making via...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are looking for a skilled Quantitative Model Risk Analyst to strengthen our Predictive Analytics team within the Integrated Risk Department (IR).The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision making via...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are seeking a highly skilled Quantitative Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department (IR) at ING DBNL.The IR team consists of enthusiastic colleagues who collaborate to combine and share knowledge, leading to:An economically justified credit risk policy (risk appetite).Effective strategic decision...


  • Amsterdam, Noord-Holland, Nederland Vye Professionals | Experts in Quants Voltijd

    About this Role:We are seeking a highly skilled Senior Quantitative Risk Analyst to join our team at Vye Professionals | Experts in Quants.Key Responsibilities:As a Senior Quantitative Risk Analyst, you will be responsible for delivering important project goals, coaching junior colleagues, and continuously improving our models. You will work in close...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Job Title: Model Risk SpecialistWe are seeking a highly skilled Model Risk Specialist to join our Predictive Analytics team within the Integrated Risk Department (IR) at ING DBNL.About the TeamThe IR team is a dynamic and collaborative group of professionals who work together to develop and maintain credit risk models that support ING's business...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    We are looking for a skilled Quantitative Risk Modelling Expert to join our team at ING.The ideal candidate will have a PhD or MSc in a quantitative field, such as mathematics, physics, statistics or econometrics, and 3-7 years of experience in Quantitative Risk Modelling, with a strong understanding of Market Risk models and Counterparty Credit Risk...

  • Risk Model Developer

    2 weken geleden


    Amsterdam, Noord-Holland, Nederland ING Voltijd

    At ING, our Model Development department is responsible for developing risk models that quantify the risk undertaken by our bank. We are passionate about developing the best possible models to measure and manage credit risk for our Retail and SME portfolios.As a Senior Credit Risk Model Developer, you will play a crucial role in the development and...