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Senior Credit Risk Model Oversight Unit Analyst - ABN AMRO Bank

Location: Amsterdam
Employment: Full-time

We are looking for a:

Senior Credit Risk Model Oversight Unit Analyst

At a glance

Do you want to work in a team of highly motivated specialist managing the banks credit risk model landscape? Do you want to contribute in translating bank strategy in model strategies? Do you have detailed understanding of the use of credit risk models in the banks processes? Do you like to work on the edge of credit risk management, models and regulations? And are you able to create a birds eye perspective in the management of the entire credit risk model life cycle management?

Then the role of Senior Credit Risk Model Oversight Specialist within Credit Risk would be a very interesting opportunity to you! 

Given the importance of models in credit risk management, the attention of senior management and supervisors to the credit risk model landscape, this is a challenging role requiring you to take responsibility. In this role you can further develop on a professional and personal level in a very experienced team! Tell us your story. We are curious!

Your job

You have the opportunity to join the Credit Risk Model Oversight Unit (CRMOU) which represents the model ownership of Credit Risk Models. The CRMOU facilitates all necessary activities for Credit Risk to accept this accountability and to ensure that the model life cycle is appropriately followed. This team takes the accountability for credit risk model ownership; keeps oversight on the design, internal and regulatory approval, implementation, use, monitoring and decommissioning of the Credit Risk Models. The models owned are used for regulatory and economic capital calculation, risk based decision making, portfolio management, pricing, and multiple other uses. You will help Credit Risk in its role to keep oversight and control on the entire credit risk balance of ABN AMRO.

Your work environment

You will work within the CRMOU team positioned in the department Credit Risk. The CRMOU team works closely with the departments responsible for developing and maintaining models (Modelling Data, Risk Modelling, Model Validation), implementing the models (several GRIDs), the business lines using the models deployed and supervising authorities such as internal Audit and DNB/ECB.

All subject matter experts in the CRMOU work closely together with affiliated departments including the (Non-) Financial and business grids and Operational Risk Management & Control to ensure a proper model landscape and use of models. The team creates aggregated reports on Credit Risk model related matters and shares these with senior management (MT Credit Risk, Group Risk Committee/Methodology (GRC)/Acceptance Group (MAG)) and ECB, as well as with other key stakeholders. 

Within CRMOU, professionals can grow and develop further. Since the department is in building-up phase, it is appreciated when you 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.

Your profile

You have proven experience in credit risk modelling, model validation, model risk management and/or model related audits. You understand the different roles and responsibilities across the model life cycle. You have good knowledge of the various model uses within credit risk management and the interaction of models in the this field. You have experience with, and knowledge of, implementation of laws and regulations.

You are a communicative analytical person who has a passion for combining conceptual thinking, doing and stakeholder management. Besides, you like working in teams and you strive for quality and structure. You want to know what goes on in the organisation and you look for practical and transparent solutions. Besides a strong drive to keep your own expertise up to date, you also want to actively contribute to develop and renew the domain. You get energy from transferring your expertise to others and you also want to learn from colleagues with other expertise.


Check your profile:

  • Graduated from MSc and at least 5 years of (relevant) working experience.
  • Knowledge of credit risk management.
  • Knowledge of the main concept of credit risk model design including underlying data and their use.
  • Knowledge of credit risk model related regulations.
  • Knowledge of ABN AMRO’s business objectives.
  • In-depth knowledge of Basel, IFRS and Economic Capital is advantageous.
  • You are both analytical and a team player.
  • You can clearly communicate and convince stakeholders.
  • Experience with IT, Audit, Process Management ORM is advantageous.
  • Knowledge of at least one programming language is advantageous.

Our offer

  • an informal multicultural working environment with great colleagues
  • challenging work on complex and advanced quantitative problems
  • an attractive payment package
  • flexible working hours
  • a wide range of training opportunities
  • career development and the possibility to gain experience in all areas of risk modelling, in other business areas of the bank, or in one of our international locations

Interested?

Please submit your application online. We are looking forward to hear from you!

For more information please contact Arie van der Plas, Head of Credit Risk Model Oversight,  telephonenumber : 06-44363650 or email arie.a.van.der.plas@nl.abnamro.com.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Gelijke kansen voor iedereen

Het succes van onze organisatie staat of valt met de kwaliteit van onze mensen en de ideeën die zij hebben. Echt verrassende inzichten en innovatieve oplossingen voor onze klanten ontstaan door een samenspel van culturen, kennis en ervaring. Daarom is diversiteit voor onze organisatie ontzettend belangrijk. Om ervoor te zorgen dat alle collega’s binnen ABN AMRO hun kwaliteiten kunnen ontplooien, stimuleren we een inclusieve cultuur waarin iedereen zich betrokken en gewaardeerd voelt.

Location:
Amsterdam

Information and application:

Apply:

Please send your application for Senior Credit Risk Model Oversight Unit Analyst at ABN AMRO Bank in Amsterdam including your CV via our website.

Job code:

43432

Job posted

02 april 2021
Apply Now

More information:

For more information please contact Arie van der Plas, Head of Credit Risk Model Oversight,  telephonenumber : 06-44363650 or email arie.a.van.der.plas@nl.abnamro.com.

Read all about working at ABN AMRO Bank

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Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956