Waar ben je naar op zoek?

Model Oversight Expert

Amsterdam

We vragen

  • 5 - 10 jaar
  • Goede communicatie vaardigheden
  • Analytische skills

We bieden

  • € 5.174 - € 7.392 pm
  • Een uitgebreid arbeidsvoorwaardenpakket
  • Regie op eigen ontwikkeling

Waarom ABN AMRO?

  • Bouwen aan de bank van de toekomst
  • Een diverse en inclusieve cultuur
  • Veel interne doorgroeimogelijkheden

Model Oversight Expert

At a glance

We are looking for an additional colleague in the Model Ownership team in ABN AMRO’s Model Ownership & Data Management Department (MODM). The main role of the MODM department is to act as owner of credit risk models and RWA implementation from a 2nd Line of Defense perspective. Within the MODM department our Model Ownership team is responsible for the oversight of the use, implementation and quality of pillar I credit risk models. The team is comprising of two sub-teams, focusing on program lending ( “retail”) and non-program lending portfolios respectively. You will be working predominantly as one of the model owners in the context of retail models.

Your job

You have the opportunity to join the Model Ownership team within Credit Risk which a.o. represents the model ownership for Credit Risk Models. The team 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. During the entire model life cycle you are responsible for the oversight of these models, while depending on the phase of the life cycle your role will either lean towards formulating opinions on the quality of models, initiating discussions on necessary changes, or reporting on the state of affairs of the models. You will help Credit Risk in its role to keep oversight and control on the entire credit risk balance of ABN AMRO.

Working environment

The MODM department comprises of five teams, focusing on the ownership of pillar I credit risk models, RWA and Segmentation Implementation, Requirements Setting and organizing Data Management. MODM is part of the Credit Risk division, which form the 2nd Line of Defense of credit risk management. Within the Credit Risk division, MODM is one of the shared capabilities, which means that we are aiming to share knowledge with other departments.

 

The Model Ownership 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 you will 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 the MODM department, 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 are a great candidate to become our new colleague, if you meet the following description:

  • Do you have an academic education in a relevant field?
  • Are you a fast thinker that can work on detailed questions as well as overarching challenges?
  • Do you have 5-10 years working experience in a relevant position?
  • Are you knowledgeable in the context of the CRD/CRR framework?
  • Do you have sufficient knowledge of credit risk model related regulations?
  • Are able to explain the main concepts of credit risk model design including underlying data and their application to stakeholders?
  • Do you have excellent communications skills, especially in writing? (fluency in English is required)
  • Are looking forward to stakeholder management discussions?
  • Do you show pro-activity and can you steer discussions?

 

We will evaluate candidates based on their individual qualities and their added value to the skills, knowledge and diversity of the team.

We are offering

  • The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
  • A salary in pay scale 10 to 12, depending on our assessment of your expertise and qualifications
  • A supplementary benefit budget of 11%, which you can spend on additional fringe benefits
  • A personal development budget of EUR 1.000 per year
  • An annual public transportation pass or travel budget, depending on the function
  • A solid pension plan

Interested?

If you are interested in this position, please apply via de apply button. 

 

Reach out to us via email (roel.claessen@nl.abnamro.com) to learn more about this position.

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.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. In addition, a recruitment agency can only submit a resume when invited by a Talent Acquisition Specialist to join the search for a right candidate. All unsolicited resumes sent to us will be considered property of ABN AMRO BANK N.V. In this case, ABN AMRO will not be held liable to pay a placement fee.

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