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Senior Credit Risk Model Validator

Amsterdam

We vragen

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

We bieden

  • € 6.012 - € 8.588 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

Senior Credit Risk Model Validator

At a glance

ABN AMRO's strong reliance on models manifests itself in all areas of the bank. ABN AMRO has models in place for amongst others credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The credit risk models receive significant attention in organization in coming years due to changing regulatory environment, reviewed bank's business strategy and enhanced internal standards. The Credit Risk Model Validation team provides an independent challenge of the quality and fitness of the models employed for managing the credit risks associated with lending activities of the ABN AMRO Bank, including a variety of advanced IRB models (PD, LGD, EAD), application and behavioural scorecard models for different product types and business lines. The outcome of the validation process affects every level of the organisation – from individual client acceptance to strategic  decision making and steering.

Your job

The Senior Model Validator is a member of the Credit Risk Model Validation team. The Senior Model Validator has in-depth specialist knowledge of credit risk models, methodologies, regulations and business, as well as of the relevant processes. Having exposure to internal and external stakeholders, it is important that the Senior Model Validator acts with confidence, communicates effectively verbally and in writing, and applies expertise for the benefit of the department as well as the wider organization. The Senior Model Validator in this team has main tasks of:

  • performing high quality validations and reviewing validation work of other validators
  • leading large model validation projects
  • participating in general projects and decision making concerning model validation framework, regulatory requirements, policies
  • coaching Model Validators and Associate Model Validators
  • communicating with stakeholders, i.e. regulator, auditors, management
  • acting as a delegate for the Team Lead Model Validation if required.

Working environment

The Credit Risk Model Validation team consists of 15-20 enthusiastic professionals with very diverse cultural background, academic and working experience. By working within Credit Risk Model Validation team you will be able to enjoy a dynamic and open environment which relies on flexible mindset, open collaboration and discussion, and encourages taking initiative and responsibility.

Our team is a part of the Model Risk Management department which consists of four Model Validation teams (Credit Risk, ALM & Capital, Innovation & Projects, and Valuation & Market Risk) and Model Risk Management Office. Together these teams safeguard the Model Risk Management Framework of the bank. 
 

Your profile

General requirements

  • University degree in a quantitative discipline, e.g. mathematics, physics, econometrics or similar, at least at Master level. A PhD and/or additional qualification (e.g. FRM, CFA, CQF certificates) is desirable
  • At least 6 years of relevant work experience in a quantitative role in industry (e.g. modeller, model validator, quantitative risk manager, quantitative consultant) and/or in related research
  • Profound expertise in credit risk modelling or validation, relevant regulatory landscape (Basel III/IV, CRR/CRD, EBA standards and guidelines), data validation and modern programming languages, e.g. Python, SAS, and their application in statistical analysis
  • Full professional proficiency of English
  • You work well in teams, have good communication skills and are capable to influence the stakeholders

We are offering

We are offering

  • The opportunity to be the best you can be, work flexible hours and and lots of room to grow both personally and professionally
  • Good facilities for flexible home working
  • A salary ranging from EUR 5400 to EUR 7700 per month based on a 36-hour workweek. Classification based on knowledge, experience and equal pay.
  • A supplementary benefit budget of 11%, which you can spend on additional fringe benefits
  • Additional benefits such as personal development budget, travel budget where you can choose your method of transport and the reimbursement thereof yourself, solid pension plan
  • 5 weeks’ holiday per year and 5 ‘Banking for better days’, which you can spend on the development of yourself, someone else or society.

Interested?

Are you interested? Then be sure to respond to this vacancy. For more information about position, contact Regina Egorova (regina.egorova@nl.abnamro.com, Team Lead Credit Risk Model Validation).

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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