- 2 - 5 jaar
- Een leergierige houding
- Analytische skills
- € 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
Non-Retail Credit Risk Modeller
At a glance
We need you!
ABN AMRO is a leading Dutch bank, with an international presence across Europe. We are looking for skilled quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.
As a Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.
In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a junior analyst you take the responsibility over parts of the model development process and are actively involved in stakeholder management.
Overall you apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior analysts and experienced senior risk analysts who can help you to further develop your skills.
ABN AMRO Risk Modelling is a growing, international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.
- At least 3 - 5 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance;
- Quantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics;
- Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
- You have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB;
- Able to effectively communicate (in written and spoken English) about your analysis and results;
- Able to work independently and under pressure;
- Pro-active attitude;
- You work well within a team, and can take the lead on elements of work, guiding junior team members and enabling successful delivery.
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
The opportunity to pro-actively work on your vitality and fitness
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
Please submit your application online. To find out more, contact Danielle Kuijf - email@example.com. We are looking forward to hear from you!
Please contact firstname.lastname@example.org for more information or upload your resume and motivation letter!
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.
Hoe ziet je sollicitatieprocedure eruit?
1 Reageer online op een vacature
2 Wij beoordelen je CV en motivatie
3 We nodigen je uit voor een interview
4 Daarna volgt mogelijk een assessment
5 Je ontvangt een aanbieding
6 Gefeliciteerd met je baan!
7 Welkom bij ABN AMRO!