We are looking for an additional colleague in the Credit Risk Requirements Setting Team in ABN AMRO’s Credit Risk second line of defense. Credit Risk Requirements Setting team is responsible for setting the requirements and the data definitions for the calculation of credit risk metrics and for several other regulatory requirements across the Credit Risk Life Cycle (like monitoring of obligors and exposures, group of connected clients, credit approval, portfolio monitoring). The team comprises about 10 permanent internal staff.
Your job
You have the opportunity to join the Credit Risk Requirements Setting team which sets the requirements for the calculation of the credit risk metrics and for several other Credit Risk Life Cycle topics.
The team is responsible for the remediation of ECB obligations, the development of principles, calculation standards and data requirements for the RWA calculation, COREP exposure classes, rating assignment, connected clients, group support, credit risk reporting, etc. The activity of the team relies on strong knowledge of the CRD/CRR/CoRep/FinRep and other areas of related regulation, in particular from the perspective of further specifying the implications of the CRR in precise requirements. For more complex discussion, the team is able to reach out to regulatory expertise based on precisely articulated questions. A key aspect of the requirement setting is to further define data attributes that are already broadly defined in the Bank’s Policies and Standards.
Working environment
The Credit Risk Requirement Settings team works closely with the departments responsible for credit risk management (both first and second line of defense) and for policies, with Modelling and Regulatory Model Management, with the IT departments executing the implementation (several GRIDs) and the supervising authorities such as internal Audit and DNB/ECB. The team creates a wide range of documents like solutions and documentation for the remediation of regulatory obligations, new requirements standards and continuous review and update of the existing ones. The materials created by the team are with Senior Management such as MT Credit Risk, Group Risk Committee (GRC), Methodology Acceptance Group (MAG), as well as with other key internal and external stakeholders, in particular the ECB.
Within the team and the Credit Risk department, professionals can grow and develop further. Since the department is continuously looking for improvements, it is appreciated when you actively contribute to enhance 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
We are looking for a colleague with substantial experience and a thorough understanding of the banking business and as such with proven expertise with regulatory policies like the CRR and EBA guidelines. Besides this, you are a quick learner with the ability to grow further in this role. The wide range of topics that the team and the department are involved with provide an excellent ground to explore your potential. Colleagues in our department are expected to be comfortable in the fields of risk, finance, regulation and quantitative metrics.
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 10+ years working experience in a relevant position?
Do you have in-depth knowledge of the CRD/CRR framework ?
Do you have in-depth knowledge of credit risk related regulations ?
Do you master the main concepts of credit risk management ?
Do you have excellent communications skills, especially in writing ? (fluency in English is required)
Are looking forward to leading complex stakeholder management 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 up to scale 13, depending on your experience and 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 • A solid pension plan
Interested?
If you are interested in this position, please apply via the apply button.
Reach out to us via email (paul.aarts@nl.abnamro.com) to learn more about this position.
Employment agencies are requested not to reply to this vacancy.
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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