Junior Credit Risk Model Owner Non-retail

Amsterdam

We vragen

  • 2+ jaar
  • Passie voor je vakgebied
  • Een leergierige houding

We bieden

  • € 4.213 - € 6.019 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

Junior Credit Risk Model Owner Non-retail

At a glance

We are looking for an additional colleague in the Model Ownership team in ABN AMRO's Model Ownership & RWA Oversight department (MO&R). Within the MO&R department, our Model Ownership team is responsible for the oversight of the use, implementation and quality of pillar I credit risk models and economic capital credit risk models. The team is comprising of two sub-teams, focusing on program lending ("Retail") and non-program lending ("Non-Retail") portfolio respectively. You will be working in the Non-Retail team.

Your job

You have the opportunity to join the Model Ownership team. The team facilitates all necessary activities for Credit Risk Models, including Climate and Environmental Risk (CER) aspects, accepting accountability and ensuring the model lifecycle is properly followed. The team is accountable for pillar I and economic capital credit risk models; keeps oversight on the design, key decisions, internal and regulatory approval, implementation, use, monitoring and decommissioning of the Credit Risk Models under its mandate. The models owned are used for regulatory and economic capital calculation, risk based decision making, portfolio management, pricing, CER assessment and multiple other uses. During the entire model 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 MO&R department comprises of three teams and a total of approximately 25 FTE's, focusing on the ownership of pillar I and economic capital capital credit risk models and ensuring the correct calculation and oversight of RWA for credit risk. MO&R is part of the Credit Risk division, which forms the 2nd Line of Defense of Credit Risk Management. 

The Model Ownership team works closely with the departments responsible for developing and maintaining models (Modelling Data, Risk Modelling, Regulatory Model Management, Model Validation), implementing the models (several GRID's), the business lines using the models deployed and supervising authorities such as the Dutch National Bank and the European Central Bank. To ensure the set-up of a proper model landscape, the execution of a sound model lifecycle process and the appropriate use of models, you will work closely with several subject matter experts from other departments including Modelling, Model Validation, Model Risk Management, IT, Operational Risk Management & Control.

Within the MO&R department, professionals can grow and develop further. We appreciate 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 eachother.

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 0-3 years working experience in a relevant position ?
  • Are you knowledgeable or interested in the context of CRD/CRR framework?
  • Do you have sufficient knowledge or are willing to learn about credit risk model related regulations?
  • Are you able to explain the main concepts of credit risk model design and underlying data and their application to stakeholders?
  • Do you have excellent communication skills, especially in writing? (fluency in English is required)
  • Are you looking forward to stakeholder management discussions?
  • Do you shou 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 8 to 9, depending on your experience and on our assessment of your expertise and qualifications
  • 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 (gennaro.ferreras.velasco@nl.abnamro.com) to learn more about this position.

Employment agencies are requested to not 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. No unsolicited services or offers, please.

Wie zijn je collega's?

De loopbaan van Sander Cremers

“Aan het begin van de coronacrisis hoefde een groot deel van onze klanten tijdelijk geen rente en aflossing over hun lening te betalen. Het voelt goed om ondernemers die het zwaar hebben te helpen.”

Lees het verhaal

Sander Cremers
Portfolio Manager Financial Risk

De loopbaan van Rosalie Tulen

“De financiële gegevens van alle afdelingen bundelen we tot begrijpelijke rapportages. Zo adviseren we het management over de financiële positie van het bedrijf.” 

Lees het verhaal

Rosalie Tulen
Junior Controller

De loopbaan van Niels Vlaming

“Je merkt heel duidelijk dat ABN AMRO in beweging is. Er zijn continu nieuwe projecten aan de gang, waarvan een groot deel met duurzaamheid te maken heeft.”

Lees het verhaal

Niels Vlaming
Reporting Specialist

Hoe meer er met data kan, hoe sneller Accountancy innoveert

“Er is met data nu véél meer mogelijk dan een paar jaar geleden. Daar ligt de uitdaging voor mij.”

Lees het verhaal

Joep Timmermans
Junior Accounting Data Analist

De loopbaan van Anna Zadorozhnaia

“De manier van denken is belangrijker dan direct alle antwoorden paraat te hebben. Het gaat er meer om wat je doet als je de antwoorden niet hebt.”

Lees het verhaal

Anna Zadorozhnaia
Senior Data Scientist

Hoe ziet je sollicitatieprocedure eruit?

Ben jij uit het juiste hout gesneden?

Maatschappelijk betrokken

Maatschappelijk betrokken

Lees meer
Leren en ontwikkelen

Leren en ontwikkelen

Lees meer
Uitdagend werk

Uitdagend werk

Lees meer
Impact maken

Impact maken

Lees meer

Kom bij ons het verschil maken!

Benieuwd hoe wij omgaan met hybride werken?

Wij hebben alles op een rij gezet