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Credit Risk Model Oversight (Regulatory Expert) - ABN AMRO Bank

Location: Amsterdam
Employment: Full-time
We are looking for an additional colleague in the Model Ownership team in ABN AMRO’s Model Ownership & Data Management Department (MODM).

We are looking for a

Credit Risk Model Oversight (Regulatory Expert)

At a glance

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

As a Data Expert within the MODM department, you will help Credit Risk in providing insight, and improving the quality of the data that the department uses to inform, to report and to steer. Your job entails the following activities:

  • Overseeing risk reports, risk indicators and financial data, and understand how data in the business leads to the reported values. You keep oversight of the risk processes and understand the relation with data and the business;
  • Supporting Credit Risk with the Initiation, Onboarding, and setting up of Data Requirements which result from new regulatory requirements, running bank wide programs, changes/Improvements and new developments;
  • Preparing and maintaining Functional and Technical Documents, minimum standards and related processes for credit risk data;
  • Supporting the process of Data Sourcing together with validation and approval of the received data in line with the defined requirements;
  • Setting up the Data Quality requirements and support Data Quality issue management for strengthening credit risk data delivery and ensure BCBS239 Compliance.

Overall, you will play a key role in supporting and assigning the ownership of reference data, owned by Credit risk department, including onboarding into the Enterprise Reference Data system and ensuring regular maintenance of the contents and the metadata.

Working environment

The MODM department has 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. 

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

We are looking for a new colleague that meets the following profile: 

  • An academic education in a relevant field;
  • You a fast thinker that can work on detailed questions as well as overarching challenges;
  • You have at least 2 to 5 years working experience in a relevant position;
  • You are knowledgeable in the context of the CRD/CRR framework;
  • You have sufficient knowledge of credit risk model related regulations;
  • You can explain the main concepts of credit risk model design including underlying data and their application to stakeholders;
  • Excellent communications skills, especially in writing (fluency in English is required).

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. We anticipate to close applications in response to this vacancy on 15 December.

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

Employment agencies are requested not to reply to this vacancy.

Location:

Amsterdam

Information and application:

Apply:

Please send your application for Credit Risk Model Oversight (Regulatory Expert) at ABN AMRO Bank in Amsterdam including your CV via our website.

Job posted

15 november 2021
Apply Now

More information:

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

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