Werkomgeving
ABN AMRO Risk Data & Analytics (RD&A) is a rapidly growing team of which quantitative professionals form a large part. We are the bank’s expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank’s capital requirements.
The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. The team is now being expanded to almost 50 FTE divided across 4 sub teams (Credit Risk Retail, Credit Risk Non-Retail, ALM, IFRS 9 and a team working on our Risk Analytics Platform).
In this role, you will be working in the IFRS 9 Modelling Data team. The teams largely consist of highly motivated colleagues with international backgrounds, working in an open and informal atmosphere. Given the importance the regulatory authorities ascribe to modelling and the data underpinning it, this is a challenging and impactful role.