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CB Quantitative Credit Risk Analyst & Model Expert - ABN AMRO Bank

Location: Amsterdam
Employment: Full-time

We are looking for a:

CB Quantitative Credit Risk Analyst & Model Expert

At a glance

You have a strong affinity with Portfolio Management in general and within the context of Commercial Banking (CB) in particular and are interested in becoming an expert in the field of portfolio management. Portfolio Management plays an instrumental role in the execution of CB’s 1st line of defence role in a capital efficient way. Changes in the regulatory environment of banking require more efficient and effective risk and capital management to optimize returns in the highly competitive Commercial Banking segment.

Portfolio Management consists of three clusters: Price & Balance Sheet Optimization, Risk Modelling & Measurement and Change & Conduct Lending. As part of the Risk Modelling & Measurement team you will be responsible for the first line risk management of ABN AMRO Commercial Banking. You will work on various topics throughout the credit life cycle, such as 1) providing input for the development of predictive Credit Risk Models, 2) usage of models in area’s such as credit application, early warning systems and capital requirements & provisioning, and 3) development & maintenance of risk processes such as Risk Appetite setting & monitoring and improvements in credit risk procedures for the business.

You will operate at operational, tactical and strategic level and you will make data-driven decisions and/or advise senior management. You translate data to information, information to insights, and insights to actionable improvements within Commercial Banking’s Credit Portfolio or Credit Risk Management. Each step requires different skills. Do you have them all in your locker? Then we need you!

Your job

Models play an increasingly important role in managing a large & diverse credit portfolio such as Commercial Banking’s. An important part of your job is therefore to be the business expert in the development and maintenance of PD, LGD and EAD models. You will work closely with other departments such as Modelling, Corporate Data Office and IT-Grids, where it is your job to represent the model users in the business by setting the right requirements, but also by diving into the data yourself. Next to that you will work on various Business as Usual topics throughout the credit life cycle, as well as perform deep dive analyses on the credit portfolio of Commercial Banking.

Working environment

ABN AMRO Commercial Banking services SME’s and Corporate clients varying between 0 and 250 million annual turnover, operating in almost all sectors of the Dutch economy. Normally the whole team of Portfolio Management operates centrally from the main office in Amsterdam (GML), and there is frequent contact with the Relationship Management of CB located throughout the Netherlands. In light of COVID-19 challenges, for the time being working from home remains the standard; hence, working from home is well facilitated. The team consists of around 15 professionals who enjoy their job, create a fun working environment together and try to get better every day.

Your profile

You live the 5 culture principles (Crazy for Clients, I am Team, Be a Columbus, Give Trust and Are you in) and carry these out towards your colleagues. You have a quantitative background and you know how to use numbers to tell a story. You have a drive to improve and innovate, and you can be creative in finding mechanisms that effectively control risks while remaining commercially acceptable. You want to continue to improve as a professional and as part of a team.

Do you recognize yourself? Check your profile:

  • You have a quantitative background at an academic level (e.g. econometrics);
  • You have experience with data & statistics, and your able to apply these skills to quick and useful business insights;
  • You have experience managing credit risk in financial services;
  • You have knowledge of credit risk management and the relevant metrics such as PD, LGD, RWA, RAROE;
  • You have experience in portfolio management;
  • You have knowledge of the vision & strategy of ABN AMRO & Commercial Banking;
  • You have knowledge of developments in the Dutch economy and in the market of financial services.

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 salary ranging from EUR 41,500 to EUR 77,500 per month based on a 36-hour workweek
  • 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


Are you interested in this position? Get in touch! Apply to the vacancy now, or contact Evrard Beerepoot, Expert Lead Risk Modelling & Measurement PM CB (06 – 13093306). We look forward to it!

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.


Information and application:


Please send your application for CB Quantitative Credit Risk Analyst & Model Expert at ABN AMRO Bank in Amsterdam including your CV via our website.

Job code:


Job posted

13 november 2020
Apply Now

More information:

Are you interested in this position? Get in touch! Apply to the vacancy now, or contact Evrard Beerepoot, Expert Lead Risk Modelling & Measurement PM CB (06 – 13093306). We look forward to it!

Wil je deze vacature delen met je netwerk?



Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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