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Senior Regulatory Model Management Specialist - ABN AMRO Bank

Location: Amsterdam
Employment: Full-time
As a regulatory model management specialist you will translate the bank’s business strategy into the model landscape. You provide advice on the design or selection, implementation, oversight and performance of the model landscape (...)

We are looking for a

Senior Regulatory Model Management Specialist

We need you!

ABN AMRO is a leading Dutch bank, with an international presence across Europe. As part of our Credit Risk Control Unit (CRCU), we are looking for a skilled Regulatory Model Management Specialist (RMM)who has a solid (quantitative) risk management background complemented with a thorough understanding of the regulatory requirements underlying the capital calculation for credit risk. The CRCU is responsible for the design, implementation and oversight of the rating systems in line with requirements from Article 190 from CRR

Your job

As a regulatory model management specialist you will translate the bank’s business strategy into the model landscape. You provide advice on the design or selection, implementation, oversight and performance of the model landscape, in the context of current implemented (A)IRB models, permanent partial use (PPU) of standardised approach, roll-out decisions and future Basel IV requirements. Furthermore, the team is also responsible to maintain the quality of the IRB credit risk (CR) models and the bank’s related processes, procedures, and systems. In this role, you will participate in the quality assurance assessments of model (re)developments or model monitoring projects among other activities

In your day-to-day job you will work in multidisciplinary project teams. You closely work together with modellers, policy department and the business in order to ensure that the model landscape properly reflects the regulation, the business practices and processes. This means being (actively) involved in stakeholder management of both internal and external parties including the DNB and ECB. You are capable of providing advice to the relevant stakeholders with advice on IRB CR models, roll-out related issues and interpretation of regulation 

You enjoy the challenge of performing quantitative, financial and non-financial analyses. You are able to provide a clear and proper explanation of relevant regulations and internal policies. Your reliable advice and decision-making forms the basis for optimizing the quality of the credit risk model strategy. You communicate clearly and transparently, both orally and in writing. It is expected that you continue developing your knowledge and skills and be able to coach your junior colleagues who will be supporting you. 

Your working environment

The Regulatory Model Management department is a new team which is being extended covering the tasks of the Credit Risk Control Unit (CRCU). RMM is part of the Risk Data and Analytics department which plays a key role in ensuring that the bank makes informed, data driven decisions. The main focus is the development, implementation and maintenance of our regulatory models. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

Your profile

•    Minimum of 7 years of work experience in credit risk management, policy and framework development or regulatory reporting; or
•    Minimum of 7 years of work experience in quantitative analysis within risk modelling or model validation in banking and finance 
•    Academic education in a relevant field, like econometrics, mathematics, actuarial studies, risk management or finance
•    Exceptional understanding on regulatory requirements regarding capital requirements for credit risk - internal ratings based approach (IRB) and the standardized approach (SA) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines.
•    Be able to perform, amongst others, impact assessments of changes in capital requirements – risk weighted assets (RWA) – in for example SAS or Excel
•    Substantive knowledge either in statistics, banking products, regulatory reporting or credit risk assessments 
•    Excellent communication skills (verbal and written) in English
•    Able to work independently and under pressure
•    Pro-active a “can do” mentality as well as collaborative attitude
•    Team player and goal oriented profile

What we offer

•    Multicultural working environment with great colleagues from different nationalities
•    Challenging work on complex and advanced quantitative problems
•    Attractive package (depending on your level of seniority you are allocated to the according salary scale)
•    Flexible and fun working environment
•    Wide range of training opportunities
•    Career development and the possibility to gain experience in different areas of risk modelling, in other business areas of the bank, or in one of our international locations

Interested?

Please submit your application online. In case you have any questions regarding this position; please get in touch with Mireia Gozalbo (Mireia.Gozalbo.Querol@nl.abnamro.com) responsible for Regulatory Model Management team within the Risk Data Analytics Department.

We are looking forward to hear from you!

Equal opportunities for all

The success of our organisation depends on the quality of our

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.

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 

Location:
Amsterdam

Information and application:

Apply:

Please send your application for Senior Regulatory Model Management Specialist at ABN AMRO Bank in Amsterdam including your CV via our website.

Job posted
09 mei 2021
Apply Now
More information:

Please submit your application online. In case you have any questions regarding this position; please get in touch with Mireia Gozalbo (Mireia.Gozalbo.Querol@nl.abnamro.com) responsible for Regulatory Model Management team within the Risk Data Analytics Department.

Read all about working at ABN AMRO Bank

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Contactgegevens

CareerGuide

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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Ook een vacature plaatsen? Neem contact met ons op:


Nienke Smit   Pieter Lammers
Nienke Smit
n.smit@careerguide.nl
06-41454957
  Pieter Lammers
p.lammers@careerguide.nl
06-41454956