Vacatures in Riskmanagement

Team Lead Credit Risk Modelling - ABN AMRO

Location: Amsterdam
Salary: € 6408 - € 9155 a month
Employment: Full-time
Or are you a top talent in the field of quantitative risk management, and ready for the next step in your career? Look no further and apply to this role, we look forward to get to know you!

At a glance

Measuring and effectively managing risks is key in banking. The need for modelling in core banking processes, including risk management, is expanding rapidly. New technologies, new data sources and data driven solutions create an enormous amount of opportunities. On the flip side, these opportunities result in competition on a high pace and increasing regulatory requirements on data and models. ABN AMRO is making a step forward by exploiting these new opportunities and strengthen our competitive position. Risk Modelling has the ambition to develop risk models that enable offering our clients a sustainable price that matches their risk profile. Our team has the ambition to be leading and on the cutting edge.

Your job

As Team Lead Credit Risk Modelling you are responsible to lead a team of ca 10 FTE in the redevelopment of credit risk models for various lending portfolios of the bank. You and your team play a central role in redeveloping ABN AMRO’s risk model landscape, one of the major challenges in ABN AMRO’s risk management. As team lead you take end-responsibility for the redevelopment 
of PD, LGD and EAD models in line with the bank’s IRB planning, and you manage the team to deliver the redeveloped models in line with regulatory requirements and with the banks quality standards. Moreover you and your team take the model through internal model validation as well as onsite inspections from DNB/ECB. You foster a good collaboration with stakeholders in 
business and risk, and represent the Modelling department in various committees, management teams, change grids, and towards regulators and other stakeholders. You increase awareness and educate different parts of the bank regarding credit risk models. Meanwhile you grow the team and coach team members on their work and their development goals.

Working environment

ABN AMRO Risk Modelling is a young and international team of more than 150 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which are used by the bank its daily decisions, from pricing of deals and granting of credits to setting and monitoring of market risk limits and determining the capital requirements for the bank. Our team enjoys intellectual challenges and has a mentality of “rolling up our sleeves” to get the job done. Our team seeks out collaboration to maximize the usability and positive impact of our work for the bank.

Your profile

  • You have a master’s degree or PhD in an quantitative field;
  • You have >8 years experience working in a financial environment, in quantitative roles;
  • You have >3 years experience in a senior or managerial role;
  • You speak and write English fluently;
  • You are an effective communicator, connect easily with stakeholders on different levels of 
  • You have thorough knowledge of banking and credit risk;
  • Thorough knowledge of rules and regulations and regulatory trends relevant for credit risk 
    modelling (Basel, CRR, etc);
  • You have experience in working with DNB/ECB through communication and on-site 

Do you have what it takes to meet this challenge? Do you have experience with leading large projects with a strong quantitative character, and an eye for detail? Or are you a top talent in the field of quantitative risk management, and ready for the next step in your career? Look no further and apply to this role, we look forward to get to know you!

We are offering

In this role you will get the opportunity to make a significant difference for the bank, which comes with high attention of the bank’s senior management. The complexity in model development projects combined with sometimes strict deadlines will drive you to develop yourself on content as well as leadership and project management. Our Risk Modelling team covers many areas and is 
still expanding, which offers additional opportunities for personal growth.

We also offer:

  • A market conform salary and pension scheme;
  • A supplementary benefit budget of 11% with which you can spend on flexible fringe benefits or 
    use as addition to your salary;
  • The ability to work flexible hours;
  • A personal development budget of € 1,000 per year;
  •  A subscription for public transport.


Are you interested? Please apply online. For more information you can contact Danielle Kuijf:
We look forward to getting to know you.

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. In addition, a recruitment agency can only submit a resume when invited by a Talent Acquisition Specialist to join the search for a right candidate. All unsolicited resumes sent to us will be considered property of ABN AMRO BANK N.V. In this case, ABN AMRO will not be held liable to pay a placement fee.

Wij vragen

  • Natuurlijk leiderschap

Wij bieden

  • Analytische skills

Information and application:


Please send your application for Team Lead Credit Risk Modelling at ABN AMRO in Amsterdam including your CV via our website.

Job code:
Job posted
26 september 2023
Apply Now
More information:
Daniëlle Kuijf
Talent Acquisition Specialist

Read all about working at ABN AMRO

Wil je deze vacature delen met je netwerk?


Postbus 60184
1320 AE Almere

Tel: +31 36 7440 136

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

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