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Team Lead Credit Risk Requirements Setting Team - ABN AMRO

Location: Amsterdam
Employment: Full-time
Within the MODM department our Credit Risk Requirements Setting team is responsible for setting the requirements and the data definitions for the calculation of credit risk metrics and for several other regulatory requirements across the Credit Risk Life Cycle (like monitoring of exposures, obligors, group of connected clients, credit approval, portfolio monitoring).

At a glance

We are looking for a team lead of the Credit Risk Requirements Setting team in ABN AMRO’s Model Ownership & Data Management Department (MODM). MODM is one of the six departments within the Credit Risk organization. The main role of the MODM department is to set the requirements for all the aspects of the model life cycle and act as owner of credit risk models and RWA oversight from a 2nd Line of Defense perspective. Within the MODM department our Credit Risk Requirements Setting team is responsible for setting the requirements and the data definitions for the calculation of credit risk metrics and for several other regulatory requirements across the Credit Risk Life Cycle (like monitoring of exposures, obligors, group of connected clients, credit approval, portfolio monitoring). The team comprises +/- 12 FTE’s permanent staff and 8 FTE's temporary staff. You will be leading the team based on the developments in the model landscape, in the credit risk strategy, in the regulatory environment and on your vision on an appropriate organizational-set-up.

Your job

You have the opportunity to lead the Credit Risk Requirements Setting team which sets the requirements  for the calculation of the credit risk metrics and for several other Credit Risk Life Cycle topics. You will be responsible for the Credit Risk Forward Program (CRFP) which is leading the drafting of requirements documentation on a wide range of topics. In light of arrears in requirements setting as well as a rapidly changing regulatory landscape, the CRFP acts as a catalyst for this change. A project lead will have the day-to-day responsibilities for managing the CRFP

As Team Lead of the Credit Risk Requirements Setting team, you will be responsible for the remediation of ECB obligations, the development of principles, calculation standards and data requirements for the RWA calculation, COREP exposure >

The Credit Risk Requirements Setting team is operating in a challenging environment of fast pace developments to improve the current situation and to prepare for future regulations. As the team lead, the team will be looking for your guidance and vision on the implementation of the credit risk regulatory requirements across the Credit Risk Life Cycle, the future development of the credit risk regulations and the set-up of the related requirements. You will represent the team in several meeting-cycles with senior management and bank-wide projects. At the same time you will be organizing the team to become a pro-active center for credit risk requirements setting that provides sufficient countervailing power to the other departments. In your discussions with policy experts, the business teams and the IT implementation teams, you will have to find a balance between several interest in the bank that relate to the specific regulatory topics you are working on. The topics the team is working on are defined in work packages, and the way of working is a semi-sprint based approach.

Working environment

The MODM department comprises of 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 Credit Risk Requirement Settings team works closely with the departments responsible for credit risk management (both first and second line of defense), for policies, with Modelling and Regulatory Model Management, with the IT departments executing the implementation (several GRIDs) and the supervising authorities such as internal Audit and DNB/ECB. The team creates a wide range of documents like solutions and documentation for the remediation of regulatory obligations, new requirements standards and continuous review and update of the existing ones. The materials created by the team are with Senior Management such as MT Credit Risk, Group Risk Committee (GRC), Methodology Acceptance Group (MAG), as well as with other key internal and external stakeholders, in particular the 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

You are a great candidate to become our new colleague, if you meet the following description:

  • Do you exhibit the leadership skills to take on this challenge?
  • Are you effective in communicating your vision on the Credit Risk Life Cycle?
  • Do you have 10-15 years working experience in a relevant position?
  • Are you experienced in reviewing and challenging RWA and credit risk requirements in a complex IT and business environment?
  • Do you have very strong knowledge in the context of the CRD/CRR/CoRep/FinRep and the credit risk regulatory framework?
  • Do you have an academic education in a relevant field?
  • Are you a fast thinker that can work on detailed questions as well as overarching challenges?
  • Are looking forward to stakeholder management discussions?
  • Do you show pro-activity and can you steer discussions?

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 13, 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.

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

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.

Location:
Amsterdam

Information and application:

Apply:

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

Job code:
3765
Job posted
20 december 2022
Apply Now
More information:

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

Read all about working at ABN AMRO

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Tel: +31 36 7440 136

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

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