Domain Expert (Credit Risk Forward Program)
ABN AMRO Bank
Amsterdam, NH, Netherlands
6 dagen geleden

ABN AMRO is a leading Dutch bank, with an international presence across Europe. As part of our Credit Risk Forward Program, we are looking for a skilled Regulatory Credit Risk Specialist who has a solid risk management background complemented with a thorough understanding of the regulatory requirements underlying the capital calculation for credit risk.

The Credit Risk Forward program is part of Future Credits Domain and is managed by the Financial Risk Grid. The goal is to bring Credit Risk Management to a higher maturity level (Elevating Credit Risk Management).

This is a challenging role requiring you to take responsibility. In this role you can further develop on a professional and personal level in a very experienced team! Tell us your story. We are curious!

Je werk

In your day-to-day job you will work in a multidisciplinary program overlay team in the Financial Risk Grid. You closely work together with Saga / Epic Integrators, modellers, policy department , Credit Risk and the business in order to ensure that the requirements for Credit Risk Management changes properly reflect the regulation, the business practices and processes.

This means being (actively) involved in stakeholder management. 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 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 management strategy.

You communicate clearly and transparently, both orally and in writing. It is expected that you continue developing your knowledge and skills.

After completing the Credit Risk Forward program, it is expected that you are able to grow to positions in the Model Owner & Data Management team within Credit Risk or Regulatory Model Management department.

Werkomgeving

The Financial Risk Grid 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 of the Financial Risk Grid is to enable all changes in Financial risk processes and system architecture, relevant for our stakeholders from Risk Management.

One of the key responsibilities is the implementation and maintenance (run) of our regulatory risk 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.

The Financial Risk grid also acts as a change owner on behalf of Risk Management to support Program Management for the bigger themes, where many grids are involved, such as the Credit Risk Forward Program.

The focus is hereby on translating regulations and policies in implementation requirements and solutions.

Je profiel

  • Minimum of 4 years of work experience in credit risk management, policy and framework development or regulatory reporting; or
  • 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 Credit Risk regulations and translate these to clear written requirements
  • Substantive knowledge either in statistics, banking products, regulatory reporting or credit risk assessments
  • Excellent communication skills (verbal and written) in English
  • Able to work in a project team and under pressure
  • Pro-active a can do mentality as well as collaborative attitude
  • Team player and goal oriented profile
  • Wij bieden

  • Multicultural working environment with great colleagues from different nationalities
  • Challenging work on complex and advanced change 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, both in a agile grid environment as well as in Credit Risk.
  • Interesse?

    Please submit your application online.

    To find out more, contact Danielle Kuijf - danielle.kuijf nl.abnamro.com. We are looking forward to hear from you!

    Gelijke kansen voor iedereen

    Het succes van onze organisatie staat of valt met de kwaliteit van onze mensen en de ideeën die zij hebben. Echt verrassende inzichten en innovatieve oplossingen voor onze klanten ontstaan door een samenspel van culturen, kennis en ervaring.

    Daarom is diversiteit voor onze organisatie ontzettend belangrijk. Om ervoor te zorgen dat alle collega’s binnen ABN AMRO hun kwaliteiten kunnen ontplooien, stimuleren we een inclusieve cultuur waarin iedereen zich betrokken en gewaardeerd voelt.

    Disclaimer externe recruitmentbureaus

    Externe recruitmentbureaus dienen een overeenkomst met ABN AMRO BANK N.V. te hebben getekend, uitgegeven door een Talent Acquisition Specialist, om CV’s te mogen indienen.

    Daarbij mag alleen een CV worden ingediend wanneer het bureau is uitgenodigd door een Talent Acquisition Specialist om mee te zoeken naar geschikte kandidaten.

    Alle ongevraagde CV’s die buiten deze voorwaarden worden aangeboden zullen als eigendom van ABN AMRO BANK N.V. worden beschouwd.

    ABN AMRO BANK N.V. is hierbij geen plaatsingskosten verschuldigd.

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