Team Lead Credit Risk
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 from unexpected parties on a high pace. ABN AMRO intends to make a step forward by exploiting these new opportunities and strengthen the competitive position. Risk Modelling has the ambition to develop risk models that enable offering our clients a sustainable price that matches their risk profile. The team has the ambition to be leading and on the cutting edge.
The Risk Type Cluster Leader for Credit Risk Projects is responsible for representing risk modelling in various committees, Management Teams, change grids, and towards regulators and other stakeholders. The jobholder is responsible for model quality, determines and monitors quality standards and coaches project teams to realize output of constant quality, performs stakeholder management, and has general knowledge of the other risk types to be able to represent Risk Modelling in an appropriate manner towards stakeholders. The jobholder also has the aim to educate on and bring awareness about risk modelling within the organization and to actively promote risk modelling inside and outside of the bank, sets the boundaries of what is expected from the teams, coaches the team to realize their operational deliveries, is pro-actively involved if boundaries are tested and coaches the teams to optimize their activities (qualitative and quantitative).
ABN AMRO Risk Modelling is an international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.
The professionals in the ABN AMRO Risk Modelling department have diverse international backgrounds and form a young and dynamic team. The team enjoys intellectual challenges and “rolling up their sleeves” to get the job done. ABN AMRO offers an open atmosphere, in which mutual feedback leads to continuous improvement. Together with support from business and other stakeholders, we work to realize our ambitions in delivery and innovation.
Working at ABN AMRO means becoming even better at what you do. We understand clients, translate their ambitions into joint success and thus earn their trust. We want our clients to understand our products. This is why we sometimes say 'no' if the risk attached to a product is too great for the client. Serving the client's interests is also a question of offering – and communicating – a transparent range of products. Banking is our business, the world is our challenge.
• Quantitative background
• Is part of the Risk Modelling department which consists of ± 150 FTE
• Will lead multiple Credit Risk Projects such as Modelling frameworks, implementation of new regulation, management of regulatory inspections
• Intensive experience with risk models covering the entire balance sheet of ABN AMRO in terms of credit risk, IFRS and pricing models
General information
• Academic quantitative master’s degree or PhD
• English fluent;
• >8 years of experience in a financial environment of which > 5 years in a quantitative environment and at least 3 years in a senior or managerial role
• Strong communication skills
• Strong at initiating cultural change
• Thorough knowledge of financial markets, banking as well as trading book products, risk management, credit risk and IFRS.
• Thorough knowledge of rules and regulations and regulatory trends relevant for risk modelling (Basel, IFRS, CRDIV/V, etc.)
• Experience in communication with DNB/ECB, on-site inspections and thematic analysis
• Strong personality with respect to interaction with internal stakeholders, regulators and other external stakeholder
Your desire to value creation using risk data is very important for us . We’re also keen to learn from your experience of data value creation and model applications. You will be given the opportunity to further deepen your expertise and/or broaden your role, from data modelling to data delivery and from portfolio to data management related to regulatory change. There will be various growth opportunities in your area of expertise and also beyond, depending on your goals, interests and experience.
We also offer:
• the ability to work flexible hours
• a supplementary benefit budget of 11% with which you can buy flexible fringe benefits such as extra days off, a subsidy to cover the costs of a phone or an (electric) bicycle, and salary top-ups
• a personal development budget of € 1,000 per year with an option to save up to € 3,000
• an annual public transport season ticket
• a market conform pension scheme
• market conform salary
Are you interested? Please apply online. For more information you can contact Danielle Kuijf: danielle.kuijf@nl.abnamro.com.
We look forward to getting to know you.
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.
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.
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