We need you!
ABN AMRO is a leading Dutch bank, with an international presence across Europe, Asia Pacific, and the Americas. We are looking for skilled quantitative regulatory modelling analysts, both senior and junior, who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk.
As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. Furthermore, the team is also responsible for the quality assurance of initiatives within the bank which affect the modelling process. For example reviewing Basel IV requirements, reviewing the application of modelling guidelines to model developments and instructing the modelling department.
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 models properly reflect the regulation, the business and processes. You will work-out frameworks which describe the suitable quantitative methods and techniques and qualitative requirements for the respective IRB models.
As a medior analyst you will take responsibility on different tasks related to credit risk modelling techniques, building regulatory frameworks and among other activities. Moreover, as a medior you will be actively involved in stakeholder management of both internal and external parties including the DNB and ECB. ABN Amro will make sure you receive the right guidance from senior and Management to build a proper career path. Overall you apply your quantitative skills and experience to make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior, medior and senior risk analysts.
Your working environment
ABN AMRO Risk Modelling is a growing, 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 risk modelling department plays a key role in ensuring that the bank makes informed, data driven decisions. The main focus is the development and maintenance of our Credit Risk models which cover a large part of the balance sheet. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.
What we offer
Please submit your application online. In case you have any questions regarding this position; please get in touch with Mireia Gozalbo responsible for Quality Assurance & Regulatory Compliance within Risk Data Analytics Department.
We are looking forward to hear from you!