Financial Credit Risk Specialist

At a glance

ABN AMRO is a leading Dutch bank, with an international presence across Europe. We are looking for a Financial Credit Risk Specialist within the Financial Risk Grid with a background in credit risk and an understanding and knowledge of credit risk models (IRB models), complemented with knowledge and affinity towards IT applications and processes.

Your job

In your day-to-day job you work within a multi-disciplinary software development team, using agile-scrum way of working, to ensure the model implementation properly reflects regulations, business practices and processes. The team is distributed across the Netherlands and India, which means good communication and collaboration is key to achieving goals.

• Your goal is to support translation of high level stakeholder requirements into concrete implementation roadmaps, drive the end-to-end process of implementing the requirements, manage impediments and support the stakeholders during their testing and acceptance of the implementation.
• This role requires you to take responsibility and ownership not just within your team, but across the value chain.
• In this role you can develop on a professional and personal level in an experienced team and you can make maximum use of your stakeholder management and analytical skills.

Working environment

The Financial Risk Grid is part of the Finance and Risk Business Grids (F&RBG) and plays a key role in ensuring the bank makes informed, data driven decisions. The main focus of the Grid is enabling all changes in financial risk processes and system architecture, relevant for our credit risk management stakeholders. One of the key responsibilities is implementation and maintenance of regulatory credit risk models. These models are key to the existence of the bank as they form the basis for regulatory capital calculations, pricing, loan approval and performance management.

The Financial Risk Grid also acts as change owner on behalf of F&RBG to support program management for bigger themes, where many grids are involved. The focus is hereby to implement credit risk (and IFRS9) models according to requirements, regulations and policies. Because the Financial Risk grid is at the heart of the bank's various value chains, your stakeholders are not only within risk management departments, but will cover business functions, finance and other grids. You will work in co-operation with a small group of experienced colleague business developers.

Your profile

• You have 5+ years of experience in financial risk management and a Bachelor's or Master's in a quantitative area.
• You have an understanding of regulatory requirements regarding capital requirements for credit risk - internal ratings based approach (IRB) and standardized approach (SA) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines.
• You are experienced in requirements analysis and translating them into IT solutions.
• You have an analytical mindset and always ready to deep dive into understanding a subject from all perspectives.
• You are a good communicator, keep stakeholders involved throughout the process and support decision making.
• You are results-oriented and can keep order in a complex environment.
• You have experience in taking responsibility for high quality deliverables.
• You have an understanding of agile and scrum way of working.

We are offering

• The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay and benefit budget.
• The Benefit Budget is 11% of your salary. The Benefit Budget allows you to acquire additional employment benefits. If you make no purchases or reservations in the Benefit Shop in a given month, you are paid one twelfth of your Benefit Budget that month.
• Five weeks of vacation per year. You have the option to purchase an additional four weeks per year.
• Personal development Budget of € 1,000 per year, which you can accumulate up to € 3,000.
• Possibility to work from home (in consultation with your team and depending on your position).
• An annual public transport pass with free public transportation throughout the Netherlands.
• An excellent pension scheme.

Interested?

Respond to this vacancy now! For more information, contact Désirée McNaught, Business Lead Model Implementation & Run (desiree.mcnaught@nl.abnamro.com). We are looking forward to meeting you!