Senior Credit Risk Model Owner
· AMSTERDAM, Netherlands ·
- Seniority
- Senior
- Employment
- Contract
Senior Credit Risk Model Owner
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Expertise areas
About us
Senior Credit Risk Model Owner
Risk Management - Amsterdam - Risk Management - 36-40 - Scale 12: € 7.048 - € 10.068 pm
We require - Excellent communication skills
We offer - Scale 12: € 7.048 - € 10.068 pm - Passion for your field of expertise
We require - Excellent communication skills
We offer - Scale 12: € 7.048 - € 10.068 pm - Passion for your field of expertise
At a glance
We are looking for a new senior colleague to join our Retail & EC Model Strategy team within ABN AMRO's Credit Risk Control Unit (CRCU) and Model Strategy department.
The team acts as model owner for Retail and EC Credit Risk models i.e. IRB, Non-IRB, IFRS9, EC models and Scorecards. We fulfil this responsibility by shaping the model strategy and coordinating and overseeing the full model life cycle. This includes defining model strategy, maintaining oversight of design, internal and regulatory approval, implementation, use, monitoring and decommissioning. The models support regulatory and economic capital calculations, provisioning, risk-based decision-making, portfolio management and a range of other downstream processes.
As a senior model owner, you are able to handle multiple requests at the same time, guide junior and medior colleagues, and provide direction and clarity in complex situations. You bring oversight, challenge and judgement throughout the model life cycle, helping the CRCU and Model Strategy department maintain effective oversight over ABN AMRO's credit risk model landscape.
Your job
- Drive and continuously refine model strategy, including return-to-compliance plans and longer-term improvements to the model landscape. - Oversight of the life cycle of retail credit risk models (including IFRS 9 and stress testing) and EC models (across both retail and non-retail portfolios), as well as active participation as model owner during model developmen...
Apply right away
Expertise areas
About us
Senior Credit Risk Model Owner
Risk Management - Amsterdam - Risk Management - 36-40 - Scale 12: € 7.048 - € 10.068 pm
We require - Excellent communication skills
We offer - Scale 12: € 7.048 - € 10.068 pm - Passion for your field of expertise
We require - Excellent communication skills
We offer - Scale 12: € 7.048 - € 10.068 pm - Passion for your field of expertise
At a glance
We are looking for a new senior colleague to join our Retail & EC Model Strategy team within ABN AMRO's Credit Risk Control Unit (CRCU) and Model Strategy department.
The team acts as model owner for Retail and EC Credit Risk models i.e. IRB, Non-IRB, IFRS9, EC models and Scorecards. We fulfil this responsibility by shaping the model strategy and coordinating and overseeing the full model life cycle. This includes defining model strategy, maintaining oversight of design, internal and regulatory approval, implementation, use, monitoring and decommissioning. The models support regulatory and economic capital calculations, provisioning, risk-based decision-making, portfolio management and a range of other downstream processes.
As a senior model owner, you are able to handle multiple requests at the same time, guide junior and medior colleagues, and provide direction and clarity in complex situations. You bring oversight, challenge and judgement throughout the model life cycle, helping the CRCU and Model Strategy department maintain effective oversight over ABN AMRO's credit risk model landscape.
Your job
- Drive and continuously refine model strategy, including return-to-compliance plans and longer-term improvements to the model landscape. - Oversight of the life cycle of retail credit risk models (including IFRS 9 and stress testing) and EC models (across both retail and non-retail portfolios), as well as active participation as model owner during model developmen...