Credit Risk Model Owner: Lifecycle & Strategy

ABN AMRO Bank N.V.; Amsterdam; On-site; EUR 70,000 - 90,000; Full time

Benefits offered by this job

Full-time 36–40 hours

Salary scale 9–10

Benefits budget 11%

Development budget EUR 1,000

Annual public transportation pass

Pension plan

Job summary

ABN AMRO Bank N.V. is seeking a medior professional to join the Model Strategy team within the Credit Risk Control Unit (CRCU).

The role focuses on owning the model strategy for Credit Risk models (IRB, Non-IRB, IFRS9, EC models and scorecards) and coordinating the full model life cycle from design to decommissioning. The successful candidate will oversee model development, validation, and reporting, while coordinating with stakeholders across Risk Modelling, Data, and Audit, and ensuring

Qualifications

• PhD or MSc in a quantitative or relevant field.
• 2 to 6 years of experience in Credit Risk related roles such as modelling or validation.
• Ability to switch between detailed analysis and strategic challenges.
• Knowledge of CRD/CRR and IFRS 9 in credit risk modelling.

Responsibilities

• Maintain the model strategy and compliance plans.
• Oversee life cycle of retail and EC credit risk models including IFRS 9 and stress testing.
• Sign-off on model development, changes and monitoring; support implementation.
• Coordinate with external vendor model providers; report to senior management.

Skills

Quantitative analysis

Modeling

Stakeholder management

English fluency

Education

PhD or MSc in a quantitative field

Job description

ABN AMRO Bank N.V. is seeking a medior professional to join the Model Strategy team within the Credit Risk Control Unit (CRCU).

The role focuses on owning the model strategy for Credit Risk models (IRB, Non-IRB, IFRS9, EC models and scorecards) and coordinating the full model life cycle from design to decommissioning. The successful candidate will oversee model development, validation, and reporting, while coordinating with stakeholders across Risk Modelling, Data, and Audit, and ensuring