Financial Credit Risk Specialist

ABN AMRO Bank N.V.; Amsterdam; Hybrid; EUR 55,000 - 90,000; Full time

Benefits offered by this job

Vijf weken vakantie per jaar

Persoonlijk ontwikkelingsbudget van €1,000

Jaarlijkse OV-pas

Uitstekende pensioenregeling

Mogelijkheid om vanuit huis te werken

Job summary

Een vooraanstaande bank zoekt een Financial Credit Risk Specialist met ervaring in financieel risicomanagement en kennis van kredietrisicomodellen. In deze rol werk je binnen een multidisciplinair team en gebruik je agile-scrum methodologie om ervoor te zorgen dat modelimplementaties voldoen aan regelgeving en bedrijfsprocessen. Je vertaalt hoge niveau vereisten in concrete implementatieplannen en ondersteunt stakeholders tijdens de acceptatie. Dit is een kans om je professioneel en persoonlijk te ontwikkelen in een ervaren team, waarbij je jouw analytische vaardigheden en stakeholdermanagement ten volle kunt benutten.

Qualifications

• 5+ jaar ervaring in financieel risicomanagement vereist.
• Ervaring met het analyseren van vereisten en vertalen naar IT-oplossingen.

Responsibilities

• Ondersteunen van stakeholders bij testen en acceptatie van implementaties.
• Verantwoordelijkheid nemen voor hoogwaardige leveringen binnen de waarde keten.

Skills

Financieel risicomanagement

Stakeholdermanagement

Analytisch denken

Agile en Scrum

Education

Bachelor in een kwantitatief vakgebied

Master in een kwantitatief vakgebied

Tools

IT-oplossingen

Job description

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 cooperation 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 ([e-mail]). We are looking forward to meeting you!

Equal opportunities for all

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.