Junior Credit Risk Data Scientist: IRB & IFRS9 Monitoring

ABN AMRO Bank N.V.; Amsterdam; Hybrid; EUR 90,000 - 130,000; Full time

Benefits offered by this job

Home office setup

Five weeks vacation

Pension scheme

Development budget €1,000 per year

Public transport pass

Flexible benefit budget

Extra days off (Banking for better)

Job summary

ABN AMRO Bank N.V. is seeking a quantitative specialist to monitor and advance credit risk models (IRB, IFRS9, Stress Testing) across retail and non-retail portfolios. The role requires strong SQL and Python, with experience in data-driven research and large datasets.

You will contribute to tooling and frameworks, collaborate across risk and business units, and communicate analytical results to a broad set of stakeholders. The role is hybrid, with relocation plans for the head office.

Qualifications

• MSc or PhD in a quantitative field.
• Strong programming skills in SQL and/or Python.
• Experience with or willingness to learn Databricks, PowerBI, SAS.

Responsibilities

• Monitor and report the use of own funds requirements in line with internal standards and regulatory requirements.
• Support monitoring of credit risk models (IRB, IFRS9, Economic Capital, Stress Testing) across portfolios.
• Develop tooling for automated model and credit risk landscape monitoring.
• Oversee review and development of modelling frameworks (standards, guidelines, procedures).
• Work with SQL, PowerBI, Python/PySpark on Azure/Databricks and SAS.
• Clearly communicate results to stakeholders.
• Opportunity to grow towards Expert, Project Management or Coaching paths.

Skills

SQL

Python

PowerBI

Databricks

SAS

Git

Education

MSc or PhD in quantitative field

Tools

Azure

Databricks

Job description

ABN AMRO Bank N.V. is seeking a quantitative specialist to monitor and advance credit risk models (IRB, IFRS9, Stress Testing) across retail and non-retail portfolios. The role requires strong SQL and Python, with experience in data-driven research and large datasets.

You will contribute to tooling and frameworks, collaborate across risk and business units, and communicate analytical results to a broad set of stakeholders. The role is hybrid, with relocation plans for the head office.