Senior Risk Management Lead: Credit & ALM Modeling

KPMG Netherlands; Amstelveen; Hybrid; EUR 820,000 - 1,185,000; Full time

Benefits offered by this job

Hybrid work model

Home office furnished

Lease car or mobility budget

Laptop and iPhone

30 vacation days

Pension accrual

Job summary

KPMG Netherlands in Amstelveen is seeking a Senior Manager Financial Risk Management to help banks optimize credit risk modelling, ALM, and model risk management, and to lead regulatory transformation projects.

You will lead a diverse FRM Banking team, manage client engagements, develop and audit models, and deliver value through complex projects while ensuring quality and compliance.

Qualifications

• MSc degree in economics, finance, econometrics or mathematics.
• At least 8 years of relevant work experience in financial services or consultancy.
• Knowledge of banking regulations (CRR/CRD, Basel, EBA).
• Ability to lead teams and clients through complex projects.
• Extensive network within the Dutch financial sector.

Responsibilities

• Expand horizon and deliver results with a skilled team.
• Develop, validate or audit models and translate complexity into plain English.
• Lead projects and manage regulatory changes.
• Support the team and nurture client relationships.

Skills

Credit risk modelling

ALM

Model risk management

Regulatory knowledge

Project management

Client leadership

Bilingual English/Dutch

Education

MSc degree in economics/finance/econometrics/mathematics

Job description

KPMG Netherlands in Amstelveen is seeking a Senior Manager Financial Risk Management to help banks optimize credit risk modelling, ALM, and model risk management, and to lead regulatory transformation projects.

You will lead a diverse FRM Banking team, manage client engagements, develop and audit models, and deliver value through complex projects while ensuring quality and compliance.