In het... Do you want to work in a team of highly motivated specialist managing the banks credit risk model landscape? Do you want to contribute in translating bank strategy in model strategies? Do you have detailed...
Do you want to work in a team of highly motivated specialist managing the banks credit risk model landscape? Do you want to contribute in translating bank strategy in model strategies? Do you have detailed understanding of the use of credit risk models in the banks processes? Do you like to work on the edge of credit risk management, models and regulations? And are you able to create a birds eye perspective in the management of the entire credit risk model life cycle management?
Then the role of Senior Credit Risk Model Oversight Specialist within Credit Risk would be a very interesting opportunity to you!
Given the importance of models in credit risk management, the attention of senior management and supervisors to the credit risk model landscape, this is a challenging role requiring you to take responsibility. In this role you can further develop on a professional and personal level in a very experienced team! Tell us your story. We are curious!
You have the opportunity to join the Credit Risk Model Oversight Unit (CRMOU) which represents the model ownership of Credit Risk Models. The CRMOU facilitates all necessary activities for Credit Risk to accept this accountability and to ensure that the model life cycle is appropriately followed. This team takes the accountability for credit risk model ownership; keeps oversight on the design, internal and regulatory approval, implementation, use, monitoring and decommissioning of the Credit Risk Models. The models owned are used for regulatory and economic capital calculation, risk based decision making, portfolio management, pricing, and multiple other uses. You will help Credit Risk in its role to keep oversight and control on the entire credit risk balance of ABN AMRO.
You will work within the CRMOU team positioned in the department Credit Risk. The CRMOU team works closely with the departments responsible for developing and maintaining models (Modelling Data, Risk Modelling, Model Validation), implementing the models (several GRIDs), the business lines using the models deployed and supervising authorities such as internal Audit and DNB/ECB.
All subject matter experts in the CRMOU work closely together with affiliated departments including the (Non-) Financial and business grids and Operational Risk Management & Control to ensure a proper model landscape and use of models. The team creates aggregated reports on Credit Risk model related matters and shares these with senior management (MT Credit Risk, Group Risk Committee/Methodology (GRC)/Acceptance Group (MAG)) and ECB, as well as with other key stakeholders.
Within CRMOU, professionals can grow and develop further. Since the department is in building-up phase, it is appreciated when you actively contribute to improving the way of working. Different views are valued and respected and it is encouraged to provide a new perspective. The atmosphere is open and informal and we are willing to help each other.
You have proven experience in credit risk modelling, model validation, model risk management and/or model related audits. You understand the different roles and responsibilities across the model life cycle. You have good knowledge of the various model uses within credit risk management and the interaction of models in the this field. You have experience with, and knowledge of, implementation of laws and regulations.
You are a communicative analytical person who has a passion for combining conceptual thinking, doing and stakeholder management. Besides, you like working in teams and you strive for quality and structure. You want to know what goes on in the organisation and you look for practical and transparent solutions. Besides a strong drive to keep your own expertise up to date, you also want to actively contribute to develop and renew the domain. You get energy from transferring your expertise to others and you also want to learn from colleagues with other expertise.
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