Junior Credit Risk Model Owner





You have an academic background in Finance or Economics, are willing to learn more about credit risk and regulatory models? Come join the ABN AMRO Credit Risk Model Owner team!

Waar ga je als Junior Credit Risk Model Owner werken?

As a Credit Risk Model Owner you will join ABN AMRO. You work in a international and young team. This team is part of the MODM department, this department comprises of five teams, focusing on the ownership of pillar I credit risk models, RWA and Segmentation Implementation, Requirements Setting and organizing Data Management. MODM is part of the Credit Risk division, which form the 2nd Line of Defense of credit risk management. Within the Credit Risk division, MODM is one of the shared capabilities, which means that we are aiming to share knowledge with other departments.

Thursday = team day at the office in Amsterdam. For this position you will work from the office in Amsterdam +- 2 times a week.

Wat ga je als Junior Credit Risk Model Owner doen?

As Credit Risk Model Owner you are a part of The Model Ownership team within Credit Risk a.o. represents the model ownership for Credit Risk Models. The team 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. During the entire model life cycle you are responsible for the oversight of these models, while depending on the phase of the life cycle your role will either lean towards formulating opinions on the quality of models, initiating discussions on necessary changes, or reporting on the state of affairs of the models.

The Model Ownership 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. You will 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.

Wat neem je als Junior Credit Risk Model Owner mee?

As Credit Risk Model Owner you speak and write English at a professional level. You also have;

  • An academic background in Finance, Economics or simular;
  • You are willing to learn more about regulations such as the CRD/CRR Framework.
  • You are a fast thinker;
  • You can work in detailed questions as well as overarching challenges;
  • You are enthusiastic to work in the credit risk domain;
  • You have a good motivation why you want to work at ABN AMRO;
  • You have great communications skills, especially in writing (fluency in English is required);

Wat hebben we jou te bieden als Junior Credit Risk Model Owner?

Deze functie is onderdeel van ons Financial Management Traineeship. Als Credit Risk Model Owner krijg je;

  • Een salaris tussen de €2800 en €3300 euro per maand;
  • Goede secundaire arbeidsvoorwaarden zoals een pensioen regeling, sport voorziening en bonussysteem;
  • Regelmatig activiteiten (BBQ, borrel, etc);
  • Een persoonlijk Talentmanagementplan (TMP) bestaande uit vakinhoudelijke- en soft skills trainingen;
  • Eén van onze consultants als persoonlijke coach die 'coaching on the job' en periodieke evaluaties verzorgt;
  • De mogelijkheid om na 18 maanden in dienst te treden bij MAIN energie;
  • Werken bij één van de snelst groeiende FD Gazelle bedrijven van Nederland.



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