RWA expert with focus on implementation

At a glance

We are looking for an additional colleague in the RWA Oversight team of ABN AMRO’s Model Ownership & Data Management Department (MODM). The main role of this department is to act as owner of credit risk models and RWA implementation from a 2^nd Line of Defense perspective. Within the MODM department our RWA Oversight team oversees the implementation of pillar I credit risk requirements in systems and processes. The team monitors and reviews the progress of the 1^st LoD implementation teams and projects and prioritizes their efforts where relevant. In particular your role is to challenge the implementation teams in their progress of implementing regulatory requirements in IT systems.

Your job

You are evaluating an assessing the implementation of requirements on implementation of RWA and other credit risk metrics from a content perspective. To this end you should be experienced in interpreting regulatory requirements and discussions about the implementation. For complex interpretation discussions on regulation you can rely on regulatory experts in other teams. While one of the other teams in the department sets requirements and data definitions, you ensure that these are well understood by all parties in the organization. You are working closely together with colleagues in your own team, the requirements setting team, IT teams and regulatory experts

The implementation teams are currently implementing new software to calculate RWA, re-arranging systems and data in relating to changes in the model landscape, re-structuring the architecture of the RWA chain, and preparing for Basel IV. You should be knowledgeable about these developments to provide tangible guidance to their work.

You are leading in setting the long term strategy for improving the RWA chain and in the assessment of appropriate tactical solutions. As one of the other teams in the departments sets requirements and data definitions, you ensure that these are well understood by all parties in the organization. To fulfil your role you will need a understanding of the CRD/CRR framework, as well as basic knowledge of the accounting framework. You will focus on implementing requirements in systems, and gain hands-on experience in evaluating the quality of implementation.

Working environment

The MODM 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 2^nd Line of Defense of credit risk management. With the Credit Risk division MODM is one of the shared capabilities, which means that we are aiming to share knowledge with other departments. In particular we support our colleagues in ownership of models and RWA implementation, setting (data) requirements and organizing data management. The vacant position offers opportunities to develop your knowledge of the CRD/CRR framework in a focused context on regulatory requirements.

Your profile

You are a great candidate to become our new colleague, if you meet the following description:

• Do you have an academic education in a relevant field?
• Are you a fast thinker that can work on detailed questions as well as overarching challenges?
• Do you have 2-7 years working experience in a relevant position?
• Are you knowledgeable in the CRD/CRR framework?
• Do you lead by example and coach your colleagues in their day-to-day activities?
• Are you experienced in reviewing and challenging RWA requirements in a complex IT and business environment?
• Do you have excellent communications skills, especially in writing? (fluency in English is required)
• Are looking forward to stakeholder management discussions?
• Can you show pro-activity in discussions?

We will evaluate candidates based on their individual qualities and their added value to the skills, knowledge and diversity of the team.

We are offering

• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
• A salary in pay scale 9 to 11, depending on our assessment of your expertise and qualifications
• A supplementary benefit budget of 11%, which you can spend on additional fringe benefits
• A personal development budget of EUR 1.000 per year
• An annual public transportation pass or travel budget, depending on the function
• A solid pension plan

Interested?

If you are interested in this position, please apply via de apply button.

Reach out to us via email ( cynthia.winder@nl.abnamro.com or roel.claessen@nl.abnamro.com ) to learn more about this position.

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.

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