Corporate Banking Quantitative credit risk analyst

Organisatie
Locatie
Amsterdam
Opleidingsniveau
WO
Arbeidsvoorwaarden
Marktconform
Vakgebieden

At a glance

Are you an experienced programmer, with affinity for credit risk models? We are looking for you to join our Data & Model Management team!

The Data & Model Management team (DMM) is part of the Credit Portfolio Management unit. DMM is responsible for the advanced credit risk models that are used for risk assessment, business steering and regulatory capital calculation.
Currently, the landscape is undergoing a lot of changes to make models compliant with new regulations. Models are being redeveloped and reviewed in multi-disciplinary teams involving resources from various departments. As part of the Data & Model Management team you will be responsible for the first line risk management of ABN AMRO Commercial Banking. You will work on various topics throughout the credit life cycle, such as 1) providing input for the redevelopment of predictive Credit Risk Models, 2) usage of data & models in area’s such as credit application, early warning systems and capital requirements & provisioning, and 3) development & maintenance of MI for the purpose of steering on our Risk Appetite & monitoring and improvements in credit risk procedures for the business.

You will operate at operational, tactical and strategical level and you will make data-driven decisions and/or advise senior management. You translate data to information, information to insights, and insights to actionable improvements within Corporate Banking’s Credit Portfolio Management.

The role will give you the chance to develop yourself, both professionally and personally. Why not get in touch? We’d be interested to hear more about you!

Your job

During your day to day job, programming will play an important role. By making data driven analyses, and decisions, you will make a vital contribution to the redevelopment of ABN AMRO’s credit risk models. Next to this, you will ensure the availability and quality of the underlying data, both for model redevelopments and for model reviews.
You will use your curiosity, experience, knowledge and skills to work with other teams such as Modelling, the Risk Data & Modelling grid, and Corporate Data Office to meet the specified goals within agreed timelines. You will involve experts from respective business sectors where relevant. With these experts you will participate in a number of multi-disciplinary teams for the models in scope. Activities include the assessment of data requirements, data definitions, checks against regulations and business needs, and participation in frequent modelling workshops. Next to that you will work on various Business as Usual topics throughout the credit life cycle, as well as perform deep dive analyses on the credit portfolio.

Given the importance the regulatory authorities ascribe to risk management (modelling, external reports, internal audits) and the data underpinning it, this is a challenging and impactful role.

Working environment

The Credit Portfolio Management team consists of 60 experts, 5 expert leads and the Head of CPM, reflecting a diverse range of professional and personal backgrounds. The team is at the centre of the bank’s capital efficient strategy, being responsible for capital allocation & pricing, data & model management, performance management & analytics, active portfolio steering and Program Lending & Oversight.
You will work in Credit Portfolio Management as part of the Data & Model Management cluster with around 15 experts, who enjoy their job, create a fun working environment together and try to get better every day.

The Data & Model Management cluster is a knowledge centre of credit risk rating models used by Corporate Banking (CB) . The Model Landscape is currently undergoing a lot of changes to comply with new regulations. Changes and developments in models are important because of implications on the RWA and CB’s performance.
You will closely cooperate with expert leads within Credit Portfolio Management , commercial staff within CB Financing Solutions department, as well as on a regular basis with central functions such as Modelling, the Risk Data & Modelling grid, Corporate Data Office, Financial Restructuring & Recovery and other grids responsible for sourcing modelling data.

Your profile

You have a proactive, hands-on and go-getter mentality. You are a programmer who loves to combine different structured datasets into meaningful insights. You get a lot of energy from solving data puzzles and translating this into business strategies. You live the 3 culture principles (Care, Collaboration, Courage) and carry these out towards your colleagues. You have a quantitative background and you know how to use numbers to tell a story. You have a drive to improve and innovate, and you can be creative in finding mechanisms that effectively control risks while remaining commercially acceptable. You’re energised by transferring your expertise to others and at the same time interested in what you can learn from colleagues with other forms of expertise. You are keen to actively contribute to further developing and improving the area you work in.

Do you recognize yourself? Check your profile:

  • You have a positive mindset and willing to get your hands on solving structurally problems;
  • You get energy from driving the change, making an impact and have an execution mind set;
  • You have programming skills (SAS, Python, R, SQL);
  • You are knowledgeable in credit risk modelling;
  • You have a quantitative background at an academic level (i.e. econometrics);
  • 2-3 years of relevant work experience;
  • You have experience with dashboarding;
  • You communicate clearly;
  • You are keen to broaden and deepen your knowledge of data, modelling, process and consultancy;
  • You embrace the agile way of working, being teamwork-, innovation- and goal-orientated;
  • You are a go getter and determined to get the job done.

We are offering

  • The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professional;
  • A large responsibility and the empowerment to do your job;
  • Market-conform salary;
  • Substantial education budget and a public transportation card;
  • Required investments to boost your personal skills.

Interested?

Are you interested in this position? Get in touch! Apply to the vacancy now, or contact Yulia Bondarouk, Expert Lead Data & Model Management PM CB (06 – 30784609) or Akshay Jain (06-84032373). We look forward to it!

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.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. In addition, a recruitment agency can only submit a resume when invited by a Talent Acquisition Specialist to join the search for a right candidate. All unsolicited resumes sent to us will be considered property of ABN AMRO BANK N.V. In this case, ABN AMRO will not be held liable to pay a placement fee.

Vacature informatie

Organisatie: ABN AMRO

Locatie: Amsterdam

Opleidingsniveau: WO

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