About this role
Medior and EC Credit Risk Model Owner Apply right away Expertise areas About us Medior and EC Credit Risk Model Owner - Amsterdam - Risk Management - 36-40 - Scale 11: € 6.066 - € 8.666 pm We require - Excellent communication skills We offer - Scale 11: € 6.066 - € 8.666 pm - Passion for your field of expertise We require - Excellent communication skills We offer - Scale 11: € 6.066 - € 8.666 pm - Passion for your field of expertise At a glance We are looking for a new medior colleague to join our Model Strategy team within ABN AMRO's Credit Risk Control Unit (CRCU) and Model Strategy department. The team acts as model owner for Credit Risk models i.e. IRB, Non-IRB, IFRS9, EC models and Scorecards. We fulfil this responsibility by shaping the model strategy and coordinating and overseeing the full model life cycle. This includes defining model strategy, maintaining oversight of design, internal and regulatory approval, implementation, use, monitoring and decommissioning. The models support regulatory and economic capital calculations, provisioning, risk-based decision-making, portfolio management and a range of other downstream processes. Your job - Maintenance of the model strategy / return to compliance plans. - Oversight of the life cycle of retail credit risk models (including IFRS 9 and stress testing) and EC models (across both retail and non-retail portfolios), as well as active participation in model development to ensure delivery in line with strategy and requirements. This includes: - Determining requirements for new models. - Signing-off on model development, change and monitoring. - Supporting model implementation. - Addressing model deficiencies and findings. - Overseeing and reporting on model use. - Execution of model decommissioning. - Reporting to senior management and key stakeholders. - Coordination of activities with external vendor model providers. Working environment The CRCU and Model...