Stress Testing Specialist (focus model ownership)

At a glance

Do you want to work at the heart of Risk Management and are you interested in the strategy of the bank? You don’t have to choose! At Central Risk Management you will help define bank-wide enterprise risk management with a direct link to the overall strategy. Central Risk Management enables the stakeholders to be in control! Through our expertise, knowledge and experience, integrated view and ability to pro-actively connect, we deliver a stronger company where decisions are taken through our transparent & powerful risk policies, stable and robust models  and a culture of efficient & effective control.

Your job

We are looking for a new colleague in the Stress Testing and Scenario Analysis domain. While you can work on any of the ongoing activities in the team, your focus will be on the model owner role for the dedicated stress testing models (STM). 

• Work on STM requirements and model implementation plan of approach together with model development and implementation teams & various stakeholders
• Provide input to model development team in terms of methodology regarding specific requirements for STM
• Coordinate all activities during a model’s life cycle: design, selection, development, approval, oversight and performance
• Involve in various simulation exercises for internal and regulatory purposes

Working environment

The ERM Network within Central Risk Management consists of a group of around 80 professionals involved with maintaining the strategic risk profile of the bank. We deliver high quality products for our internal and external stakeholders and provide advice to facilitate decision making process for the senior management. You will be working with an energetic group of people who share the same drive and vision. Our unique selling point is the diversity of topics and of our colleagues, who come from a background in Risk, Finance, Business or Consultancy and with multiple nationalities.

Your profile

We would like to work with someone who is a team player and who combines good work ethics and results with curiosity and adaptiveness. The future team colleague is willing to challenge the status quo and eager to take action to improve it.

• Master’s degree preferably in Economics, Mathematics, Statistics, or other quantitative related field
• Minimum 5 years of relevant working experience 
• Proven track record on risk modelling activities (e.g. stress testing, IFRS 9 or IRB models)
• Familiar with model use, risk governance, implementation, data collection.
• Knowledge of risk regulatory framework (e.g. CRR/CRD, IFRS9, Stress Testing, etc)
• Affinity with ESG topics in the context of the financial institutions context is a plus
• Knowledge of a programming language like SAS (preferred), SQL, Python, R
• Quantitative and complex problems give you energy
• Good oral and written communication skills
• Take ownership and makes things happen

We are offering

The success of our organization depends on the quality of our people and the ideas that they have. Care, Collaboration and Courage are our key values. 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 organization. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

• The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay and benefit budget.
• The Benefit Budget is 11% of your salary. The Benefit Budget allows you to acquire additional employment benefits. If you make no purchases or reservations in the Benefit Shop in a given month, you are paid one twelfth of your Benefit Budget that month.
• Five weeks of vacation per year. You have the option to purchase an additional four weeks per year.
• Personal development Budget of € 1,000 per year, which you can accumulate up to € 3,000. Chances to attend trainings and visit conferences
• Possibility to work from home (in consultation with your team and depending on your position).
• An annual public transport pass with free public transportation throughout the Netherlands.
• An excellent pension scheme.

Interested?

If you are interested and want to know more about this vacancy, please contact Oana Milak (oana-florentina.milak@nl.abnamro.com). We look forward meeting you!

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. No unsolicited services or offers, please.