At a glance

Become part of the Credit Portfolio Management team (CPM) and become responsible for actively steering ABN AMRO’s credit portfolio. Our steering is based on applying a strategic, risk and financial lens in order to achieve the optimum balance between return on capital, risk taking and strategy execution.

Within CPM, the Program Lending & Oversight (PL&O) team proactively manages and steers the risk profile of the P&BB main bank and Program Lending portfolio through the risk appetite setting and monitoring of credit, enterprise risk and sustainability risk.

For our portfolio monitoring, models play a major enabling role. You will make a vital contribution to redevelop credit risk models in compliance with regulations and to ensure the availability and quality of the underlying data, both for model redevelopments and for model reviews.

Do you have a background within Risk, Modelling, ALM and/or Finance? And do you want to see and experience banking from a broad perspective? Get in touch with us. We’d be interested to hear more about you!

Your job

You use your curiosity, experience, knowledge and skills to work with Modelling, the Risk Data & Modelling grid and the Corporate Data Office to keep our models compliant. You involve experts from P&BB client sectors where relevant. With these experts you 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 modelling workshops. Next to that you will work on various business as usual topics throughout the credit life cycle, as well as performing deep dives on the credit portfolio.

You will (further) develop strong data analysis capabilities, while working in a commercial environment which will enable you to connect the dots and make a quantum leap in terms of creating value with data. You will be involved in various of the following key activities:

Participate in model redevelopment projects to keep our models regulatory compliant;
Initiate and coordinate portfolio deep dives and stress testing;
Translate regulatory model changes into RWA impact on the portfolio;
Prepare RWA and impairment forecasts and implement and translate related regulation.

Working environment

CPM, with around 75 colleagues, reflects a diverse range of professional and personal backgrounds and is at the centre of the bank’s capital efficient strategy. Our team within CPM counts 20 domain experts and analysts, who enjoy their job, create an inspiring and safe working environment together and try to get better every day.

Our team focuses on retail and SME exposures often below EUR 1mln for about 45.000 customers and is involved in various other topics that have common ground with portfolio management like ESG, credit lifecycle maintenance, risk appetite setting/monitoring and NPE.

You will get hands-on experience with various cross departmental projects, working closely with other departments such as Affluent Clients, Business Clients & Ecosystems, Processes & Control P&BB, Financing Solutions and Risk.

Your profile

You sense when a situation needs your pro-active and hands-on approach. You enjoy getting things done when a situation really requires your attention. You get a lot of energy from solving data puzzles and translating this into insights. 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’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 are willing to get your hands on solving problems structurally;
You embrace the agile way of working, being teamwork-, innovation- and goal-oriented;
You have experience in one of the following areas: credit risk or credit risk modelling;
You have affinity and experience with handling, processing and interpreting (financial and credit risk) data and can apply the following SAS, Python, R, SQL;
You have an academic background and a minimum of 5 years relevant working experience;
Familiarity with retail credit products like SME business loans, consumer loans and/or mortgages is an advantage.

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 large responsibility and the empowerment to do your job;
You will be scaled based on your level of seniority and the potential you bring to the table;
Substantial education budget and a public transportation card;
Required investments to boost your personal skills;
The opportunity to pro-actively work on your vitality and fitness.

Interested?

Are you interested in this position? Get in touch! Apply to the vacancy now, or contact Coen Huson, Expert Lead Program Lending & Oversight (06-10091734).

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.