Cluster Lead General Lending Models (Credit Risk)

Details

In February 2025, the Risk Management mission at ABN AMRO was reset to focus on delivering sound and simple Risk Management solutions that increase resilience while enabling client success and the bank's growth. The Risk Modelling department plays a key role in ensuring correct risk quantification in an efficient and data-driven manner. Models are essential to quantify, measure and forecast risks and enable well-balanced risk-weighted decisions. The department actively pursues new techniques and ways of working (such as Machine Learning) to increase model effectiveness and modelling process efficiency.

Responsibilities

• Take end-responsibility for delivery of model redevelopments and recalibrations for the Non-Retail General Lending portfolios, in line with the bank's modelling roadmap and applicable regulations and internal modelling standards.
• Oversee the General Lending Models cluster (approximately 35 FTE) and coordinate the end-to-end modelling chain from initiation to implementation.
• Coordinate and collaborate closely with stakeholders including Model Owners, Data teams, Model Implementation teams, Model Validation, Audit, Corporate Banking, Wealth Management, Finance, ALM and IT.
• Ensure models are developed, maintained, backtested and reviewed for credit risk (IRB, IFRS9, stress testing, credit decisioning, pricing, early warning) as well as related risk components.
• Drive adoption of new techniques and efficiencies (including Machine Learning) where appropriate.
• Represent Risk Modelling in interactions with internal stakeholders and regulators (including DNB/ECB), and support onsite inspections and regulatory engagements.
• Lead and mentor three direct reports (Subteam Lead General Lending I, II and III) and provide leadership across the cluster.

Working environment

• You report directly to the Head of Risk Modelling and are a member of the Risk Modelling MT.
• The Risk Modelling department comprises five teams totaling ~150 FTE; the Lead General Lending Models is one of five Cluster leaders.
• Office location: head office at Gustav Mahlerlaan, Amsterdam. The team works in a hybrid way.

Requirements

• Academic master’s degree or PhD.
• More than 8 years of experience in a financial environment.
• Proven leadership skills and experience leading large multidisciplinary quantitative projects.
• Thorough knowledge and experience with risk modelling (credit risk and related risk areas).
• Thorough knowledge of financial markets, products and risk management.
• Thorough knowledge of rules, regulations and regulatory trends relevant for risk modelling (Basel, IFRS, FRTB, CRD IV/V, etc.).
• Experience in interactions with supervisors/regulators (DNB/ECB), including onsite inspections.
• Strong stakeholder and interpersonal skills; ability to interact with internal stakeholders, regulators and external parties.
• Experience in developing models, quantitative analysis and programming.

Benefits

• Salary in range shown below and competitive employment conditions.
• Flexible/hybrid working environment with tools to optimise performance.
• Additional benefit budget of 11% (flexible terms of employment).
• Personal development budget of €1,000 per year.
• Public transportation subscription.
• Excellent pension scheme.

How to apply

Interested candidates are invited to apply online. For more information contact Joris Cloostermans ([email protected]) or Robert van den Boogaard ([email protected]), Talent Acquisition Specialist.

Equal opportunity statement

ABN AMRO promotes an inclusive culture and equal opportunities. The organisation emphasizes diversity, sustainable banking and internal career development.