Data Scientist - Credit Risk Modelling

at ABN AMRO

📍 Amsterdam, Netherlands

EUR 63,600-90,900 per year

MIDDLE

✅ Hybrid

🕙 36-40 hours per week

Tech Stack
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Azure @ 3 Azure DevOps @ 3 Communication @ 3 Compliance DevOps @ 3 Git @ 3 Python @ 2 SQL @ 2 Spark @ 2 Statistics @ 6

Details

We are looking for a medior data scientist to join ABN AMRO’s Non-Retail Credit Risk Modelling team within the Risk Modelling department. The team develops quantitative credit risk models that support risk-based decision-making, sustainable growth, pricing, credit decisions, market risk limits, and capital requirements.

Responsibilities

Redevelop credit risk models for various lending portfolios.
Contribute to every phase of the model redevelopment cycle, from model initiation through internal validation and on-site inspections by DNB and the ECB.
Apply advanced knowledge of statistics, coding, modelling decisions, and applicable regulations.
Clearly articulate professional views and collaborate with stakeholders across the bank.
Help reshape ABN AMRO’s credit risk model landscape and support regulatory compliance.

Requirements

Master’s degree or PhD in a quantitative field.
More than two years of experience in a financial environment in quantitative roles.
Fluent written and spoken English.
Effective communication skills and the ability to connect with stakeholders at different levels of seniority.
Familiarity with relevant coding languages and technologies, such as Spark, Python, and SQL.
Experience with Azure DevOps and Git is preferred.
Thorough knowledge of banking and credit risk.
Thorough knowledge of rules, regulations, and regulatory trends relevant to credit risk modelling, including Basel and CRR.
Experience communicating with DNB or the ECB and participating in on-site inspections is preferred.
Experience with large, quantitatively focused projects and strong attention to detail.

Benefits

Gross monthly salary of €5,304 to €7,577 based on a 36-hour work week, including holiday allowance and a flexible benefits budget.
Job market allowance.
Excellent pension scheme.
Flexible working, with working from home possible in consultation with the team and depending on the role; an ergonomic home-office setup is provided.
Five weeks of vacation per year, two mandatory days off, and the option to purchase up to four additional weeks of vacation annually.
Five “Banking for better days” for personal development or volunteer work.
Development budget of €1,000 per year, accumulating up to €3,000.
Annual public transport pass providing free public transportation throughout the Netherlands for business and private use.