Lead Non Retail Model Strategy

Details

Step into a key role at the heart of ABN AMRO’s Risk transformation. As Lead Non-Retail Model Strategy, you contribute to a renewed Risk Management mission focused on simplicity, impact, and resilience, empowering client success and sustainable growth. Within the CRO organisation, the role drives risk excellence through clear priorities: Simplicity, Execution Focus, Risks that Matter, and a strong Risk Culture - enabled by people, innovation, and seamless processes.

Responsibilities

• Maintain and update model strategy and return-to-compliance plans for non-retail credit risk models.
• Provide oversight of the model life cycle for Credit Risk non-retail models (including IFRS9 and stress testing).
• Actively participate as challenger during model development to ensure delivery per strategy and requirements.
• Execute model initiation, sign-off of model documentation and implementation.
• Execute monitoring and reporting of model use and manage model decommissioning.
• Coordinate activities with external vendor model providers.

Working environment

• Report directly to the Head of CRCU & Model Strategy and participate in the CRCU & MS Management Team.
• Lead a dedicated team of approximately 10 FTE, fostering collaboration, growth, and high performance.
• Close collaboration with Risk Modelling, Model Implementation, Model Validation, Audit, and Corporate Banking and Wealth Management business units.
• Base location: head office at Gustav Mahlerlaan, Amsterdam. Flexible, hybrid way of working (balance office collaboration and working from home).

Requirements

• Academic master’s degree or PhD.
• More than 7 years of experience in a financial environment.
• Experience leading multidisciplinary quantitative projects.
• Thorough knowledge and experience with risk modelling.
• Thorough knowledge of financial markets, products and risk management.
• Thorough knowledge of rules and regulations and regulatory trends relevant for risk modelling (Basel, IFRS, CRR3, EBA, ECB, etc.).
• Thorough knowledge of ABN AMRO strategy and implications for the Credit Risk Model Landscape.
• Proven experience in communication with DNB/ECB and on-site inspections.
• Strong interpersonal skills when dealing with internal stakeholders, regulators and other external stakeholders.
• Natural relationship builder who strives for constructive cross-department collaboration.

Benefits

• Gross monthly salary: € 7.896 - € 11.279 per month (based on a 36‑hour work week), including holiday allowance and a flexible benefit budget.
• Excellent pension scheme.
• Flexibility in working (working from home possible in consultation) and ergonomic home office setup provided.
• Five weeks of vacation per year plus two mandatory days off; option to purchase up to four additional weeks.
• Five "Banking for better days" extra days off for personal development or volunteer work.
• Development budget of €1,000 per year (can accumulate up to €3,000).
• Annual public transport pass with free public transportation throughout the Netherlands for business and private use.
• Employment conditions and salary scales governed by the Collective Labour Agreement (CLA).

How to apply / Contact

Interested candidates can apply online. For more information contact Mireia Gozalbo Querol ([email protected]), Head of CRCU & MS, or Robert van den Boogaard ([email protected]), Talent Acquisition Specialist.

Additional information

• Team size: ~10 FTE.
• This vacancy is open for 30 days.
• The role is part of ABN AMRO's CRO organisation and contributes to the bank's ambition of being a personal bank in the digital age, with a focus on inclusion, sustainability and innovation.