At a glance
Join and establish the newly setup Monitoring, Reporting and Modeling Framework Team and apply your analytical and data‑science skills to monitor credit risk models across the bank. This includes IRB, IFRS 9, Stress Testing, Permanent Patial use of the Standardsed Approach (PPU/SA), and Economic Capital, enabling data‑driven decision‑making.
Your job
- Monitor and report the use of own funds requirements, including exposure to regulatory topics such as IRB roll‑out plan, Types of Exposures segmentation, and the controlled use of the IRB and Standardised approaches, in line with internal standards and regulatory requirements.
- Secondly, support in monitoring the performance of all types of credit risk models (IRB, non-IRB, IFRS9, Economic Capital, Stress Testing and Scorecards) used across retail and non-retail portfolios and analyze root-causes of performance deterioration.
- Further develop tooling for automated model and credit risk landscape monitoring.
- Oversee the review and development of modelling frameworks (standards, guidelines, and procedures) that support development and monitoring of credit risk models.
- Work with SQL, PowerBI, Python/PySpark on Azure/Databricks and/or SAS.
- Clearly communicate and present analytical results to a broad range of stakeholders.
- Opportunities to grow towards Expert, Project Management or Coaching career paths.
Working environment
The Monitoring, Reporting and Modelling Framework team is part of the Credit Risk Control Unit (CRCU) and Model Strategy department that is accountable for the oversight of the model life cycle of Credit Risk models. The team works closely with the risk modelling teams. You will join an international, collaborative team of approximately 16 colleagues. Your office location is in Atlas Arena-Asia Building, with a planned relocation to the new head office at Foppingadreef during 2026/2027. The team operates in a hybrid working model where at a minimum we meet in the office once per week.
Your profile
- MSc or PhD in a quantitative field.
- Strong programming skills in SQL and/or Python, with experience in data-driven research and working with (large) datasets.
- Strong analytical skills, with the ability to identify trends, assess data quality, and translate complex data into actionable insights and reporting.
- Experience with, or willingness to learn, modern data and analytics tools such as Databricks, PowerBI, Git, and SAS.
- Knowledge of, or willingness to develop expertise in, credit risk management, banking credit processes, and relevant regulatory frameworks (e.g. CRR3, ECB Internal Models Guide, EBA Guidelines, IFRS9).
- Knowledge of, or willingness to develop expertise in, Risk-Weighted Assets (RWA), regulatory capital frameworks, and key credit risk concepts, including PD, LGD, EAD, Definition of Default, and the application, monitoring, and reporting of Standardised (SA) and Internal Ratings-Based (IRB) credit risk approaches.
- Interest in financial markets, banking products, balance sheets, financial reporting, and risk management.
- Responsible, driven, high attention to detail, strong focus on data quality, and a delivery-oriented mindset.
- Strong communication and problem-solving skills, with the ability to collaborate effectively across business and risk functions.
We are offering
We believe it is important to be a good employer. Joining us means stepping into a role with impact, supported by excellent employment conditions that foster your job satisfaction, development, and wellbeing.
In addition, we offer:
- An attractive gross monthly salary based on a 36-hour work week, including holiday allowanceand a flexible benefit budget.
- An excellent pension scheme, ensuring that you are well prepared for the future.
- Flexibility in working: working from home is possible in consultation with your team and depending on your role. We will provide an ergonomic home office setup for you.
- Plenty of room for relaxation with five weeks of vacation per year, supplemented by two mandatory days off. You can also purchase up to four additional weeks of vacation annually.
- Five “Banking for better days”: extra days off that you can use for personal development or volunteer work.
- Personal development is key: you receive a development budget of €1,000 per year, which can accumulate up to €3,000.
- An annual public transport pass with free public transportation throughout the Netherlands for both business and private use.
You can find more information about our employment conditions and salary scales in our Collective Labour Agreement (CLA), which applies to this vacancy.
Interested?
Interested in this position? Please send us your application! For more information you can contact Peter de Rijke (peter.de.rijke@nl.abnamro.com) or Xhesika Fezga (xhesika.fezga@nl.abnamro.com). We are looking forward to meeting you!
Your Future: Inclusive, Innovative, Sustainable
At ABN AMRO, we believe in "Banking for better, for generations to come." Equal opportunities for everyone are a crucial foundation, as we strive for an inclusive culture where all employees feel seen, heard, and valued. Our vision of being a personal bank in the digital age aligns perfectly with the demand for surprising insights and innovative solutions, born from a diverse interplay of cultures and experiences. We focus on customer experience, sustainability, and building a future-proof bank, conducting annual reviews to ensure equal pay for equal work. Join a bank that embraces ingenuity and ambition, and make an impact with us for a better future.
If you want to apply for the B-Able or Reboot program, make sure to mention it both in the title and the content of your resume.
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.
Use of AI in our application process
You’re welcome to use AI to help write your CV or cover letter, as long as it reflects your own story. We review every application personally and without AI. During interviews, real time AI tools may not be used. With your permission, interviews can be recorded and supported by AI. This helps us keep the process fair, careful, and transparent.