CRM Risk Specialist

Do you want to work at the heart of Risk Management and are you interested in the strategy of the bank? You don't have to choose! At Central Risk Management (CRM) you will help define bank-wide enterprise risk management with a direct link to the overall strategy. Central Risk Management enables the stakeholders to be in control! Through our expertise, knowledge and experience, integrated view and ability to pro-actively connect, we deliver a stronger company where decisions are taken through our transparent & powerful risk policies, stable and robust models and a culture of efficient & effective control. 
Stress Testing Domain (including Stress Testing and Scenario Analysis) is an essential part of risk management. As a forward looking risk management tool, it is essential for our capital and financial planning process. In the ERM cycle, it also feeds Risk Appetite and strategic planning, both on bank and portfolio level. The results of stress tests are communicated to the main Risk committees within the bank, including the Scenario & Stress Test committee, the Group Risk Committee and the Executive Board.  
 

One of the current challenges are related to the (re)development of stress testing models, and integration of climate and environmental risk in them. We are looking for a Stress Testing Specialist to Join the Stress Testing and Scenario Analysis domain. While you can work on any of the ongoing activities in the team, your focus will be on the model owner role for the dedicated climate stress testing models (CSTM). 
•    Work on stress testing models requirements and model implementation plan of approach together with model development and implementation teams; focus will be on climate and environmental risk models
•    Align model requirements with different internal stakeholders (e.g. Credit risk)
•    Provide input to model development team in terms of methodology regarding specific requirements for CSTM 
•    Coordinate all activities during a model's life cycle: design, selection, development, approval, oversight and performance
•    Work on the model related data requirements 
•    Involve in various simulation exercises for internal and regulatory purposes 
•    Single point of contact towards internal and external stakeholders for CSTM topics
 

We would like to work with someone who is a team player and who combines good work ethics and results with curiosity and adaptiveness. The future team colleague is willing to challenge the status quo and eager to take action to improve it.
•    Master's degree preferably in Economics, Mathematics, Statistics, or other quantitative related field
•    3-5 years of relevant working experience  
•    Proven track record on risk modelling activities, preferably with climate and environmental risk components (e.g. Stress testing, IFRS 9 or IRB models)
•    Familiar with model use, risk governance, implementation, data collection.
•    Knowledge of risk regulatory framework (e.g. CRR/CRD, EBA Guidelines on Institutions' Stress Testing, etc)
•    Affinity with ESG topics in the context of the financial institutions
•    Knowledge of a programming language like SAS (preferred), SQL, Python, R
•    Entrepreneurial, proactive, thorough and with a practical mindset 
•    Quantitative and complex problems give you energy
•    Good communication skills, both oral and written
 

The ERM Network within Central Risk Management consists of a group of around 80 professionals that are involved in the maintenance of the strategic risk profile of the bank.  
You will be working with an energetic group of people who share the same drive and vision. Our unique selling point is the diversity of topics and of our colleagues, who come from a background in Risk, Finance, Business or Consultancy and with multiple nationalities. We are always available to help each other. Furthermore, we make time for non-work related activities. 
 

The success of our organization depends on the quality of our people and the ideas that they have. Care, Collaboration and Courage are our key values. 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 organization. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.
•    The opportunity to be the best you can be and lots of room to grow both personally and professionally
•    A good work and life balance, for example the opportunity to pro-actively work on your vitality and fitness
•    Hybrid work, with at least one fixed day in the week when the team works together in the Gustav Mahlerlaan office
•    A 36-hour or 40-hour workweek and a salary based on Hay grade 10 or 11 based on experience
•    A personal development budget of EUR 1.000 per year, and chances to attend trainings and visit conferences
•    Large responsibility and freedom to finish your tasks
•    We'll give you the opportunity to make a difference outside the office. We help people, young and old, to discover and develop their talent. We see ourselves as 'Partner of the Future' and like to facilitate your wish to contribute to this

If you are interested and want to know more about this vacancy, please contact Oana Milak (oana-florentina.milak@nl.abnamro.com) or Geert-Jan Brinkman (geert-jan.brinkman@nl.abnamro.com). We look forward meeting you!

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.

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.