Stress Testing Specialist

Organisatie
ABN AMRO
Locatie
Amsterdam
Salaris
€ 4.823 - 6.890 per maand
Gepubliceerd op
24-Jan-2024

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 stress testing models (STM). 

At a glance

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 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.

Your job

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 stress testing models (STM). 

  • Work on STM requirements and model implementation plan of approach together with model development and implementation teams
  • 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 STM
  • Coordinate all activities during a model’s life cycle: design, selection, development, approval, oversight and performance
  • Involve in various simulation exercises for internal and regulatory purposes
  • Contribute to the enhancement of stress testing role in risk appetite setting and strategic decisions via timely, accurate and easy to explain simulations
  • Single point of contact towards internal and external stakeholders for STM topics

Working environment

The ERM Network within Central Risk Management consists of a group of around 80 professionals involved with maintaining the strategic risk profile of the bank. We deliver high quality products for our internal and external stakeholders and provide advice to facilitate decision making process for the senior management. 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.

Your profile

We would like to work with someone who is a team player and who combines good work ethics and results with curiosity and adaptiveness. 

  • 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 (e.g. stress testing, IFRS 9 or IRB models)
  • Familiar with model use, risk governance, data management, RWA and/or provisioning
  • Knowledge of risk regulatory framework (e.g. CRR/CRD, EBA Guidelines on Institutions’ Stress Testing, etc)
  • Affinity with ESG topics is a plus
  • Knowledge of a programming language like SAS (preferred), SQL, Python
  • Quantitative and complex problems give you energy
  • Entrepreneurial, proactive; good communication skills

We are offering

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. 

  • 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
  • A market conform salary based on a 36-hour workweek, 40-hours is also possible
  • A personal development budget of EUR 1.000 per year, chances to attend trainings and visit conferences
  • The opportunity to make a difference inside and outside the office

Interested?

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

Equal opportunities for all

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.

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.

Solliciteren

Please send your application for Stress Testing Specialist at ABN AMRO in Amsterdam via the button.

Direct solliciteren

Contactpersoon

Neem contact op met Emmy Horsch - van Zuylen

Bekijk alle vacatures