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Non-Retail Credit Risk Modeller 1

Posted 31 Dec 2023
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Work experience
3 to 5 years
Full-time / part-time
Full-time
Job function
Degree level
Required language
English (Fluent)

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We need you!
ABN AMRO is a leading Dutch bank, with an international presence across Europe. We are looking for skilled quantitative risk analysts who have a solid quantitative background and a passion for working with advanced techniques to unlock the valuable information contained within our production and historical data.

Your job

As a Non-Retail Credit Risk modeller, you will play a key role in ensuring that the bank makes informed, data driven decisions. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital.

In your day-to-day job you will work in multidisciplinary project teams. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You will decide on the best quantitative methods and techniques to unlock the intelligence contained within the data. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a junior analyst you take the responsibility over parts of the model development process and are actively involved in stakeholder management.

Overall you apply your quantitative skills and experience on various data sets and business challenges, and make a positive impact for the bank and its customers. You will contribute significantly to the success of your team, which includes both junior analysts and experienced senior risk analysts who can help you to further develop your skills.

Working environment

ABN AMRO Risk Modelling is a growing, international team of more than 90 professionals. We are the centre of excellence within the bank for developing quantitative risk models, which inform the bank in its daily decisions, from pricing of deals and granting of customer credits, through to setting and monitoring of market risk limits and determining the capital requirements for the bank.

Your profile

  • At least 3 - 5 years of work experience in quantitative analysis, preferably within risk modelling in banking and finance;
  • Quantitative academic education (Master’s Degree or PhD) in a relevant field, like econometrics, mathematics, actuarial studies or physics;
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
  • You have skills in software packages for statistical and data analysis, such as Python, SAS, R, and MATLAB;
  • Able to effectively communicate (in written and spoken English) about your analysis and results;
  • Able to work independently and under pressure;
  • Pro-active attitude;
  • You work well within a team, and can take the lead on elements of work, guiding junior team members and enabling successful delivery.

We are offering

The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally
The opportunity to pro-actively work on your vitality and fitnessA supplementary benefit budget of 11%, which you can spend on additional fringe benefitsA personal development budget of EUR 1.000 per yearAn annual public transportation pass or travel budget, depending on the functionA solid pension planInterested?Please submit your application online. To find out more, contact Danielle Kuijf - danielle.kuijf@nl.abnamro.com. We are looking forward to hear from you!

Interested?

Please contact emmy.horsch-van.zuylen@nl.abnamro.com for more information or upload your resume and motivation letter!

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.

De financiële wereld is nog nooit zo in beweging geweest als nu! Technologie evolueert razend snel en de kracht van innovatie heeft veel invloed op het financiële systeem. We hebben jouw talenten nodig om onze bank toekomstbestendig te maken. Wat je interesses of achtergrond ook zijn. We bieden een werkomgeving vol ondernemerschap en vrijheid om jezelf te ontwikkelen, zowel op professioneel als op persoonlijk vlak.

Finance & Banking
Amsterdam
Active in 19 countries
19,000 employees
60% men - 40% women
Average age is 38 years

What employees are saying

Deji Adeyemo

Financial Analyst

Deji Adeyemo

Bij ABN AMRO krijgt iedereen de kans om zijn talent te benutten en om te groeien, ongeacht afkomst. En als werknemer krijg je een bepaalde vrijheid om je werk uit te voeren, waardoor je een goede balans tussen werk en privé kunt creëren.

Stephanie Jorissen

Recruiter MeesPierson stagebureau

Stephanie Jorissen

De mogelijkheid die ABN AMRO mij biedt om achter de schermen te kijken bij veel verschillende afdelingen en tegelijkertijd ervaring op te doen in de praktijk, geeft mij het gevoel dat ik mezelf professioneel kan ontwikkelen tijdens mijn stage.