Risk Specialist Stress Testing

Do you get excited about stakeholder management in a complex environment? 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 using your stakeholder management skills.
Central Risk Management enables the stakeholders to be in control. Through our expertise, knowledge, integrated view and ability to pro-actively connect, we deliver on a stronger company and support well informed decision making. Currently we are looking for an Risk Specialist Stress Testing to join our team. Someone who can connect the dots and who is able to translate the main opportunities and challenges into an advice towards Senior Management. By doing so, you generate impact for the bank! If this sounds like you as a person in combination with your competences, then please contact us!

Your job

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. Main recurring deliverables are the European Banking Authority (EBA) stress test and the stress test as foundation of the Internal Capital Adequacy Assessment Process (ICAAP). With external and internal requirements changing rapidly, it is important to maintain a clear view of the deliverables, and work with many internal stakeholders to foster continuous improvements.
Upcoming challenges are related to the redevelopment of Stress testing models, and integration of Climate and Environmental Risk in the stress testing framework. 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.

Working environment

The ERM Network within Central Risk Management consists of a group of around 75 professionals that are involved with maintaining 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. At CRM we give the possibility to work hybrid. We have at least one fixed day in the week were the team comes together at the Gustav Mahlerlaan. We have structural quarterly CRM meetings and we also enjoy “borrels” (drinks), attending (content relevant) events and departmental outings.

Your profile

You are a team player who is eager to learn and strives for quality. You are able to liaise with different departments and different management levels within the bank and able to analyse and understand complex topics and can communicate the main points clearly. You are able to switch from a bird’s eye view to your eye for details, and you know when and how to ask for more information. Additionally, you have a good sense of humor.
Check your profile:

• University degree with 3-5 years of work experience
• 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 context
• Knowledge of a programming language like SAS (preferred), SQL, Python, R
• Knowledge of model use, governance, implementation, data collection is a plus
• You are entrepreneurial, proactive, thorough and you have a practical mindset
• You are flexible and able to work with deadlines

We are offering

A challenging environment where there is a good work-life balance. We offer you the opportunity to develop yourself on hard as well as soft skills. You will have space for entrepreneurship and it is possible to receive responsibilities quickly. There are good opportunities for career growth. Over time you can develop towards a more advising/coordinating role or towards a specialist.

We also offer you:

• The gross monthly salary displayed above is based on a 36-hour work week, including vacation pay and benefit budget.
• The Benefit Budget is 11% of your salary. The Benefit Budget allows you to acquire additional employment benefits. If you make no purchases or reservations in the Benefit Shop in a given month, you are paid one twelfth of your Benefit Budget that month.
• Five weeks of vacation per year. You have the option to purchase an additional four weeks per year.
• Personal development Budget of € 1,000 per year, which you can accumulate up to € 3,000.
• Possibility to work from home (in consultation with your team and depending on your position).
• An annual public transport pass with free public transportation throughout the Netherlands.
• An excellent pension scheme.

Interested?

If you are interested and want to know more about this vacancy, please contact Egon Grinwis (egon.grinwis@nl.abnamro.com) or Oana Milak (oana.milak@nl.abnamro.com). We very much look forward meeting you!