Lead Non Retail Model Strategy

Step into a key role at the heart of ABN AMRO’s Risk transformation. As Lead Non-Retail Model Strategy, you contribute to a renewed Risk Management mission focused on simplicity, impact, and resilience, empowering client success and sustainable growth.

We vragen

• 5+ jaar
• Natuurlijk leiderschap
• Analytische skills

We bieden

• Een uitgebreid arbeidsvoorwaardenpakket
• Regie op eigen ontwikkeling

At a glance

Within the CRO organisation, we are driving risk excellence through clear priorities: Simplicity, Execution Focus, Risks that Matter, and a strong Risk Culture - enabled by our people, innovation, and seamless processes.

Your job

Credit Risk Control Unit (CRCU) and Model Strategy is a new department that is accountable for the oversight of the model life cycle of Credit Risk models (IRB, non-IRB, IFRS9, economic capital), including accountability for the design or selection, implementation, performance of the models and rating systems and for the execution of the model strategy and related supervisory, projects, requests and processes.

The new department consolidates all model lifecycle activities, except model redevelopment, such as model strategy and ownership, model monitoring/reporting and associated regulatory processes, for all credit risk related models (IRB, Non-IRB, IFRS 9 and EC) under one department. As Team Lead Non-retail Models Strategy you play a pivotal role in the end-to-end process of the credit model lifecycle, driving simplification and execution with a dedication to the Non-Retail portfolios.

Specifically it includes the following key activities:

• Maintaining/updating of model strategy / return to compliance plans.
• Oversight of the model life cycle of Credit Risk non-retail models (including IFRS9 and Stress testing), as well as active participation/challenger role during model development, to ensure delivery as per strategy/requirements.
• Execution of model initiation, sign-off of model relevant model documentation and implementation, execution of monitoring and reporting of model use and execution of model decommissioning.
• Responsible for coordinating activities with external vendor model providers.

Working environment

In this role, you report directly to the Head of CRCU & Model Strategy and play an active role as a member of the CRCU & MS Management Team, where your insights and leadership help shape strategic direction.

You will lead a dedicated team of approximately 10 FTE, fostering collaboration, growth, and high performance. You operate in a dynamic environment with close collaboration across key stakeholders, including Risk Modelling, Model Implementation, Model Validation, Audit, and the Corporate Banking and Wealth Management business units. This gives you strong visibility and impact across the organization.

Your profile

• Academic master’s degree or PhD.
• More than 7 years of experience in a financial environment.
• Experience leading multidisciplinary quantitative projects.
• Thorough knowledge and experience with risk modelling.
• Thorough knowledge of financial markets, products and risk management.
• Thorough knowledge of rules and regulations and regulatory trends relevant for risk modelling (Basel, IFRS, CRR3, EBA, ECB, etc.).
• Thorough knowledge of the strategy of ABN AMRO and implications for the Credit Risk Model Landscape.
• Proven experience in communication with DNB/ECB and on-site inspections.
• Strong interpersonal skills when dealing with internal stakeholders, regulators and other external stakeholders.
• Natural relationship builder who strives for constructive cross department collaboration.

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.

• 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.