Senior Model Risk Manager
ABN AMRO Bank N.V.
Amsterdam
3 days ago
Senior Model Risk Manager
ABN AMRO seeks a Senior Model Risk Manager for its Amsterdam-based Non-Retail Credit Model Risk team. The role involves independent model validation, governance, and risk management across the bank. Requires strong quantitative background and several years of model risk experience.
Hybrid
Internship
Senior
Model Validation
Model Development
Salary
Not specified
Core Qualifications
Technical (Must-have)
Model validationModel developmentQuantitative riskModel risk managementRegulatory expectationsModel governance
Soft Skills
Analytical thinkingCommunicationTeam playerStakeholder managementCollaborationConstructive challenge
Key Responsibilities
- Execute and peer-review model validations within assigned domain
- Contribute to model risk management activities: model discovery, tiering, inventory management, issue tracking, agenda setting for Model Approval Authorities
- Synthesize validation outcomes into clear conclusions for model approval decisions
- Maintain model inventory, support model discovery, organize governance agendas
- Work closely with model developers, owners, business representatives, and senior stakeholders
Model Risk ManagerBankingCapital MarketsModel ValidationRisk ManagementAmsterdamHybridSenior