Data Scientist - Credit Risk Modelling
ABN AMRO is seeking medior Data Scientists to join its Non-Retail Credit Risk Modelling team within the Risk Modelling department in Amsterdam. The role involves redeveloping credit risk models across lending portfolios, contributing to every phase of the model redevelopment cycle. Candidates need a quantitative master's or PhD, over 2 years of credit risk modelling experience, and strong statistical, coding, and regulatory knowledge.
What you'll do
- Redevelop credit risk models for various lending portfolios
- Contribute to every phase of the model redevelopment cycle, from model initiation to internal validation and onsite inspections by DNB/ECB
- Apply advanced knowledge of statistics, coding, modelling decisions, and applicable regulations
- Clearly articulate views and foster strong collaboration with stakeholders across the bank
What you need
Must-have
StatisticsCredit Risk ModellingIRBIFRS9Stress TestingModel DevelopmentApache SparkPython
Nice-to-have
Azure DevOpsGitDNB/ECB communication and on-site inspections
Soft skills
CommunicationCollaborationStakeholder managementAttention to detailHands-on mindset
Data ScientistCredit Risk ModellingBankingRisk ManagementQuantitativeAmsterdamHybridMedior