Modelling Data Analyst (IFRS9)
At a glance
We are looking for a new team member! Our ideal candidate is a team player with a deep interest in data, programming, risk assessment and stakeholder management. We are constantly looking for ways to improve how we manage our risks. Risk Models play a pivotal role in this. These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO Finance & Risk Data department. If you would like to translate data requirements to reliable modelling data sets and are eager to contribute towards making our data collection and sourcing processes future proof, we encourage you to apply!
Your job
As a member of the Modelling Data team, you supply IFRS 9 Risk Modelling with the data they need to compile risk models. On one hand, your duties will consist of technical aspects such as SQL and Python programming, performing Data Quality analyses and integrating datasets. On the other hand, you will be working on documentation and using your communicative skills for stakeholder alignment. You also play an active role in the frequent team meetings where knowledge-sharing and transparency on progress is key.
You will be responsible for analysing the data modelling requirements, setting up the data sourcing pipeline, ensuring the data quality of the delivered dataset and creating regulatory/ non-regulatory documents to support the development and calibration of the IFRS9 models.
You will directly contribute to the following deliverables:
• Collaborate with the Modelling teams to understand data and sourcing requirements for the risk models.
• Setup/Optimize the data sourcing pipelines
• Clean and pre-process the dataset
• Perform data quality assessment on the dataset
• Investigate data quality issues and estimate their impact on the models
• Create regulatory and non-regulatory documents to support model approval
Working environment
The Finance & Risk Data Domain is part of Finance & Risk Business Grids (F&RBG), and plays an active role for all the Finance and Risk departments. We employ 250+ international professionals with different backgrounds who are driven to bring risk data management to a structurally higher level. Our aim is to generate reliable risk data on time. We do this by improving the risk data itself, data systems and data processes. We work with an Agile operating model. Our Finance and Risk Data Domain consists of 5 teams where the atmosphere is dynamic, open and informal.
Your profile
Your ability and willingness to work with others is crucial for your success in this role. You are naturally someone who takes initiative, structures and organises work well and is keen to work with others to deliver tangible results. You are practical, have an analytical approach and good communication and presentation skills. You are a strong team player and you take responsibility for your work. In the dynamic environment in which you operate, you have the ability to get all stakeholders on board.
You also have the following qualifications and skills:
• A master’s degree, preferably in Statistics, Econometrics, Data Science or a related field.
• Experience in SQL and Python
• Experience in working with data preferably within Finance & Risk
• The ability to detail and challenge data requirements
• Excellent verbal and written communications skills
• Good stakeholder management skills
• Interest in working with Finance and Risk data in a Banking environment
• Knowledge of risk management in banking or financial institutions is a pro
We are offering
A challenging environment offering you the possibility to develop yourself, both on contextual level in the Risk Management field of expertise, as well as managerial and leadership level. There are plenty of career opportunities to grow personally and professionally, which mainly depend on your own ambitions and interests. In addition, we offer:
• The ability to work flexible hours.
• A good salary and an excellent pension scheme.
• Hybrid-working environment
• A supplementary benefit budget of 11% with which you can buy flexible fringe benefits such as extra days off, a subsidy to cover the costs of a phone or an (electric) bicycle, and salary top-ups.
• A personal development budget of € 1,000 per year.
• Each year you receive 5 ‘Banking for Better’ days which you can spend on personal development or someone else in the society.
• An annual public transport pass with free public transportation throughout the Netherlands.
• The opportunity to pro-actively work on your vitality and fitness.
Interested?
Do not hesitate to approach us for more details, or apply directly!
For more information contact Yawar Hussein, Lead IFRS Modelling, via email: yawar.hussain@nl.abnamro.com. We look forward to meeting you!
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.
