Model Jobs

ABN AMRO is on the trend of greater use of models. Driven in part by regulation as well as through innovations, the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for amongst others credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. These models use market and client data to predict among others, the client behaviour and their risk profile based on the client characteristic, economy and market. Outside the risk management domain, model-based decision making becomes increasingly important and accepted. Models are also used for pricing, marketing, portfolio management, HR and in multiple other areas and innovative solutions. The Model Risk Management department advisory role for the entire bank for any matters related to model risk and model risk management. ABN AMRO is on the trend of greater use of models. Driven in part by regulation as well as through innovations, the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for amongst others credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. These models use market and client data to predict among others, the client behaviour and their risk profile based on the client characteristic, economy and market. Outside the risk management domain, model-based decision making becomes increasingly important and accepted. Models are also used for pricing, marketing, portfolio management, HR and in multiple other areas and innovative solutions. The Model Risk Management department advisory role for the entire bank for any matters related to model risk and model risk management.
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Ben je geïnteresseerd in (hoog risico) kredieten en belangrijke risicomodellen? Werk je graag in een dynamisch en multidisciplinair team en wil je de modellen en data processen van de bank en FR&R een volgend niveau te tillen? Dan is deze functie van Business en Model Expert FR&R iets voor jou! * De Business en Model Expert weet hoe de FR&R organisatie er uit ziet. FR&R is tevens als onderdeel van ABN AMRO's Future Model Landscape programma intensief betrokken bij het (her) zijn essentieel voor het kunnen inschatten en vastleggen van diverse risk-parameters en hebben daarmee impact op risico/rendement van verstrekte kredieten en de bank als geheel. Ben je geïnteresseerd in (hoog risico) kredieten en belangrijke risicomodellen? Werk je graag in een dynamisch en multidisciplinair team en wil je de modellen en data processen van de bank en FR&R een volgend niveau te tillen? Dan is deze functie van Business en Model Expert FR&R iets voor jou! * De Business en Model Expert weet hoe de FR&R organisatie er uit ziet. FR&R is tevens als onderdeel van ABN AMRO's Future Model Landscape programma intensief betrokken bij het (her) zijn essentieel voor het kunnen inschatten en vastleggen van diverse risk-parameters en hebben daarmee impact op risico/rendement van verstrekte kredieten en de bank als geheel.
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Als Product Owner Data Model & Sourcing ben je de stem van de klant in jouw team. Lees dan het functieprofiel van Product Owner Data Model & Sourcing. Het Risk Data & Modelling Grid heeft als doel om de diverse afdelingen binnen Risk te helpen hun beslissingen, modellen en rapporten data driven te maken, door inzicht te geven in de data strategie & requirements, het beschikbaar stellen van analyse mogelijkheden op data, de alignment van data met Finance en de levering van data via de juiste processen en systemen aan de Risk gebruikers. Je wordt Product Owner van het team Data Model & Sourcing. In dit team worden deze definities afgestemd en toegevoegd aan ons grote 'FRIM' (Finance & Risk Information Model) woordenboek. • Het onderhouden van het Finance & Risk business en logisch data model; Als Product Owner Data Model & Sourcing ben je de stem van de klant in jouw team. Lees dan het functieprofiel van Product Owner Data Model & Sourcing. Het Risk Data & Modelling Grid heeft als doel om de diverse afdelingen binnen Risk te helpen hun beslissingen, modellen en rapporten data driven te maken, door inzicht te geven in de data strategie & requirements, het beschikbaar stellen van analyse mogelijkheden op data, de alignment van data met Finance en de levering van data via de juiste processen en systemen aan de Risk gebruikers. Je wordt Product Owner van het team Data Model & Sourcing. In dit team worden deze definities afgestemd en toegevoegd aan ons grote 'FRIM' (Finance & Risk Information Model) woordenboek. • Het onderhouden van het Finance & Risk business en logisch data model;
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In this role, you have the opportunity to work in a team with Philips Research scientists to translate clinical knowledge about care management into models. As a modeling consultant you will get familiar with the model driven development studio from the Philips VitalHealth solution via training. You will become the expert on model driven development. • Modeling cross-domain care management workflows in a modern model-driven, low-code development studio; • Design of model-driven and pre-built configurable software components; • Performing verification of configured models and reporting the results; • Understanding model-driven development; In this role, you have the opportunity to work in a team with Philips Research scientists to translate clinical knowledge about care management into models. As a modeling consultant you will get familiar with the model driven development studio from the Philips VitalHealth solution via training. You will become the expert on model driven development. • Modeling cross-domain care management workflows in a modern model-driven, low-code development studio; • Design of model-driven and pre-built configurable software components; • Performing verification of configured models and reporting the results; • Understanding model-driven development;
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ABN AMRO is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for a.o. credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The Model Validation team is the main party challenging the quality of the models in ABN AMRO. As a result of the increase of the usage of models in the bank, our scope is continuously expanding. This increase requires also challenging models with new techniques, causing a stimulating and dynamic work environment. Large-scale projects of new model development in any risk type, e.g. IFRS9 models in provisioning, new definition of default implementation in credit risk, Operational risk and stress-testing models, ABN AMRO is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for a.o. credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The Model Validation team is the main party challenging the quality of the models in ABN AMRO. As a result of the increase of the usage of models in the bank, our scope is continuously expanding. This increase requires also challenging models with new techniques, causing a stimulating and dynamic work environment. Large-scale projects of new model development in any risk type, e.g. IFRS9 models in provisioning, new definition of default implementation in credit risk, Operational risk and stress-testing models,
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ABN Amro * Amsterdam * Vast contract, onbepaalde tijd * Fulltime - Company Benefits - Company pension - Sport activities/facilities - Flexible working hours - Company laptop - Fitness programs - Coaching - Home office - Public transport ticket ABN Amro * Amsterdam * Vast contract, onbepaalde tijd * Fulltime - Company Benefits - Company pension - Sport activities/facilities - Flexible working hours - Company laptop - Fitness programs - Coaching - Home office - Public transport ticket
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ABN AMRO is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for a.o. credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The Model Validation team is the main party challenging the quality of the models in ABN AMRO. As a result of the increase of the usage of models in the bank, our scope is continuously expanding. This increase requires also challenging models with new techniques, causing a stimulating and dynamic work environment. * Large-scale projects of new model development in any risk type, e.g. IFRS9 models in provisioning, new definition of default implementation in credit risk, * Operational risk and stress-testing models, ABN AMRO is on the trend of greater use of models. Driven in part by regulation but the growing reliance on models manifests in all areas of the bank. For risk management purposes ABN AMRO has models in place for a.o. credit risk, market risk, operational risk, and liquidity risk, covering the entire balance sheet of the bank. The Model Validation team is the main party challenging the quality of the models in ABN AMRO. As a result of the increase of the usage of models in the bank, our scope is continuously expanding. This increase requires also challenging models with new techniques, causing a stimulating and dynamic work environment. * Large-scale projects of new model development in any risk type, e.g. IFRS9 models in provisioning, new definition of default implementation in credit risk, * Operational risk and stress-testing models,
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The Senior Model Validator is a member of the ALM & Capital Model Validation team as an expert model validator. These validations contribute to identifying and mitigating the model risk at ABN AMRO in line with internal and external requirements and reflecting best market practices. The Senior Model Validator has in-depth specialist knowledge of the models used for risk management in the ALM and/or EC area, methodologies and the business using these, as well as of processes relevant to their area of expertise. The Senior forms an independent expert view on the mathematical consistency of the models, their suitability for the intended use, the accuracy of the models and their proposed implementation. The Senior Model Validator has a coaching role towards the Model Validator and Associate Model Validators. In addition, the Senior can Model Validation. The Senior Model Validator is a member of the ALM & Capital Model Validation team as an expert model validator. These validations contribute to identifying and mitigating the model risk at ABN AMRO in line with internal and external requirements and reflecting best market practices. The Senior Model Validator has in-depth specialist knowledge of the models used for risk management in the ALM and/or EC area, methodologies and the business using these, as well as of processes relevant to their area of expertise. The Senior forms an independent expert view on the mathematical consistency of the models, their suitability for the intended use, the accuracy of the models and their proposed implementation. The Senior Model Validator has a coaching role towards the Model Validator and Associate Model Validators. In addition, the Senior can Model Validation.
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ABN Amro * Amsterdam * Vast contract, onbepaalde tijd * Fulltime - Company Benefits - Company pension - Sport activities/facilities - Flexible working hours - Company laptop - Fitness programs - Coaching - Home office - Public transport ticket ABN Amro * Amsterdam * Vast contract, onbepaalde tijd * Fulltime - Company Benefits - Company pension - Sport activities/facilities - Flexible working hours - Company laptop - Fitness programs - Coaching - Home office - Public transport ticket
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Providing monthly inputs for forecasting and budgeting models and long-term models Providing monthly inputs for forecasting and budgeting models and long-term models
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Het gebruik van kredietrisicomodellen in de praktijk beoordelen? Lijkt de beheersing van modelrisico's je een interessant werkterrein? Heb je een sterke eigen mening en ben je iemand die Credit Risk Model Oversight een hoger plan kan tillen? De Credit Risk Model Oversight Unit (CRMOU) is een nieuwe afdeling en bestaat momenteel uit 6 collega's en maakt deel uit van Credit Risk. Op basis van interne en externe ontwikkelingen bepalen we de credit risk model strategie van ABN AMRO in nauwe samenwerking met Modelling, Business en onze Credit Risk collega's. We zien toe op een tijdige en kwalitatieve ontwikkeling van kredietrisicomodellen, besluitvorming daarover, implementatie ervan in de IT en de organisatie van de bank en het gebruik ervan bij de berekening van de kapitaalbuffers en bij de kredietrisicobeheersing Het gebruik van kredietrisicomodellen in de praktijk beoordelen? Lijkt de beheersing van modelrisico's je een interessant werkterrein? Heb je een sterke eigen mening en ben je iemand die Credit Risk Model Oversight een hoger plan kan tillen? De Credit Risk Model Oversight Unit (CRMOU) is een nieuwe afdeling en bestaat momenteel uit 6 collega's en maakt deel uit van Credit Risk. Op basis van interne en externe ontwikkelingen bepalen we de credit risk model strategie van ABN AMRO in nauwe samenwerking met Modelling, Business en onze Credit Risk collega's. We zien toe op een tijdige en kwalitatieve ontwikkeling van kredietrisicomodellen, besluitvorming daarover, implementatie ervan in de IT en de organisatie van de bank en het gebruik ervan bij de berekening van de kapitaalbuffers en bij de kredietrisicobeheersing
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Modellering van gegevens met behulp van datamodellering is een essentieel onderdeel van gegevensmanagement. Datamodellering is een analyse- en ontwerpmethode bij het vinden, analyseren en scopen van gegevensbehoeften. Data modellering is het proces waarbij een data model wordt gemaakt voor de gegevens die in een database moeten worden opgeslagen. Het data model is een conceptuele weergave van gegevensobjecten, de associaties tussen verschillende gegevensobjecten en de regels. Data modellering helpt bij de visuele weergave van gegevens en handhaaft bedrijfsregels, naleving van regelgeving en overheidsbeleid op de gegevens. Datamodellen zorgen voor consistentie in naamgevingsconventies, standaardwaarden, semantiek, beveiliging terwijl de kwaliteit van de data gewaarborgd blijft. Modellering van gegevens met behulp van datamodellering is een essentieel onderdeel van gegevensmanagement. Datamodellering is een analyse- en ontwerpmethode bij het vinden, analyseren en scopen van gegevensbehoeften. Data modellering is het proces waarbij een data model wordt gemaakt voor de gegevens die in een database moeten worden opgeslagen. Het data model is een conceptuele weergave van gegevensobjecten, de associaties tussen verschillende gegevensobjecten en de regels. Data modellering helpt bij de visuele weergave van gegevens en handhaaft bedrijfsregels, naleving van regelgeving en overheidsbeleid op de gegevens. Datamodellen zorgen voor consistentie in naamgevingsconventies, standaardwaarden, semantiek, beveiliging terwijl de kwaliteit van de data gewaarborgd blijft.
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Zonder moeite zet jij de plannen van de architect en de aannemer om een 3D-model dat iedereen begrijpt. Jouw modellen zijn de basis voor elk bouwproject, of het nu gaat om bruggen, gebouwen, installaties, sluizen of tunnels. Bij Brunel bouw je niet alleen aan BIM-modellen, maar ook aan je eigen trainingstraject. Zonder moeite zet jij de plannen van de architect en de aannemer om een 3D-model dat iedereen begrijpt. Jouw modellen zijn de basis voor elk bouwproject, of het nu gaat om bruggen, gebouwen, installaties, sluizen of tunnels. Bij Brunel bouw je niet alleen aan BIM-modellen, maar ook aan je eigen trainingstraject.
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We are looking for skilled quantitative regulatory modelling analysts, both senior and junior, who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. For example reviewing Basel IV requirements, reviewing the application of modelling guidelines to model developments and instructing the modelling department. You closely , policy department and the business in order to ensure that the models properly reflect the regulation, the business and processes. We are looking for skilled quantitative regulatory modelling analysts, both senior and junior, who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. For example reviewing Basel IV requirements, reviewing the application of modelling guidelines to model developments and instructing the modelling department. You closely , policy department and the business in order to ensure that the models properly reflect the regulation, the business and processes.
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We are looking for skilled quantitative regulatory modelling analysts, both senior and junior, who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. For example reviewing Basel IV requirements, reviewing the application of modelling guidelines to model developments and instructing the modelling department. You closely , policy department and the business in order to ensure that the models properly reflect the regulation, the business and processes. We are looking for skilled quantitative regulatory modelling analysts, both senior and junior, who have a solid quantitative background complemented with a thorough understanding of the regulatory requirements underlying the internal models for credit risk. As a quantitative regulatory modelling analyst you will translate current and proposed regulatory requirements such as EBA Guidelines on PD and LGD estimation into instructions a credit risk modeller can use in developing regulatory compliant IRB models. For example reviewing Basel IV requirements, reviewing the application of modelling guidelines to model developments and instructing the modelling department. You closely , policy department and the business in order to ensure that the models properly reflect the regulation, the business and processes.
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As a senior quantitative risk analyst, you will be responsible for delivering important project goals, coaching junior colleagues and continuously improving our models. to maximize the impact of our models for the bank. • Modelling operational losses for our advanced measurement approach (AMA) model for operational risk. Our bank believes in risk models for better banking and financial stability. The models developed in the IFRS9, Stress Test and Operational Risk modelling team are state-of-the-art and at the forefront of the financial industry. • Are you experienced in programming languages suited for model building and data analysis, such as Python, Matlab and/or SAS? • Do you have a track record of successfully completing model building projects in time? As a senior quantitative risk analyst, you will be responsible for delivering important project goals, coaching junior colleagues and continuously improving our models. to maximize the impact of our models for the bank. • Modelling operational losses for our advanced measurement approach (AMA) model for operational risk. Our bank believes in risk models for better banking and financial stability. The models developed in the IFRS9, Stress Test and Operational Risk modelling team are state-of-the-art and at the forefront of the financial industry. • Are you experienced in programming languages suited for model building and data analysis, such as Python, Matlab and/or SAS? • Do you have a track record of successfully completing model building projects in time?
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Advises in the development of market risk models and tools. Initiates the integration and implementation of risk models and thoughts in business' and clients' acting. * Knowledge of market risk management and the regional risk policies, framework and models. Advises in the development of market risk models and tools. Initiates the integration and implementation of risk models and thoughts in business' and clients' acting. * Knowledge of market risk management and the regional risk policies, framework and models.
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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's Risk Data & Analytics department. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. We are the bank's expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank's capital requirements. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to credit risk models 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's Risk Data & Analytics department. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. We are the bank's expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank's capital requirements. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to credit risk models
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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's Risk Data & Analytics department. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. We are the bank's expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank's capital requirements. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to credit risk models 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's Risk Data & Analytics department. As a member of the Modelling Data team, you supply Credit Risk Modelling with the data they need to compile risk models. We are the bank's expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank's capital requirements. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to credit risk models
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Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a senior analyst you take the responsibility of the model development process and are actively involved in stakeholder management of both internal and external parties including the DNB and ECB. Your main focus will be the development and maintenance of our Credit Risk models for professional clients covering over EUR 100 billion in exposure. These models are key to the existence of the bank as they form the basis for loan approval, pricing, performance management and regulatory capital. You closely work together with the business lines in order to ensure that the models properly reflect the business and processes. You are aware of new and existing regulatory requirements and ensure that these are properly reflected in the models. As a senior analyst you take the responsibility of the model development process and are actively involved in stakeholder management of both internal and external parties including the DNB and ECB.
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Aan de hand van rioleringsdatabanken en hydraulische modellen, projectportfolio's op om de noodzakelijke toekomstvisie voor de infrastructuur te ontwikkelen en deze in concrete aansluitings-, optimalisatie- en renovatieprojecten vorm te geven. Aan de hand van rioleringsdatabanken en hydraulische modellen, projectportfolio's op om de noodzakelijke toekomstvisie voor de infrastructuur te ontwikkelen en deze in concrete aansluitings-, optimalisatie- en renovatieprojecten vorm te geven.
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ABN AMRO Risk modelling is searching for a Senior Quantitative Risk Analyst (ALM) that and innovative sophisticated solutions for ALM models. Are you interested in further developing your expertise in applying new techniques in state of the art models? You deepen your expertise in applying new techniques in state of the art models. Your owners and the business to understand their needs and decide on the appropriate modelling techniques, develop, implement, evaluate and improve the models and users. In addition to this, you will also that is responsible for the liquidity risk models. We are responsible for the development of quantitative risk models that inform the bank in its daily decisions, from the pricing of deals and granting of customer credits to setting and monitoring risk limits and determining the capital requirements. ABN AMRO Risk modelling is searching for a Senior Quantitative Risk Analyst (ALM) that and innovative sophisticated solutions for ALM models. Are you interested in further developing your expertise in applying new techniques in state of the art models? You deepen your expertise in applying new techniques in state of the art models. Your owners and the business to understand their needs and decide on the appropriate modelling techniques, develop, implement, evaluate and improve the models and users. In addition to this, you will also that is responsible for the liquidity risk models. We are responsible for the development of quantitative risk models that inform the bank in its daily decisions, from the pricing of deals and granting of customer credits to setting and monitoring risk limits and determining the capital requirements.
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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's Risk Data & Analytics department. As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. We are the bank's expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank's capital requirements. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to Asset and Liability Management (ALM) Models 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's Risk Data & Analytics department. As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. We are the bank's expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank's capital requirements. The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. * experienced (3+ years) in working with data related to Asset and Liability Management (ALM) Models
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