Intern Model risk

Beschreibung:

Intern Model risk

At a glance

At ABN AMRO, models play an important role in how we understand and manage credit risk. From estimating the probability that a customer may default, to calculating potential losses and provisions, these models help shape critical risk decisions across the bank.
Within the Retail and Non-Retail Credit Model Risk (CMR) teams, you will work on the validation of models that support a wide range of credit risk applications, including PD, LGD, EAD and provisioning models. You will join a specialised team of quantitative professionals who combine strong analytical thinking with practical implementation and sound risk judgement.
We are looking for a final-year master's student in a quantitative field such as econometrics, quantitative finance, mathematics, physics or a related discipline, with a strong academic track record, an interest in credit risk modelling, and hands-on experience with Python