WB Models | FI BMO at ING in Amsterdam, North Holland, NL

ExperiencedOn-siteFull-timeAmsterdam, North Holland, NL

Skills

financial analysisbusiness analysiscredit riskregulatory capitaleconomic capitalrisk driver selectionmodel developmentdata analysisadvisory skillsprocess improvementcommunicationstakeholder management

Job Description

We are looking for a Structuring and Advisory Expert, who will act as FO expert on the FI portfolio.

You will have a thorough understanding of the portfolio dynamics, perform comprehensive financial and business analysis and you will be in close alignment with the WB Business. As FO professional you have FO or Credit Risk experience and understand holistically the relation between regulatory / economic capital and competitiveness and pricing towards our clients. As FO expert you can advise on risk driver selection and can drive the full business portfolio and optimize RWAs and profitability. You help WB in realizing an RWA light, high profitability business model. You will anticipate on unforeseen events caused by market circumstances and identifies structural improvements. Together with the team you will orchestrate the development and implementation of the respective Credit Risk Models for FI, while safeguarding the wider WB strategy. You will anticipate complex issues across the model life cycle including resolution of internal and ECB Findings and deliver according to regulatory timelines and business requirements.

In your role of Structuring and Advisory Expert, you will:

Analyze specific portfolio trends (e.g., RWA, trends in scope, defaults, total outstanding, exposure values)
Have clear knowledge of the respective Lending Policies including topics like granting criteria, Early Warning Monitoring, UTP Assessment, Forbearance and other credit risk related topics and policies.
Identify shortcomings in current processes, systems and procedures, and suggest and implement appropriate improvements.
Analyze business requirements during model development, including risk driver selection and final model acceptance.
Build a network within the FO organization to ensure that E2E process improvements regarding our default, scoping and pricing processes can be quickly adopted and embedded within the FO.
Write and edit material for various stakeholders in the WB community, focused on training and informing the FO population, tailoring the tone and content to match the needs and expectations of each audience.
Use data from a wide range of sources to analyze key themes (e.g., Risk Driver, Scoping and Default data) and identify impact on the business and Model development.