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Quantitative Portfolio Manager Lending & Daily Banking

At a glance

Global Lending & Daily Banking (part of Products & Solutions) is the global centre of expertise for the product strategy, delivery and maintenance of top class Lending, Liquidity & Daily banking products for the Private Bank in 4 countries. Lending is a diverse key activity in PB that is composed of a mix of:

  • Netherlands: Program Lending, Mortgages and bespoke Lending (especially Commercial RE).
  • Belgium, France and Germany: Lending consists of Lombard lending (in Belgium and Germany), Enterprise and Entrepreneurial lending (multiple corporate lending in France) and RE (residential and commercial) lending.

The Portfolio Manager L&DB is part of the sub-team of Lending that focuses on credit portfolio management (CPM). The other sub-team works on product development and strategy. Because the Lending team is small (at the moment 5 professionals) there is close interaction between the two sub-teams with the common goal to support the PB countries from 1st Line of Defence.

The CPM sub-team is responsible for the main tasks:

  • Coordinating PB value and capital management related to Lending
  • Organising the annual cycle of Budget/Credit risk appetite/impairments and scenario analysis
  • Monitoring and reporting of Lending KRIs (such are review backlogs, watch/forbearance etc)
  • Delivering expert opinion for PB related models (credit risk and IFRS9) and data sign-off
  • Supporting Lending related projects of the PSM team from portfolio point of view
  • Organising deep dives on specific Lending portfolios such NPE, large exposures, sustainability
  • Coordinating regulatory projects (e.g. on-site inspections) related to PB portfolio

The Portfolio Manager L&DB is a key role for PB as Lending has a significant impact on PB revenues and is defined as one of the growth initiatives of PB.

 

Your job

You are responsible on behalf of Private Banking for data analysis, model reviews and redevelopments in the area of credit risk and IFRS9. You also support to prepare the Global head of L&DB for Methodology Acceptance Group meetings. You also assess model requirements/impact and model change requests of the business on behalf of the four PB entities. Your job further entails a wide variety of activities of the above mentioned portfolio related activities, especially related to quantitative analysis of the portfolio.


You manage with the lending team the global PB lending portfolio of around EUR 14 bn. across all PB countries. In close cooperation with the countries and local Heads of Lending you develop portfolio plans and help them to understand the loan book better from modelling and capital management point of view with the goal to increase PB’s value. You have an important role in deepening the knowledge about the key risk drivers of the credit portfolio within the risk and regulatory framework and operational (IT) systems.

You will manage projects in an international environment on various topics to improve the Private Lending Business especially regulatory, risk and finance and manage the stakeholders accordingly.

 

Working environment

You will work in a highly professional team in The Netherlands and you are part of the Lending community in Private Banking. You can expect to work in a complex international stakeholder environment. Stakeholder management is key. You will interact, among others, with senior management, Credit Risk, Strategic Risk, ALM , Lending and Risk in the countries, Risk and various Grids.

The Lending & Daily Banking team is part of Global Products & Solutions existing of Lending experts, Data Managers, Investment experts, Fund managers and Communication strategists. We work closely and enjoy a good laugh!

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. 

Your profile

This is an excellent next step for top talent! You are able to understand the country (local) perspectives within the global setting and you can relate to other cultures.

We are looking for an open and innovative colleague who is able to think independently, dares to speak, comes up with new ideas and is willing to learn and improve every day. You have:

Knowledge:

  • University degree (Doctorate, Master, Post Graduate) in a quantitative field such as Mathematics or Econometrics)
  • More than 3 years’ experience a quantitative role in banking in Modelling, Credit risk portfolio or related roles
  • Knowledge of and experience in the area of Credit risk Modelling, Credit portfolio management and data analysis
  • General knowledge of bank’s capital requirements (also Basel IV) and IFRS9
  • Preferably business or customer experience related to Private Banking

Skills:

  • A ‘just do it’ mentality
  • Excellent analytical skills
  • Planning & organization
  • Good communication & stakeholder management skills
  • Deep familiarity with using Power BI/Micro strategy, Excel and Power point
  • Fluent in English both verbal and in writing
We are offering

A very interesting job in an international setting with a dedicated and dynamic team, and opportunities for personal development. Depending on your experience and skills level you will be placed in Hay 10 or Hay 11. 

  • The opportunity to be the best you can be and lots of room to grow both personally and professionally
  • Possibilities for flexible working hours and work from home are negotiable. We offer good facilities for remote working.
  • The opportunity to pro-actively work on your vitality and fitness
  • Market-conform Salary
  • Substantial education budget and a public transportation card
  • A large responsibility and the freedom to do your job
  • A well-equipped office, and all required facilities to do your job
  • Possibility of joining the training programs internally and externally
  • Required investments to boost your personal skills
Interested?

Does this sound like something you’d be interested in? Send us your application as soon as possible. To find out more, contact Michael Hienkens (michael.hienkens@nl.abnamro.com) or Joost Kaptijn (joost.kaptijn@nl.abnamro.com). We very much look forward 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.
Location: 

Amsterdam, Noord-Holland, NL

Job Posting Date: 
Requisition ID:  34369

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