Head of AI & Analytics Model Risk

ABN AMRO Bank · Amsterdam, North Holland, Netherlands

Location

Amsterdam

Job Type

Full-time

Posted

June 16, 2026

Job Description

Your job
Leads the implementation and execution of the Model Risk Management Framework, including model discovery, tiering, inventory management, validation, risk reporting, risk monitoring, and risk assessment, as well as setting the Risk Appetite Statement.
Directs and coordinates the tracking of all outstanding model-related findings and ensures timely assessment and closure of requests.
Oversees the management and administration of the Methodology Acceptance Groups (MAGs), as well as model risk reporting.
Defines and maintains model validation requirements and procedures.
Identifies and signals issues or problems through validation and other oversight activities, providing proposals for corrective actions.
Transition from MV focus to MRM&MV orientation of teams.
Integration of MRM tasks with MV department.
Change in way of working from process orientated to risk aware prioritization and execution.
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