Credit Data Modeler

About the Role

As a Credit Data Modeler within the Credit Data Distribution and Distribution team, you will play a crucial role in developing and maintaining the Credits Data Domain Store (CDDS) at ABN AMRO. The CDDS team is responsible for integrating diverse data sources to provide high-quality credit data products, enabling informed decision-making for internal stakeholders and supporting advanced (Gen) AI & Analytics solutions. This ensures streamlined data flows and integration within the credit domain through a unified data model and a reliable, fast, and secure mechanism.

The Job Responsibilities

As a Data Analyst/Data Modeler, you will serve as a vital link between business requirements and technical solutions. Your responsibilities include:

• Participating in bank-wide and impactful change projects where credit data is key, such as early warning model implementation (EWM), redefining the definition of default (DoD), enabling significant risk transfers (SRT), and optimizing the lending journey.
• Performing comprehensive analyses to gather and validate credit data requirements, assessing data attributes needed by consumers, and identifying potential gaps.
• Maintaining the comprehensive Credits Business Data Model (CBDM), mapping credit data elements and flows, and supporting critical lending decisions and regulatory compliance.
• Supporting the continuous improvement of the CDDS team and platform, including assisting in the development of new tooling for data modeling.
• Taking end-to-end ownership of data development projects, including testing and release management, and collaborating effectively with data engineers and consumers to implement robust data solutions.

Key Projects

You will be instrumental in delivering two key projects:

• Redevelopment of ABN AMRO's Early Warning Model (EWM): This initiative, part of the NextGen Lending program, aims to replace the current Business CRG+ model for credit risk monitoring. The goal is to enable early recognition of deteriorating credit quality, allowing account managers to act promptly. The model will integrate into an Early Warning System (EWS) Framework, incorporating predictive algorithms and instant watch triggers.
• Delivery of Model-Based Calibration (MBC) Probability of Default (PD) Risk Drivers: This involves providing critical risk drivers from our data platform to downstream consumers, essential for transitioning to the target credit rating chain for non-retail portfolios and maintaining ABN AMRO's credit risk model integrity.

The expected outcome for both projects is a data product/calculation, mapped according to the credit business data model for downstream consumers, encompassing analysis, mapping, business logic application, and deployment with data engineers.

Your Skills and Qualifications

Successful candidates will possess the following qualifications:

• Proven experience in business and data analysis, with a preference for experience within the banking sector and the credit data domain.
• Demonstrated ability to assess and validate data attributes required by consumers and identify gaps in existing data.
• Extensive experience with data modeling, including conceptual, logical, and physical models.
• Familiarity with various data testing processes, such as unit testing, regression testing, and acceptance testing.
• General understanding of IT topics, including release management, testing, and tools like Databricks.
• Capability to adjust mappings, create build plans, and perform corrective maintenance on data products.
• Strong stakeholder management and communication skills to effectively manage diverse stakeholders.
• An analytical mindset and keen attention to detail, enabling the identification of relationships between requirements, processes, and developments, and their translation into practical solutions.
• A proactive attitude and eagerness to embrace change within a fast-paced environment characterized by evolving requirements.

Please note: This is a high-pressure project with very tight timelines. We seek someone experienced in handling such pressure while maintaining a simple and straightforward approach.

Our Offer

• A competitive gross monthly salary of €8,655 (midlance) based on a 40-hour workweek, with entry-level depending on your knowledge and work experience.
• 25 vacation days per year based on a a 40-hour workweek.
• 8.33% holiday allowance, paid out in May.
• Comprehensive pension scheme with accrual from day one.
• Opportunity for hybrid working.
• A dedicated Happy Manager for your personal development and career growth.
• Access to various courses and training programs via The Ministry of Compliance and Projective Academy.
• Opportunity to receive a referral bonus (€1,000 for each referred professional who starts on an assignment).
• Travel allowance options: reimbursement per kilometer or an OV travel card.
• Working-from-home allowance and a budget for setting up your home office.

Key skills/competency

• Credit Data Analysis
• Data Modeling (Conceptual, Logical, Physical)
• Business Requirements Gathering
• Data Validation & Gap Analysis
• Regulatory Compliance
• Stakeholder Management
• Data Integration
• Early Warning Systems (EWS)
• Databricks
• Release Management