Risk

Head of AI & Analytics Model Risk

ABN AMRO

Job at a glance

Salary
€9.3k - €13k /mo
Country
Netherlands
Specialism
Data Science & AI
Employment type
Full Time
Published
2026-05-05

About the role

Strategic leadership role within the CRO office, responsible for leading the AI & Analytics Model Risk department. This role oversees the management and validation of AI, FEC, and Generative AI models across the entire organization.

Key Responsibilities:
  • Drive the strategic transition from a validation-centric approach to a comprehensive Model Risk Management & Validation (MRM&MV) orientation.
  • Lead the execution of the MRM Framework, including model discovery, tiering, inventory management, and setting the Risk Appetite Statement.
  • Oversee model risk reporting and the administration of Methodology Acceptance Groups (MAGs).
  • Identify and signal issues through oversight activities, providing corrective proposals for AI, Compliance, IT, and Cyber models.
  • Act as a member of the MRM&MV management team, strengthening stakeholder relationships at the Executive Board (ELG/ELT) level.
Requirements:
  • Academic degree in a quantitative field with at least 10 years of experience in leadership roles within Risk Management.
  • Deep expertise in international financial markets, banking products, and the corresponding regulatory landscape.
  • Proven track record in managing teams of highly skilled professionals and navigating complex banking governance.
  • Strategic vision with the ability to relate industry developments (like Generative AI) to the bank's core activities.
  • Excellent communication skills with the capability to translate complex technical matters into simple language for senior stakeholders.

Skills and specialisms

  • Model Risk Management
  • Validation
  • Generative AI
  • Risk

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