Lead Credit Risk Application

Is the Rabobank capable of surviving another global financial crisis or impact of Climate changes? What risks do we face in case of such an event, what losses can we expect and what happens to the bank’s capital position? These are questions that we, the credit risk stress testing team, aim to answer in a quantitative way.

You and your job
The Credit Risk Stress Testing team is part of Risk Analytics - Group Credit Models (GCM). Every year we perform stress tests that are required by the regulators (i.e. ECB/DNB/EBA). Besides these, we also perform internal stress tests requested by for example the Managing Board or by individual teams/portfolios that want to get an idea of their position. To be able to stress the balance sheet of the bank, we implemented an application in which stress testing calculations and processes are orchestrated in an automated way. The Lead we are searching for will manage this application and set priorities for the Robotics team.

Top responsibilities

  • Set-up roadmap and define MVPs together with business users, developers, architecture and management. Actively manage issues, risks and impediments regarding the delivery of the MVP
  • Oversee and report on the implementation progress and advice on implementation strategies
  • Daily management and coaching of a scrum team (i.e. the Robotics team), with a varied background, onshore and offshore
     

Next to these responsibilities there is also room to:

  • Take the lead in refinement of features
  • Develop using Python and SQL in our cloud environment
  • Be a sparring partner for business users and management on model interpretation and implementation
     

“In the Stress Test Robotics team, we work on implementation of the technical infrastructure that support the stress test calculations. This includes setting up SQL databases, azure pipelines, connecting to Rabobank computing infrastructure and running the business logic code. We do these tasks while considering technical, business, security and efficiency benefits and concerns.”

Ruben Janssen, Stress Test modeller

Together we achieve more than alone
We believe in the power of difference. Bringing together people's differences is what makes us an even better bank. So we are very curious about what you can bring to our team at Stress Testing. Working together is the way we work; as 1 results-driven, data-minded and analytical team at Rabobank. Talking of Rabobank: We are a Dutch bank that operates in 38 countries for over 9,5000,000 customers. Together with these customers, our members and partners we stand side by side to create a world in which everyone has access to enough healthy food. In the Netherlands we work to create a country in which people are happy with how they live, work and do business.

About the Credit Risk Stress Test team

You will be part of a very dynamic and international team including highly motivated team members. We have four sub-teams, each having their own expertise (i.e. Data, Modeling & Implementation, Robotics and Run & Reporting). We work closely together to get in an Agile way from input data to the end results. We have an open atmosphere in which you can freely share new ideas and have time for your personal development.

You and your talent

  • Master degree in a quantitative field
  • Knowledge of cloud concepts like Kubernetes, VMs, Azure SQL, DevOps, etc.
  • Familiarity with TDD (test driven development)
  • Knowledge of the Scrum framework
  • 3+ years of relevant working experience

You as a person:

  • Wants to get results
  • Focus on the solution
  • Clearly demonstrates and takes ownership
  • You have experience working in a scrum/agile team
  • You have preferably some experience with credit risk

Next to the above mentioned knowledge and skills it would be beneficial to also have

  • Experience in environments with complex system landscapes and architecture
  • Knowledge of Python, SQL, Azure and recognize concepts like CI/CD, Celery, Pandas, YAML
  • Knowledge of Stress Testing, IFRS9, CRD IV and stress testing
     

This is what we offer you

  • up to € 6041 gross per month based on 40 hour work week (scale 9)
  • an extra budget of 11% of your gross salary to be used at your discretion. Buy extra holiday hours, add more to your pension savings or ask for part of the extra budget to be paid out.
  • Thirteenth month's salary and 8% holiday allowance
     

This is a selection of the terms of employment for a Lead Credit Risk Application based on a 40-hour working week. You can find all terms of employment on rabobank.jobs/en/conditions-of-employment.

You and the job application process

Reply to the vacancy for the Lead Credit Risk Application at Rabobank!

Lead Credit Risk Application

Contract type Full time
Expertise Data & Analytics / Finance & Risk
Location Utrecht (The Netherlands)
Reference number JR_00069436
Publication date 22 August 2022

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