Lead Treasury Modeller
…That you take the lead in developing analytics to support the steering of a balance sheet over EUR 600 bio. You talk to Treasury managers that run the books about market dynamics, you consult colleagues to understand their needs, you level with your peers on state-of-the-art analytics and you create understanding of the supporting infrastructure. If you then come up with analytical solutions that are fit-for-purpose, ambitious yet realistic and drive the analytics of Treasury forward, then you might be right candidate for this job. If you have the experience and ambition to take analytics to the next level in the field of Asset and Liability management, you might be the one driving Treasury’s high ambitions. As Lead Treasury Modeller you take ownership of quantitative projects that enable Treasury to protect and optimize Rabobank’s balance sheet. Join our team to make a difference. We are looking for highly qualified and experience modellers to support or
Making a difference
Within Treasury you will be part of the Treasury Modelling & Analytics & Innovation department. We are the analytical center of expertise and add content and quantitative knowledge to Treasury’s ambitious agenda. We develop behavioural models and methodologies for the measurement of interest rate risk in the banking book, liquidity and funding risk and Funds Transfer Pricing. We create tooling and new technologies for Treasury’s Execution and Steering teams for optimizing the group’s interest rate and liquidity positions. To do so, we always seek to deeply understand what drives our balance sheet risks and how client behaviour interacts with financial markets and balance sheet developments. We have the ambition to continuously change and improve our models and tooling. We promote analytical culture and fact-based decision making.
You will have the opportunity to develop complex models, pricing methods and analytical solutions that directly impact the steering of the balance sheet. Modelling topics include prepayment, non-maturity deposits, capital for Interest Rate Risk in the Banking Book, transfer pricing, basis risk and option risk. Our department is also involved in milestone projects that cover for example quantifying the liquidity mismatch, interest rate risk replication and liquidity buffer optimizations to further develop the Treasury toolkit. You will work in multidisciplinary teams to solve such modelling challenges.
As Lead Modeller you drive analytical developments for key change initiatives, you play a role in the coaching and training of junior staff members, and you are part of the department’s leadership.
With each other
Collaboration is at the heart of everything we do. Our Treasury Modelling & Analytics & Innovation department brings talented people together to develop the next generation of ALM analytics that drive our business forward.
As Treasury Modeller you are collaborative, customer- and solution-focused, a team player and able to take on challenges with confidence and flexibility. For the position of Lead Treasury modeller, you have:
a track record in quantitative modelling for at least 5-10 years, preferable in the field of Asset and Liability Management;
a Master’s degree or PhD in a quantitative field (econometrics, mathematics, physics, AI or similar);
deep knowledge of programming (e.g. experience with Python, Matlab, SQL, GIT or similar) that can be drawn on to solve architectural issues and broader, long term strategic systems decisions;
working experience in an environment of financial markets, Treasury/ALM;
strong coaching skills;
excellent communication skills, both verbal and written.
Growing a better world together
Rabobank is a financial services provider for 8.5 million customers in 40 countries. But did you know that we are also working to make the world a better place? We do so in countless ways, such as:
We make sizeable annual investments in the voluntary sector in the Netherlands. This allows us to support about 1,250 sport and cultural organisations that are a second home to many people.
Treasury’s People Agenda is focused on inspiring its profession employees, supporting them in every way to excel and continuously develop their skills as well as their performance.
Do you want to become the ideal version of yourself? We would love to help you achieve this by focusing firmly on your growth, development, and investing in an environment where you keep learning every day. We give you the space to innovate and initiate. In this way, we offer you numerous opportunities to grow and help you exceed your expectations, to do the right thing exceptionally well, and to therefore grow as a professional. In addition, with us (on the basis of a 36-hour working week scale 11 or 40-hour working week scale SKA), you can also expect:
a gross annual salary between € 81.780,- and € 158.170,- depending on experience (including holiday pay, thirteenth month and Employee Benefit Budget);
a thirteenth month and holiday pay;
an Employee Benefit Budget (10 or 12 % of your monthly salary). You decide how to spend this budget;
This may include purchasing extra leave days, making extra pension contributions or even receiving a monthly cash payout;
a personal budget that you can spend on activities related to your personal development and career;
flexible working times and location-independent working;
100 % reimbursement of commuting costs if you travel by public transport! Do you still prefer to travel by car or motorbike? Then choose a commuting allowance;
a pension scheme, to which your contribution is only 3,5%.
Are you the person we're looking for? Are you ready to join Rabobank as a Lead Treasury Modeller and to make a difference to yourself, our customers and to society? We look forward to receiving your application for this vacancy in Utrecht.
Good to know:
Apply via the button “Apply now”. Responses will be handled in accordance with our vacancy management policy.
If you have any questions about the specific details of this position, please contact Jeanine Kippers, head of Treasury Modelling & Analytics & Innovation on Jeanine.Kippers@rabobank.nl
Rogier Wolff, Recruiter would be happy to answer any questions about the application procedure via Rogier.Wolff@rabobank.nl
The application process includes screening. Based on the screening procedures in place at Rabobank, we assess whether new staff are reliable enough to work at Rabobank.
Everyone is different, and it is exactly those differences that help us become an even better bank. That's why we want to know who you really are!