Il est toujours possible de présenter sa candidature chez Rabobank. Naturellement, jusqu’à nouvel ordre, tous les entretiens auront lieu par téléphone ou appel vidéo.

Data Scientist Credit Risk

having an impact on all the models that affect all of our clients. As a Data Scientist Credit Risk , you will be analysing data and credit risk models across all portfolios of Rabobank. You’ll have a hand in monitoring the entire range of models that serve our business, clients and risk management, such as IRB credit risk and IFRS9 models.

Making a difference

  • Implement and perform tests to monitor the models performance in Python

  • Interpret and translate the results of quantitative analyses to understandable reports

  • Practice your skills in communication and presentation by effectively sharing your observations with stakeholders, which in turn improves their work.

  • Prove the added value of model monitoring by identifying flaws at the earliest possible moment.

  • Be a part of the team engagement and take up . 

  • Have the opportunity to act as project manager and bring monitoring projects to a successful completion

With each other
Collaboration is at the heart of everything we do. Our Credit Strategic Model Unit (CSMU) team brings diverse and talented people together to monitor and backtest the most important models of Rabobank. Your experience with modelling will be your guide as you analyse the performance of a variety of models and ensure that they meet ever-changing market and regulatory requirements. As a Data Scientist Credit Risk , you will practice intelligent ways of analysis with your CSMU team colleagues and dealing with stakeholders such as model validation and model developers.

Reinhardt, Team Lead Monitoring & Backtesting: “We are uniquely positioned within Risk analytics. We are involved in the whole model chain, from the monitoring aspect, and policy and methodology aspect that also impact model development and the strategy of the bank. From the monitoring specifically, what I appreciate is being able to propose solutions that contribute to strengthening the models in collaboration with a broad range of stakeholders, being the data, the business or even the regulatory side. All of this in a truly multicultural, diverse, and passionate team.”

Jeroen, Advanced Analytics Young Professional: "For me CSMU has been a great starting point in getting to know the bank. In CSMU we work together with many other teams and face a wide variety of challenges. And because we focus on three aspects of credit models (strategy, methodology & backtesting) there is always plenty to learn!"

With you

If we were to ask your friends to describe you in a few key words, the answer would be: customer-focused, pro-active, accommodating, positive, empathetic and eager to learn. For the position of Data Scientist Credit Risk , you should also have:

  • A Master’s or PhD in an exact science (econometrics, mathematics, physics, engineering, astronomy or similar)

  • 1-3 years of experience in (credit) modelling/validation

  • Affinity with A-IRB models/IFRS9 is a must

  • Programming experience in Python, SQL, GIT or similar

  • Practical experience with regulatory requirements (IFRS9, Basel2, TRIM, LGD, PD)

  • Fluency in English; both in writing and in oral communication

  • Experience in project management and organisation or Agile way of working

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:

  • Supporting risk-savvy models that ensure the right balance between business opportunities and appetite, to drive effective financial services.

  • Growing better models together, which enables the right customers to get the right support at the right time to pursue their dreams.

  • Ensuring that the models that are made, are made even better by your impact. 

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), you can expect:

  • A gross monthly salary between €3.200,- and €5.300,- depending on your experience and Seniority.

  • A thirteenth month and holiday pay.

  • An Employee Benefit Budget of 9% or10% of your gross monthly salary. You decide how to spend this budget. This may include purchasing extra leave days, or making extra pension contributions.

  • 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 home/work travel allowance.

  • A pension scheme, to which your contribution is only 3,5%. 

Let's meet
Are you the person we're looking for? Are you ready to join Rabobank as a Data Scientist Credit Risk 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:

  • Franciska Gradzikiewicz, recruiter would be happy to answer any questions about the application procedure via 

  • We want to use your talent in the broadest sense and would like to look at your response more broadly than this vacancy. Your profile will be included in the Sourcing Board Data & Analytics. If you object to this, you can indicate this by e-mail at

  • 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.

  • Your privacy is important to us. Do you want to know more, click on this link.

  • 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.

  • Acquisition further to this vacancy is not appreciated

Data Scientist Credit Risk

Nous recevons volontiers votre candidature. Les entretiens seront planifiés par appel vidéo.

Type de contrat Temps complet
Domaine professionnel Données et Analyses
Formation Master
Expérience professionnelle 3 - 5 ans
Emplacement Utrecht (Pays-Bas)
Numéro de référence JR_00020368
Date de publication 17 juin 2021

Procédure de candidature


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