Risk Model Engineer

Imagine that you are part of a diverse team with quantitative and IT backgrounds bringing together finance and banking, risk modelling, analytics and software engineering knowledge in one place?

You and your job
As a Risk Model Engineer, you are a sparring partner for your team, stakeholders and the business in translating advanced algorithms into live, robust and easily accessible software engines. You will be part of our Risk Model Engineering team which brings talented people together to implement Rabobank risk models at Group level (Credit Risk, ALM Risk, Climate Risk, IFRS9 and Basel IV). Our team is part of the end to end model development cycle of Rabobank risk models, we ensure that our risk models prototypes are put into production by bridging data, IT, modelling and business.

Practical Examples

  • Design and develop production code from scratch,
  • Design code architecture to build IT solution to enhance Rabo modelling platform,
  • Proactively develop yourself and others to sustain RME team knowledge.
     

Facts & Figures

  • International & diverse team
  • 7.1 million customers in 40 countries
  • 43,822 Rabobank colleagues around the world


Top 3 responsibilities

  • Working with your BA colleagues to ensure that model and data requirements for model implementation are captured and aligned with model documentation and model prototype,
  • Implementing models within all the chains from model prototype to production environment (CAS factory – cloud based) following IT and DEV Azure ways of working,
  • Conducting usual model life cycle activities such as models reviews, testing and monitoring.

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. We value diversity and inclusion at our company. All applicants are treated equally irrespective of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. So we are very curious about what you can bring to our team at Risk Model Engineering.

'Being part of the Credit Modelling libraries as part of RME, we build and maintain Python libraries to support Rabo Credit Risk model development. In doing so, I  really enjoy the diversity in term of topics and activities  such as implementing new features and/or optimizing existing ones, creating documentation etc. I also value that I am working in a team which is always willing to help as well as support my grow!'

Hugo, Risk Model Engineer

 

You will be part of a very dynamic and international team including highly motivated team members.

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.

You and your talent

  • Master or PhD degree in a quantitative field
  • 3+ years of relevant working experience
  • Programming language preferably  Python
  • Result oriented & good team player
  • Self-starter & take ownership  
  • Willing to work in Agile

This is what we offer you

  • up to € 5437 gross per month based on 36 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
  • A combination of working from home and at the office #LI-Hybrid


This is a selection of the terms of employment for a Risk Model Engineer based on a 36-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 Risk Model Engineer at Rabobank:

Risk Model Engineer

Type de contrat Temps complet
Domaine professionnel Finances et Risque / Données et Analyses
Emplacement Utrecht (Pays-Bas)
Numéro de référence JR_00037022
Date de publication 21 juin 2022

Procédure de candidature

    Upload
    Upload

    Ce qui nous permet de faire la différence

    Offres d’emploi qui peuvent aussi vous correspondre