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Risk Model Engineer - Quant Analyst

Imagine…

that you are part of our Risk Model Engineering team which brings talented people together to implement Rabobank risk models at Group level (Credit Risk, ALM, 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. 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.

Making a difference 

As a Medior/Senior Risk model engineer (depending on experience), you  are a sparring partner for your team, stakeholders  and the business in translating advance algorithms into live, robust and easily accessible software engines.

Working in the end to end model development cycle, your activities would include:

  • understanding model implementation and  model requirements from model documentation and model prototype,
  • identifying data requirements for model implementation,
  • implementing models within all the chains from model prototype to production environment (CAS factory – cloud based) following IT and DEV Azure ways of working,
  • reviewing, updating and providing advice on model implementation documents,
  • conducting usual model life cycle activities such as models reviews, testing and monitoring,
  • writing Product Backlog Items (user stories) together with your peers to meet deliverables,
  • reviewing, updating and providing advice on model implementation documents,
  • working alongside your IT counterpart to translate model prototype into live and scalable software,
  • proactively developing self and others to sustain RME team knowledge growth and optimize RME ways of working across all feature teams.

With each other

Collaboration is at the heart of everything we do. The Risk Model Engineering (RME)  is positioned within the Risk Analytics domain. As a team, we are responsible for bringing models onto the Rabobank cloud-based  platform CAS.

Our team brings diverse and talented individuals together across different features  to continuously enhance Rabobank modelling platform. Your day to day job as a Risk model engineer can take you through different landscapes (modelling,  analytics and software engineering).

Hugo, Risk Model Engineer:  '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!'

With you

Willingness to take ownership, ability to work independently as well as being a good team player, storytelling and complex problem solving are essential skills for our Risk Model Engineers. In addition, it's important that you recognise yourself in the checklist below:

  • MSc  or PhD degree in quantitative domain or related topic ( e.g. Mathematics, Physics, Computer Science, Quant Finance),
  • a minimum of 4 years of experience in quantitative development, analytics, risk modelling or similar role,
  • working knowledge of risk management (Credit risk or similar) and familiarity with risk models such as PD, LGD, EAD, Securitization…
  • working knowledge of banking regulations would be advantageous (IFRS9, Basel IV or similar),
  • working knowledge of data management, model implementation and/or IT process,
  • strong coding skills preferably Python (developing production code from scratch, designing code architecture …),
  • general knowledge of model life cycles,
  • proactive self-starter, ability to learn quickly and  take own initiative,
  • analytical ability to synthesise information and summarize issues,
  • a drive for excellence with a constant desire to challenge the status quo to drive operational excellence,
  • good command of English, both speaking and writing,
  • good communication skills,
  • good stakeholder management,
  • good business acumen,
  • familiarity with programming languages such as Python would be advantageous,
  • willing to work in agile environment and a good team player.

Growing a better world together
You'll already be aware that Rabobank is a financial services provider for more than 8.5 million customers in 40 countries. But did you know that we aim to contribute to real change with our 'Growing a better world together' mission?  We do so in countless ways, such as:

  • Together with the World Wildlife Fund, we're helping to create a harmonious balance between nature and the agricultural sector in Brazil.
  • Thanks to an agreement with the UN World Food Programme, more agricultural products are purchased from small farmers in Rwanda, Tanzania and Zambia. We aim to expand this platform to include one and a half million farmers in 25 countries by 2030.

Interested?

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 also expect:

  • a gross basic annual salary between 44.468 EUR and 75.875,25 EUR (scale 9 or 10, depending on seniority level),
  • a thirteenth month and holiday pay,
  • an Employee Benefit Budget; You decide how to spend this budget. This may include purchasing extra leave days, making extra pension contributions or even receiving a monthly cash pay-out,
  • 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%.

Let's meet

Are you the person we're looking for? Are you ready to join Rabobank as a Risk Modelling Engineer and to make a difference to yourself, our customers and our society?  We would like to hear from you and to receive your application for this vacancy in Utrecht.

Good to know:

  • Respond via the “Apply now” button. Responses will be handled in accordance with our vacancy management policy.
  • Hila Leupen-Turabaz, Senior Recruiter, would be happy to answer any questions about the application procedure via Hila.Leupen-Turabaz@rabobank.nl.
  • 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 data.analytics@rabobank.nl.

  • 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!

Risk Model Engineer - Quant Analyst

We ontvangen graag je sollicitatie. Interviews zullen via videocall worden gepland.

Type contract Fulltime
Vakgebied Data & Analytics
Locatie Utrecht (Nederland)
Referentienummer JR_00046256
Publicatiedatum 11 juni 2021

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