Senior Credit Risk Modeller
Are you ready to join Rabobank as a Senior Credit Risk Modeller and to make a difference to yourself, our customers and to society?
You and your job
a large part of the risk capital of Rabobank is in your hands. As a Senior Credit Risk Modeller, you can make a difference by leading the restructuring of our modelling landscape. In doing so, you rely on your experience and clear vision of the field of risk analysis and modelling. You understand the entire field of play, you are familiar with the extensive regulatory framework and are capable of withstanding the rigours of an environment where there are conflicts of interest. In fact, you actually enjoy developing quantitative solutions to complex problems within these frameworks.
Practical Examples
- We never stop thinking about the future. We're investing 3.8 billion Euros in sustainable electricity generation, so that future generations can live in a cleaner world.
- Working on a new generation of risk models that don’t just comply with the requirements of regulatory bodies, but also allow us to expand our reach and help more people, communities and societies to grow and develop.
Facts & Figures
- 36-40 hours per week
- Financial services provider for 8,5 million customers in 40 countries
- 43,822 Rabobank colleagues around the world
Top 3 responsibilities
- Developing, maintaining and improving credit risk models for various purposes, including determining the capital buffer, credit approval and developing warning systems.
- Continuous improvement of the entire modelling process. This includes querying data sources, making modelling decisions, responding to regulations, documentation and implementation.
- Writing code in modern programming languages and software applications, such as Python, GIT and SQL.
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 chapter credit risk modelling.
“The atmosphere in the team can best be described as ‘think smart, dress casually’. The way we work together reflects the co-operative mentality at Rabobank. And while the workload is heavy sometimes, we always take the time to help each other if needed. Different perspectives and insights make us stronger. Our team's core task is quantitative, statistical analysis based on data. Of course, we consult many stakeholders, including the business, the IT implementation team, audit and the regulator.”
Martin, Team Lead Corporate PD Modelling Team
The 300 people in the chapter credit modelling will work together with you in an internationally-oriented setting with talented colleagues all over the world. Working together is the way we work; as 1 data minded and expert 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
- a master's or PhD in econometrics, mathematics, physics or a comparable field;
- at least five years' experience as a Credit Risk Modeller, preferably with leadership experience;
- experience with developing IRB models (PD, LGD and EAD);
- experience with programming in Python and/or SQL. If you also have experience with other programming languages or GIT, this is to your advantage;
- excellent communication skills in English. You are good at interpreting, probing, explaining and presenting.
- A good team player within an international environment
This is what we offer you
- up to € 7400,00 gross per month, depending on your experience
- a personal budget that you can spend on activities related to your personal development and career;
- a thirteenth month and holiday pay;
- an Employee Benefit Budget (11% 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 pay-out;
- flexible working times and location-independent working (within the Netherlands). You work partly on location in Utrecht and partly from home.
- Total annual package of a maximum of €115 K
This is a selection of the terms of employment for a Senior Credit Risk Model Consultant 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 Senior Credit Risk Modeller at Rabobank now!
- Any questions about working at Rabobank and the process? Contact recruiter Ruben van Muilwijk via ruben.van.muilwijk@rabobank.nl
- We will hold the interviews through a video call.
- This role is available between 32 and 40 hours per week. You choose what’s best for you!
- For international candidates, we facilitate full visa sponsorship
- Relocation to the Netherlands is needed for this position. We accommodate relocation packages.
- You can find answers to the most frequently asked questions on Frequently asked questions - Careers at Rabobank
- A security check is part of the process.
- We respect your privacy.