Credit Risk Models Quant

Imagine having an impact on all the models that affect all of our clients? As a Credit Risk Models Quant, 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.

You and your job
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 Credit Risk Models Quant, you will practice intelligent ways of analysis with your Credit Strategic Model Unit (CSMU) team colleagues and dealing with stakeholders such as model validation and model developers.

Practical Examples

  • Implement and perform tests
  • Monitor the models performance in Python
  • Interpret and translate the results of quantitative analyses to understandable reports
     

Facts & Figures

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


Top 3 responsibilities

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

Together we achieve more than alone
Collaboration is at the heart of everything we do. Our CSMU team brings diverse and talented people together to monitor and backtest the most important models of Rabobank.

’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.”

Reinhardt, Team Lead Monitoring & Backtesting

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
  • 1-3 years of relevant working experience
  • Programming language preferably Python
  • Wants to get better every day
  • Think first, act later
  • Focus on the solution

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 Credit Risk Models Quant 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 Credit Risk Models Quant:

Credit Risk Models Quant

Tipo de contrato Tempo integral
Área de especialidade Dados e análises / Finanças e risco
Local Utrecht (Países Baixos)
Número de referência JR_00063928
Data de publicação 21 junho 2022

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