Senior Credit Risk Modeller
restructuring an entire model landscape and realising your vision for the most effective models possible. Are you ready to lead the charge? As a Senior Credit Risk Modeller Mortgages & Consumer Finance, you will take ownership of model development and lead your team to solutions that satisfy regulators and stimulate the bank.
Making a difference
• Take charge of the modelling landscape and streamline data sources to put Rabobank in control of the Mortgages and Consumer Finance portfolios. With an exposure of over 200 billion euros, this is the largest portfolio of Rabobank.
• Develop, maintain and actively improve AIRB Credit Risk models, Business Models and other related models beyond regulatory requirements. The models you build are used throughout the whole credit cycle, so in acceptance, pricing, early warning systems, etc.
• Work together with stakeholders, like Risk Management, Retail Clients department and IT, to effectively use analytics and models to proactively manage risks and opportunities anticipated from future regulatory, business and market changes.
• Defend your choices to management, auditors and the ECB.
• Lead an international team of modellers and guide them to the right solutions.
• Take a hands-on approach to modelling, side-by-side with your team
• Utilise a wealth of resources to lead with confidence and take Rabobank’s modelling strategy from reactive to proactive
Your technology stack consists of: Python, Matlab, SQL and GIT, or comparable packages and programming languages.
With each other
Collaboration is at the heart of everything we do. Our Residential Mortgages and Consumer Finance team brings talented people together to develop the next generation of risk models that not only thrill our regulators, but also drive our business forward. They do so by relying on the expertise of each individual team member, and following your lead as you develop a long-term vision for the team. With you as a Senior Credit Risk Modeller, the Mortgages & Consumer Finance team will consist of 19 colleagues of at least 9 different nationalities in a variety of roles, including:
Tatjana, Young Professional: “Navigating the regulatory maze while doing creative modelling work can seem like a headache, but doing it in a team of knowledgeable professionals who are passionate about their work makes it both exciting and enjoyable. I like having the opportunities to get down to the nitty-gritty details of our models and their code, as well as to learn about the entire lending process and get a better picture of the bank as a whole!”
Ellis, Credit Risk Modeller: “I worked on challenging and meaningful projects from the first moment I joined Rabobank at the Residential Mortgages and Consumer Finance team. The trust and inspiration I received from my team manager together with the warmth, fun and cheerfulness of my colleagues made me feel like I was a valued member of the team from the start!”
If we were to ask your friends to describe you in a few key words, the answer would be customer-focused, pro-active and able to take on challenges with confidence and flexibility. In addition, it's important that you recognise everything in the checklist below:
• A Master’s or PhD in a quantitative field (econometrics, mathematics, physics or similar)
• At least five years' experience in a (credit) risk modelling environment
• Intimate knowledge of Python, Matlab, SQL, GIT or similar
• Practical experience with regulatory requirements (BIS, EBA, CRD, IFRS, ICAAP)
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:
• Actively protecting our clients by ensuring that the funds we lend and the mortgages we provide are well within acceptable risk levels.
• Working toward a new generation of risk models that not only fulfil regulatory requirements, but also allow us to expand our reach and help more people, communities and societies to thrive. Safeguarding our investments in nature, culture, agriculture and development with risk models that sustain and advance the bank’s position.
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 monthly salary between €4.420,- and €6.320,- depending on your experience and seniority;
• a thirteenth month and holiday pay;
• an Employee Benefit Budget (10% 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 payout;
• a personal budget that you can spend on activities related to your personal development and career;
• 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%.
Are you the person we're looking for? Are you ready to join Rabobank as a Senior Credit Risk Modeller in the Mortgages & Consumer Finance team and to make a difference to yourself, our customers and to society? We look forward to receiving your application for this vacancy in Utrecht.
Please note that due to Covid restrictions, all interviews will be held through a virtual Teams-meeting.
Good to know:
• Apply via the “Apply now” button.
• If you have any questions about the specific details of this position, please contact Marjon Ruijter, Team Lead Mortgages & Consumer Finance on +31 612 46 77 94 or Marjon.Ruijter@rabobank.nl.
• Laura Dijkerman, recruiter, would be happy to answer any questions about the application procedure via firstname.lastname@example.org.
• 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.
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• 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!