Senior Credit Risk Modeller - Utrecht

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Active since 12-09-2018 Job category Banking and/or Insurance
Location Utrecht Level Mid-Senior level
Educational level Master / Post-Graduate / ... Employment type Fixed term contract with option...
Hours 32 - 40 Salary A gross monthly salary between ...
Imagine… 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, 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.
  • Develop your own models, and 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 Credit Modelling 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, you will strike a balance between strong leadership and open collaboration, with team members like:

Maikel, Team Lead IFRS9: “No one can solve the complex issues of modelling alone. That’s why the team works closely together to contribute to the overall result. You won’t ever hear ‘that’s not my job’. Much more often, you’ll hear, ‘how can I help?’ The person who leads this team should not be afraid to get her/his hands dirty. Every member of the team contributes. There are no ivory towers.”

With you
If we were to ask your friends to describe you in a few key words, the answer would be: customer-focused, confident, and able to take on challenges with confidence and flexibility. For the position of Senior Credit Risk Modeller, you also have:
  • A Master’s or PhD in a quantitative field (econometrics, mathematics, physics, AI 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
Rabobank is a financial services provider for 7.1 million customers in 40 countries. But did you know that we are also working to make the world a better place? 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 expect:
  • A gross monthly salary between €3148,16 and €7458,81 depending on your experience and Seniority.
  • A thirteenth month and holiday pay.
  • An Employee Benefit Budget of your gross monthly salary. You decide how to spend this budget. This may include purchasing extra leave days, or making extra pension contributions.
  • 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 home/work travel allowance.
  • A pension scheme, to which your contribution is only 5%.

Let's meet

Are you the person we're looking for? Are you ready to join Rabobank as a Senior Credit Risk Modeller and to make a difference to yourself, our customers and to society? We look forward to receiving your application for this vacancy in Utrecht.
Good to know:
  • If you have any questions about the specific details of this position, please contact Mieke van Riel at Mieke.van.Riel@rabobank.nl.
  • Mohamed Chaaibi, Corporate Recruiter would be happy to answer any questions about the application procedure via mohamed.chaaibi@rabobank.nl.
  • 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.
  • The application process for this vacancy may include an individual assessment.
  • 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.

Please apply via the 'Apply' button.
More information
This listing is a full-time job

Job category Banking and/or Insurance
Industry / Industries Banking & Financial Services
Region Utrecht
Keywords .

Contact information

Name Mohamed Chaaibi