Job Properties
  • Job Type
    Full-time Position
  • Category
    Research & Science
  • Languages
    English
  • Experience Required
    Entry
  • Degree Required
    Bachelor
    • Province
      Utrecht
    • Date Posted
      October 05,2021
    • JSS
    • VISA
    • MOCKINTERVIEW
    • IMG_6430
    • Career Consultation
    • COVERLETTER CHECK
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    Sr. Credit Risk Modeller

    Imagine…
    That we’ll give you the opportunity and freedom to build, support and help implement the most effective credit risks models for the corporate clients of the Rabobank. Are you ready to put your skills to the test? As a Senior Credit Risk Modeller will you build risk models that have a direct impact on our banking business our largest corporate clients. We’ve got a challenge you can really sink your teeth into.


    With each other

    Collaboration is at the heart of everything we do. We bring teams of talented people together to develop the next generation of risk models that not only thrill our regulators, but also drive our business forward. Group Credit Risk Models operates in an open atmosphere of collaboration and service. We know that no one can solve the complex challenges of risk modelling on her/his own. It takes a well-rounded team of experienced professionals who are willing to look beyond their own accomplishments and work together to achieve a common objective.


    Our team

    GCM-Corporates is a team consisting of mainly quantitative analysts responsible for developing, improving and maintaining the credit risk models for our corporate clients. Currently, the main focus of our team is on getting our newly developed models reviewed, approved and support in implementation. Our models provide insights in the risks and potential losses of credits Rabobank is exposed to, and support business in providing better services to our customers. You can imagine that these models are widely used within the bank resulting in a complex network of stakeholders that need to be managed. In 2022, we aim to have our newly developed models approved by external regulators. Going forward, our models are in need of constant fine-tuning and improvement, so exciting challenges will continue coming our way. Ambitious, willing to learn and a keen eye for detail are words that describe our team. But most importantly, we are team of young people who enjoy our work and the accompanying challenges and have a good time while doing so!

    With you as a Credit Risk Modeller, you will strike a balance between strong leadership and open collaboration,. Our team members describe our team as follows:

    My role gives me a very broad exposure to the Rabobank organization and the opportunity to develop myself both on a personal level and in terms of understanding the banks’ inner workings. I highly value the way we cooperate within our team and our joined efforts to deliver results”. Team member GCM - Corporates

    “Having the honor of taking part in a skilled, diverse and ambitious team and being able to contribute to a project with such a key impact on our bank, gives me the daily dose of drive and energy needed to make our project a success”. Manager GCM - Corporate


    With you

    If we were to ask your friends to describe you in a few key words, the answer would be: customer-focused, confident, well developed people and managerial skills and able to take on challenges with confidence and flexibility.

    We’re searching for a Senior Credit Risk Modeller able to take on the challenge of leading a sub-model workstream, with at least 5 years of IRB Credit Risk Modelling knowledge and experience in leading a team.

    Got what it takes to join our team? Then you will likely have:

    • a master's degree/PhD in a quantitative field (econometrics, mathematics, physics, or similar);
    • a passion for using/developing models to solve complex problems;
    • a good understanding of Python and SQL is required;
    • minimum of 5 years of experience in – and affinity for – model development;
    • it’s important to note that we are not just looking for top Credit Risk Modellers who are great at modelling. You’ll also need to be a true team player, with excellent communication skills in English, the ability to take other (non-analyst’s) interests into consideration. Timing is always a factor in almost everything we do, so you will need to be able to perform well under pressure, and manage your and the teams time effectively;
    • Obviously, the ability to deliver a positive contribution to the team dynamic is very important;


    Growing a better world together

    Rabobank is a financial services provider for 8.5 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 loans and credits 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.

    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 40-hour working week), you can also expect:

    • a gross monthly salary between € 4.426,06 and € 6.322,94 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%.


    Let's meet

    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.

    Good to know:

    • Gihon van Maarsen, Senior Corporate Recruiter would be happy to answer any questions about the application procedure via gihon.van.maarsen@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.
    • 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
    • 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!

     
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