Credit Risk Modeller

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that we’ll give you the opportunity and freedom to build the most effective models. Are you ready to put your skills to the test? As a Medior Credit Risk Modeller Mortgages & Consumer Finance you will build risk models that have a direct impact on the banks business and the lives of millions of customers. We’ve got a challenge you can really sink your teeth into.

Making a difference

  • Depending on your experience and skills, you will develop, maintain and actively improve AIRB Credit Risk models, Business Models and other related models beyond regulatory requirements.

  • Think here of mathematical and data-driven credit risk models. Explore also the future of credit risk modelling by investigating machine learning / A.I. methods in close collaboration with master students.

  • You will model the risks in the mortgages and consumer finance portfolios. With an exposure of over 200 billion euros, this is the largest portfolio of Rabobank.

  • The models you build are used throughout the whole credit cycle, so in acceptance, pricing, early warning systems, etc.

  • You will work together with stakeholders to effectively use analytics and models to proactively manage risks and opportunities anticipated from future regulatory, business and market changes.

  • You will work closely with your international colleagues and stakeholders like Risk Management, Finance, Retail Clients department, Obvion, IT, external regulators (like DNB and ECB) and more.

  • So in addition to putting your modelling skills to the test, we’ll also ask you to contribute to the team dynamic in a positive way.

  • 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. Risk modelling 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. You will play a key role in processes that affect nearly every aspect of the bank’s business by safeguarding Rabobank’s €200 billion mortgage and consumer finance portfolio. With you as a Medior 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!”

With you

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)

  • A passion for using/developing models to solve complex problems

  • Programming experience in Python, Matlab, SQL, GIT or similar

  • Three to five years' experience in a (credit) risk modelling environment

  • It’s important to note that we aren’t 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 business’ interests into consideration. Timing is always a factor in what we do, so you will need to be able to perform well under pressure, and manage your time effectively. Flexibility and adaptability are definitely expected.

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 €3.710,- and €5.300,- 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 5%.

Let's meet
Are you the person we're looking for? Are you ready to join Rabobank as a Medior 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:

  • If you have any questions about the specific details of this position, please contact Sander Scheerders, Team Lead Mortgages & Consumer Finance on +316 12 62 92 80 or

  • Franciska Gradziekiewicz, recruiter would be happy to answer any questions about the application procedure via

  • 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

  • Your privacy is important to us. Do you want to know more, click on this link.

  • 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!

Type vacature:


  • Er is geen minimale opleiding vereist

Wat wij bieden

€ 3.710,- tot € 5.300,-
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