Risk Model Engineer

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that you are part of our Risk Model Engineering team which brings talented people together to implement Rabobank risk models at Group level (Credit Risk, ALM, IFRS9 and Basel IV). Our team is part of the end to end model development cycle of Rabobank risk models, we ensure that our risk models prototypes are put into production by bridging data, IT, modelling and business.

Imagine that you are part of a diverse team with quantitative and IT backgrounds bringing together finance and banking, risk modelling, analytics and software engineering knowledge in one place.

Making a difference

As a medior/senior Risk Model Engineer (depending on experience), you are a sparring partner for your team, stakeholders and the business in translating advanced algorithms into live, robust and easily accessible software engines.

Working in the end to end model development cycle, your activities would include:

  • understanding model implementation and model requirements from model documentation and model prototype,

  • identifying data requirements for model implementation,

  • implementing models within all the chains from model prototype to production environment (CAS factory – cloud based) following IT and DEV Azure ways of working,

  • reviewing, updating and providing advice on model implementation documents,

  • conducting usual model life cycle activities such as models reviews, testing and monitoring,

  • working alongside your IT counterpart to translate model prototype into live and scalable software,

  • proactively developing self and others to sustain RME team knowledge growth and optimize RME ways of working across all feature teams.

With each other

Collaboration is at the heart of everything we do. The Risk Model Engineer(RME) is positioned within the Risk Analytics domain. As a team, we are responsible for bringing models onto the Rabobank cloud-based platform CAS.

Our team brings diverse and talented individuals together across different features to continuously enhance Rabobank modelling platform. Your day to day job as a Risk model engineer can take you through different landscapes (modelling, analytics and software engineering).

Hugo, Risk Model Engineer: 'Being part of the Credit Modelling libraries as part of RME, we build and maintain Python libraries to support Rabo Credit Risk model development. In doing so, I really enjoy the diversity in term of topics and activities such as implementing new features and/or optimizing existing ones, creating documentation etc. I also value that I am working in a team which is always willing to help as well as support my grow!'

Lucas, Risk Model Engineer: 'Being the bridge between model developing and IT challenges a Risk Model Engineer on programming, quantitative and business sides at once.'

With you

Willingness to take ownership, independent working and being a great collaborator , innovative and thirst to learn and grow are part of your DNA. In addition, it's important that you recognise yourself in the checklist below:

  • MSc or PhD degree in quantitative domain or related topic ( e.g. Mathematics, Physics, Computer Science, Quant Finance),

  • a minimum of 4 years of experience in quantitative development, analytics, risk modelling or similar role,

  • working knowledge of risk management (Credit risk or similar),

  • working knowledge of banking regulations IFRS9 would be advantageous,

  • working knowledge of data management, model implementation and/or IT process,

  • strong coding skills preferably Python (developing production code from scratch, designing code architecture …),

  • general knowledge of model life cycles,

  • proactive self-starter, ability to learn quickly and take own initiative,

  • analytical ability to synthesise information and summarize issues,

  • a drive for excellence with a constant desire to challenge the status quo to drive operational excellence,

  • good command of English, both speaking and writing,

  • good communication skills,

  • willing to learn or familiarity to Azure cloud interfacing would be advantageous (Docker, Pipeline…),

  • willing to work in agile environment and a good team player.


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 basic annual salary between 44.468 EUR and 75.864 EUR (depending on seniority level);
  • a thirteenth month and holiday pay;
  • an Employee Benefit Budget; You decide how to spend this budget. This may include purchasing extra leave days, making extra pension contributions or even receiving a monthly cash pay-out;
  • a personal budget that you can spend on activities related to your personal development and career;
  • flexible working times and location independent working;
  • 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 Risk Model Engineer and to make a difference to yourself, our customers and our society? We would like to hear from you and to receive your application for this vacancy in Utrecht.

Good to know:

  • Respond via the “Apply now” button. Responses will be handled in accordance with our vacancy management policy.
  • Hila Leupen-Turabaz, Senior Recruiter, would be happy to answer any questions about the application procedure via Hila.Leupen-Turabaz@rabobank.nl.
  • Your privacy is important to us. Do you want to know more, click on thislink;
  • 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 atdata.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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