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Originele vacaturetekst

Risk Manager & Capital Modelling Expert

...that we’ll give you the opportunity to put your modelling skills to work at the very core of Rabobank’s business. As a Capital Modelling Expert, you will take ownership of model development and develop solutions that satisfy our customers and ambitions. You can make a difference by leading our modelling landscape into the future!

Making a difference

  • Capital Modelling is at the core of our bank. The models we develop are key to our internal capital estimates leading to a broad interest from various stakeholders throughout the bank including senior management.

  • You will have the opportunity to work with complex models and risk metrics, developing solutions that impact millions of customers. Capital modelling includes for example modelling of risks in real estate portfolios, concentration risk effects in our entire loan book, FX risk in net investments and AMA operational risk. Next to that our Macro Economic Scenario model is a key input for both IFRS9 and Stress Testing and is central in helping to assess risks in current and new affairs such as Climate and Environmental Risk.

  • You work together with other modellers and interact with a broad field of stakeholders outside our department to ensure proper embedding of the models in the organization and to be aware of market and balance sheet developments. You do thorough analyses, and account for your work through comprehensive documentation and clear communication. Moreover, a transition towards cloud computing for all Economic Capital models is expected in the coming years.

  • You’ll be on the front lines, presenting your own theories and taking your own initiatives to keep the bank moving forward. Representing the team internally and externally, e.g. in committees, boards or meetings with audit or regulator.

  • As a junior / medior / senior you are responsible for the coordination of larger projects, both for the direction in the project as well as well as the timelines on the project management side. You are comfortable making key decisions with minimum input and are able to present complex matter in a clear way to higher management, making sure a complete picture is being presented. You are pro-active in seeking efficiencies and identifying issues that transcend the current projects and serve as a coaching partner for more junior colleagues. 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 team brings talented people together to realise industry best practice models and the use of the results within the bank. The capital modelling team is a sub team of Capital Adequacy & Scenario Analysis (CASA). CASA consists of five clusters. These are the execution stress testing team, the business advice team, credit, the capital modelling team and the solutions team. CASA is part of Enterprise Risk (ER). The head of RS&S reports to the CRO.

With you as Risk Manager / Capital Modelling Expert in the CASA team, the team will consist of about 45 diverse colleagues with a variety of seniority. With you as a member, the capital modelling team will consist of 10 diverse colleagues in a variety of roles, including:

Douwe, Capital Modelling Expert: “Building sophisticated models whilst making sure that the essence of the model is understood by its users makes working in the capital modelling team very exciting.”

With you

If we were to ask your friends to describe you in a few key words, the answer would be: customer focused, collaborative, innovative, being a team player and good communication skills. For the position of Risk Manager & Capital Modelling expert, you also have:

  • A Master’s or PhD in a quantitative field (econometrics, mathematics, physics, or similar);

  • Affinity with financial modelling;

  • Good communication skills, both verbal and written, you are able to translate quantitative analysis into comprehensive information for higher management and business users;

  • (Preferably) Good knowledge of Python or Matlab and preferably SQL and GIT

  • You are able capable of effectively organising, monitoring and coaching colleagues within multi-disciplinary projects.

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 also expect:

  • a gross monthly salary between €3.260 and €6.418 (f.g. 8-9-10);

  • a thirteenth month and holiday pay;

  • an Employee Benefit Budget (8, 9 or 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 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;

  • 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 Capital Modelling Expert 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:

· Sven van Buuren, Corporate Recruiters, would be happy to answer any questions about the application procedure via sven.van.buuren@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!

Acquisition further to this vacancy is not appreciated

Type vacature:


  • Er is geen minimale opleiding vereist

Wat wij bieden

€ 3.260,- tot € 9,-