Based on your knowledge of the specific risk model specification you draft model data requirements for implementation of the data pipelines. This is done in close interaction with the risk model developers and with IT Data Business Analysts.
You participate in programming the risk model calculation functionality in Python, which is done in close cooperation with IT software engineers in an Agile way of working.
You contribute to our team objective to standardise and optimise the implementation (process) of risk calculation engines across the various model areas (such as IFRS9, Basel IV, IRB Retail, IRB Corporate, ALM).
You connect the risk model domain to the IT domain and do feel comfortable in both contexts.
On a daily basis you work in a multidisciplinary Agile team dedicated to a particular risk model area. In this team you take full ownership of the backlog items assigned to you.
With each other
Collaboration is at the heart of everything we do. Our Risk Model Engineering team brings talented people together to implement Rabobank’s Credit Risk and ALM models at Group level. With you as a Risk Model Engineer, the team will consist of 26 colleagues in a variety of roles, including:
Monique Dijks Technical Lead Processes & Controls: “Working in the RME team is different every day. We are challenged on many topics such as IT, finance, statistics and regulations.”
Customer focus, result driven, independent and substantiated judgments are clearly essential for a Risk Model Engineer. In addition, it's important that you recognise everything in the checklist below:
You have a finished master degree or PhD in Econometrics, Applied Science or a related field;
You have at least 4 years of relevant working experience in a financial institution or a bank;
You have recent practical experience in developing credit risk models;
You have practical experience with the specification, design, and use of large-scale complex data files;
You have practical experience in extracting data requirements via stakeholder interviews and analysis of documentation;
You have practical experience in independent programming of calculation functionality (preferably in Python);
You have experience in Agile working with professional IT teams.
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:
We make sizeable annual investments in the voluntary sector in the Netherlands. This allows us to support about 1,250 sport and cultural organisations that are a second home to many people.
We provide 500 million Euros in financing to the Dutch education sector annually because, after all, good education is the bedrock of tomorrow’s society.
With the Rabobank Foundation, we support social enterprises. This gives people experiencing barriers entering the labour market the opportunities they deserve, and helps them to participate fully in our society.
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:
an Employee Benefit Budget (8% 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;
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 to society? We look forward to receiving your application for this vacancy in Utrecht.
If you have any questions about the specific details of this position, please contact William Verkooijen, Head of Risk Model Engineering on +31 651 867 964 or [email protected].
Mohamed Chaaibi, Senior Recruiter would be happy to answer any questions about the application procedure via +31 623 361 465 or [email protected].
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 includes an individual assessment.
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