Junior Credit Risk Modeller

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

About GCM Portfolio

At Rabobank, the model development and model use are broadly within two teams: Group Credit Models - Portfolio, which is at the core of developing Advanced - Internal Ratings Based (A-IRB) models and other models relevant for Rabobank portfolios, and Group Credit Models - Solutions, which governs model uses such as IFRS 9, stress testing, client acceptance etc.

GCM- Portfolio covers models related to Retail SME, Rural, Mortgages &, Consumer Finance, Corporate, Income Producing Real Estate and Project Finance. For each, GCMP has a corresponding team. As were extending our departments, this vacancy is being positioned and considered for one of the multiple GCM-P teams, portfolios, depending on your personal interest and the best possible fit. The models built by GCM - Portfolio have a direct impact on Rabobanks regulatory capital. The models also aid business decisions such as pricing, but most importantly, the models help Rabobank stay compliant with regulatory expectations, risk management and smarter solutions to customers

Our teams

The teams consisting of mainly quantitative analysts responsible for developing, improving and maintaining the credit risk models for our 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. Going forward, our models are in constant fine-tuning and improvement. Ambitious, willing to learn and a keen eye for detail are words that describe our team.

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:

Rojman, Credit Risk Modeller: Credit Risk Modeller is a multi-dimensional role where analytical skills, knowledge of regulations, and stakeholder management meet. Within Rabobank, credit risk modelling has had a great added value to the bank and our clients.

Having the honour 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