Risk Model Engineer

You will be part of a diverse team with quantitative and software backgrounds bringing together finance and banking, risk modelling, analytics and software engineering knowledge in one place?

You and your job
As a Risk Model Engineer, you are a sparring partner for your team, stakeholders and the business in translating advanced algorithms into live, robust, accessible, and scalable software engines. You will be part of the Chapter Credit Modelling Implementation and Run. Our chapter is responsible for the implementation, run and orchestration of all the credit risk models across all the areas (Corporate, Rural, Retail Mortgage, Retail SME, EWS, Climate, IFRS9, and Basel IV).  In doing so, we are part of the end to end model development cycle of Rabobank’s risk models. We bring talented people and their quantitative skills together to bridge data, model, IT with business to ensure that our risk models prototypes are put into production and meet our customers needs.

Practical Examples
Depending on your role, you work can be a combination of the following:

• Design and develop production code from scratch to build risk calculation engines
• Build and maintain integration and deployment pipelines on Azure DevOps
• Translate model documentation into technical and functional specifications
• Translate model prototypes into technical and functional specifications
• Stakeholder management with for example modelling, data, and chain IT teams
• Proactively develop yourself and others to sustain team’s engineering knowledge

Facts & Figures

• International & diverse team
• 36-40 hours per week
• Part of Tribe Credit Analytics which develops, implements and maintains credit risk models globally for the entire Rabobank
• Around 43.000 Rabobank colleagues around the world

Top 3 responsibilities

• Working with your colleagues to ensure that model and data requirements for model implementation are captured and aligned with model documentation and model prototype,
• Implementing models in applicable IT chains from model prototype to cloud production environment following IT and DevOps ways of working,
• Conducting/enabling usual model life cycle activities such as model reviews, testing and monitoring.
   

Together we achieve more than alone
We believe in the power of difference. Bringing together people's differences is what makes us an even better bank. We value diversity and inclusion at our company. All applicants are treated equally irrespective of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. So we are very curious about what you can bring to our team of Risk Model Engineers.

“I quickly found myself as part of a community of Risk Model Engineers shortly after I started. Not only will you join a diverse and international team, you will also be able to contribute to an engaging culture. As a respected professional, you will be challenged to use your ‘problem solving’ skills within the core of the Rabobank organization whilst creating solutions within the Model Landscape.”

Dirk-Jan Friesen, Risk Model Engineer

“As part of RME, we implement models to support Rabobank’s Credit Risk Analytics. The highlight of this role is the ability to work from different perspectives and explore new areas such as business analysis and python development. But most importantly, being part of RME feels like being part of a family, working in a team under the umbrella of ‘’Grow!’’. It offers a unique opportunity to grow myself  into a multidisciplinary field.”

Vasilis Gouliaditis, Risk Model Engineer

You will be part of a very dynamic and international team with highly motivated team members. Working together is the way we work; as a results-driven, data-minded and analytical team at Rabobank. Talking of Rabobank: we are a Dutch bank that operates in 38 countries for more than 9,500,000 customers. Together with these customers, our members and partners, we stand side by side to shape a world in which everyone has access to healthy food. In the Netherlands we try to create an environment in which people are happy with how they live, work and do business.

You and your talent

• Master or PhD degree in a quantitative field
• 3-4 years of required relevant working experience depends on seniority
• Demonstrated experience with Python
• Experience with OOP, design patterns, and test driven development
• Results driven and good team player
• Self-starter and taking ownership  
• Willingness to work Agile

This is what we offer you

• Gross salary between € 3.423,90 and € 6.741,24 per month based on a 36-hour working week (scale 8, 9, or 10 depending on knowledge and experience).
• An extra budget of 10% or 11% of your gross salary to be used at your discretion. Buy extra holiday hours, add more to your pension savings or ask for part of the extra budget to be paid out.
• Thirteenth month's salary and 8% holiday allowance.
• A combination of working from home and at the office.

This is a selection of the terms of employment for a Risk Model Engineer based on a 36-hour working week. You can find all terms of employment on rabobank.jobs/en/conditions-of-employment.

You and the job application process

Reply to the vacancy for Risk Model Engineer at Rabobank:

• Any questions about working at Rabobank and the process? Maaike Koster, Senior Recruiter, via maaike.koster@rabobank.nl.
• We will hold the interviews through a video call.
• You can find answers to the most frequently asked questions on Frequently asked questions - Careers at Rabobank
• A security check is part of the process.
• We respect your privacy.
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