Senior QRM Manager

This is what we offer you

• Gross monthly salary between EUR 5,115 and EUR 7,308 (scale 10) for a 36 hour week
• Thirteenth month's salary and 8% holiday allowance
• 11% Employee Benefit Budget
• EUR 1,400 development budget per year
• Hybrid working: balance between home and office work (possible for most roles)
• A pension, for which you can set the maximum amount of your personal contribution

Contribute to the calculations and reporting on Interest Rate and Liquidity Risk for Rabobank’s 600 billion+ balance sheet.

You and your job
Being a Senior QRM Manager within the MRBB Solutions & Reporting Expert Team in the Treasury ALM tribe means you are focused on forecasting Net Interest Income (NII) of Rabobank and measuring both Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book. You will do this by using and developing our balance sheet management tool QRM. It offers unique insights into Rabobank’s global balance sheet. Results are shared with our stakeholders in Treasury, Finance and Risk, and include several decision-making committees plus external regulators. You will work in the dealing room for the Treasury department. This means you are at the heart of the bank. A very dynamic environment providing you with many opportunities to develop yourself! 

Practical Examples 
•    Configure QRM to align NMD calculations with decisions from SDP.
•    Integrating the latest regulatory requirements for CSRBB into our calculation and reporting framework.
•    Configure QRM to incorporate stochastic valuations.
•    Configure QRM to integrate new prepayment model.
•    Provide specifications to IT teams to make sure accurate calculations are taking place in QRM. 

Facts & Figures
•    43,822 Rabobank colleagues around the world
•    600+ billion balance sheet
•    36/40 hours per week
•    Best of both worlds: work from home and spend 2 days a week at the office to engage with your colleagues
•    Diverse team with 50% international colleagues 

Top 3 responsibilities
•    Taking ownership for the quality and timeliness of QRM change projects.
•    Incorporate the latest best practices in MRRBB measurement and reporting.
•    Align frequently with main stakeholders (BSM, IT, Modeling, Risk).

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. So we are very curious about what you can bring to our team at the Chapter QRM in the Tribe Treasury ALM.
The 35 people in Expert Team MRBB Solutions & Reporting are committed to provide timely high quality reporting and analysis to support the management of Rabobank’s balance sheet effectively. Working together is the way we work; as one pragmatic and focused team at Rabobank. 
Talking of Rabobank: We are a Dutch bank that operates in 38 countries for over 9,5000,000 customers. Together with these customers, our members and partners we stand side by side to create a world in which everyone has access to enough healthy food. In the Netherlands we work to create a country in which people are happy with how they live, work and do business.

You and your talent 
•    Extensive experience with QRM or comparable tooling;
•    Preferably a Master in Financial economics or Econometrics;
•    Knowledge of financial market products and how these and their related behavioral optionality are modelled;
•    Advanced knowledge of ALM modelling topics, such as short rate models and NMD modelling;
•    Pragmatic and eager to deliver your quality work timely in a structured manner;
•    Business knowledge on balance sheet management;
•    Able to work with large data sets and software packages such as SQL;
•    A helicopter view of the banking business;
•    Working experience with the Agile way of working.

You and the job application process
Reply to the vacancy for senior QRM Manager at Rabobank before December 13th.
•    Any questions about the job content? Contact: Tim van Lent, Expert Team Lead MRBB Solutions & Reporting via Tim.van.Lent@rabobank.nl
•    Any questions about working at Rabobank and the process? Mail the recruiter Lex.Verwayen@rabobank.nl .  
•    We will hold the interviews through a video call.
•    You can find answers to the most frequently asked questions on rabobank.jobs/en/faq.
•    A security check is part of the process.
•    We respect your privacy.

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