Risk Manager Group ALM - Engine [QRM expert]

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Risk Manager QRM


Working in an area that is the backbone of the business model of any bank.

As a Risk Manager in the Group ALM – Engine team you are focused on Interest Rate Risk in the Banking Book (IRRBB), Liquidity Risk (LR), and Fund Transfer Pricing (FTP) as present in the balance sheet. Your main task is the use and further development of our ALM risk tooling within the Quantitative Risk Management (QRM) framework. QRM is the primary risk management tool for IRR and FTP calculations and is one of the largest and most complex calculation engines within the Rabobank organization. QRM results allow you to monitor IRR and LR on a monthly basis and report on current developments to decision making committees. You analyze the main drivers of the position and keep in contact with (local and global) treasury departments.

Making a difference by

  • Being driven to continue learning more about balance sheet risk management.
  • Having an interest in the complex modelling of cash flow projections.
  • Enjoying finding practical solutions to complex methodological problems.
  • Meeting the challenge of analysing balance sheet and market developments and of exploring quantitative tools to maximize efficiency and accurateness in measurement and reporting.
  • Taking responsibility for the setup of the calculation engine and downstream reporting.
  • Efficiently implementing changes in risk metrics and behavioral modelling in the risk tooling

With each other
Collaboration is at the heart of everything we do. Our Group ALM - Engine team brings talented people together in terms of balance sheet risks and their methodologies, risk tooling, policies and risk appetite. The Group ALM - Engine team monitors and measures the balance sheet profile of the Rabobank. It analyzes and reports the position on a regular basis and operates a central quantitative tool to calculate the interest rate risk position for Rabobank and FTP for all balance components. With you as a Risk Manager, the cluster will consist of 25 diverse colleagues in a variety of roles within different fields of attention: explanation of results, reporting, process management, QRM maintenance and further development.

Christian Wirtz, Risk Manager Group ALM - Engine: “ALM gives fascinating insight into how IRR and LR are managed and diversified. You can see how the full balance sheet evolves and the bank’s strategy compares to reality.”

Taimoor Khan, Risk Manager Group ALM – Engine: “We get to work in a team of like-minded experts to think strategically about balancing the real-world operational constraints of computing ALM risk analytics with all of the banks ambitions to improve its risk management in the long term. ”

Chloe Tripp, Risk Manager Group ALM – Engine: “We work on a broad range of topics and processes across ALM utilizing the leading Risk Management platform, QRM. Career-wise, this offers endless flexibility and opportunity across various areas! ”

With you

For the role of Risk Manager in the Group ALM – Engine team, essential attributes include customer focus, being a team player, strong communication skills, and eagerness to learn. In addition, it's important that you recognise the checklist below:

  • You preferably have a Master in Financial economics or econometrics;
  • You preferably have experience with QRM or similar ALM tooling;
  • You have knowledge of financial market products and their modelling;
  • You are eager to delivery timely and quality work in a structured way
  • You have affinity with configuring quantitative tools;
  • You are able to work with large data sets and software packages such as SQL;
  • You have a helicopter view.

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 lasting change with our 'Growing a better world together' mission? 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 best 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 annual salary between €38156 and €75124 (your salary depends on your education, knowledge and experience);
  • a thirteenth month and holiday pay;
  • an Employee Benefit Budget (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 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 (motor)bike? Then choose a commuting allowance;
  • a pension scheme, to which your contribution is only 5%.

Let's meet
Are you the person we're looking for? Are you ready to join Rabobank as a Risk Manager in the Group ALM – Engine team, and to make a difference to yourself, our customers and to society? We look forward to receiving your application via the 'Apply' button for this vacancy in Utrecht.

Good to know:

  • Jerrol Spier, Senior Recruiter would be happy to answer any questions about the application procedure via +31 611 955 596 or via Jerrol.Spier@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 includes an individual assessment.
  • Your privacy is important to us. Do you want to know more, click on this link.
  • 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 ​

Vergelijkbare zoekopdrachten: Onbepaalde tijd, WO, Fulltime, € 3.000 - € 5.000, 5-10 jaar, Banken, € 5.000 - € 7.000, Utrecht, Risk Management, Financial Controller, Financieel Adviseur