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Medior Credit Risk Modeller - Rabobank

Locatie: Utrecht Croeselaan

Are you analytical and do you want to work at the heart of the bank? Do you want to contribute managing the core risks of Rabobank and help developing solutions that benefit our customers? We offer you a dynamic and challenging position within the world of credit risk at Rabobank!

Medior Credit Risk Modeller
Utrecht, 36 hours pw
Your position
As a Credit Risk Model Modeller, you are responsible for the development of a broad scope of credit risk models. In more detail you will be involved in the development of rating / PD (Probability of Default), EAD (Exposure at Default), LGD (Loss Given Default), provisioning (IFRS9) and Regulatory / Economic Capital models. These models are used both for capital purposes, determining the buffer Rabobank should have available for absorbing losses on a portfolio, as well as in the credit approval process of individual clients and provisioning of clients. Scope is the entire domestic and international credit & loans portfolio, ranging from Private individuals, SME Retail, Large Corporate, FI’s to Sovereigns. Exposure coverage includes o.a. consumer finance, mortgages, corporate loans, trade & commodity financing, receivables financing, securitization. The goal is to develop the next generation of credit risk models which allow the bank to serve our clients with more tailor made products that suit the client needs.

Your role
As a medior you are responsible for the coordination of smaller projects and do you have the opportunity to develop yourself in cooperation with your more senior colleagues. We expect you to work independently and to be able to delegate tasks to your junior colleagues. You are comfortable making decisions on the basis of results provided. You are able to present complex matter in a clear way to higher management, making sure a complete picture is being presented. You are pro-active in seeking efficiencies and identifying issues that transcend the current projects.
Our department
Credit Modelling is part of Risk Management and responsible for the quantitative development of models from start to end; from gathering the data from the source systems, performing all quantitative analysis to come to a new model, discussing results with stakeholders within the bank, i.e. experts using the models, portfolio managers and higher management. Finally, we ensure the models are correctly implemented in the systems and regularly review the performance of our models.
Your profile

  • You have a Master or PhD in Econometrics / Financial Mathematics / Physics or related with a good knowledge of modern statistical / econometric techniques
  • You have 3-5 years working experience in a (credit) risk environment
  • You are able to perform the corresponding analysis in Matlab, Python or a comparable software package and you have affinity with risk 
  • You have knowledge of regulatory requirements (BIS, EBA, CRD, IFRS).
  • You have an effective problem-solving attitude, delivering results with the right balance between effort and results
  • You are a strong communicator and your interpretation and presentation skills are excellent.
  • You are pro-active and an independent thinker
  • You are able to translate quantitative analysis into comprehensive information for higher management and business users
  • You are able capable of effectively organising, monitoring and coaching colleagues within multi-disciplinary projects
  • You are a real team player, encouraging cooperation with colleagues

What we offer 

The function is scaled in function group 9. We offer a competitive salary in the range  € 55.000 - € 79.000 gross per year. This includes holiday pay, a thirteenth month and Employee Benefit Budget and is based on a 36 hours working week. Your salary will be based on your education, knowledge and experience.
We offer good work-life balance and an environment in which you feel at home and where you have the opportunity to develop yourself personally and professionally. We have multiple career opportunities. You will be working in an international environment, English is our working language. Working 32 hours per week can also be discussed.

Additional information
If you have questions regarding the application process, please contact Mohamed Chaaibi, Recruiter, 06-23361465. Do you have questions about this role, please contact Maikel van Herel, 06-19269333 or Bas Marban, 040-2175165.

This vacancy will be published for a longer period because we are looking for more colleagues.

If you are interested in this position, please send your letter of application, including job number and detailed CV in English, to Mohamed Chaaibi, recruiter, using the ‘Apply now’ link.
The application procedure can include an assessment.

The Rabobank Group screens all interns and new employees according to the ‘Rabobank Screening Regulation’ in order to ascertain whether the applicant may hold a position at Rabobank.

Utrecht Croeselaan

Information and application:


Please send your application for Medior Credit Risk Modeller at Rabobank in Utrecht, Croeselaan including your CV via our website.

Job code:


Job posted

20 augustus 2018
Apply Now

More information:

If you have questions regarding the application process, please contact Mohamed Chaaibi, Recruiter, 06-23361465. Do you have questions about this role, please contact Maikel van Herel, 06-19269333 or Bas Marban, 040-2175165.

Mohamed Chaaibi
Senior Recruiter
t. 06-23361465

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Tel: 036 - 7440 136

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ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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