Risk Manager QRM

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 Risk Manager QRM within the Chapter QRM in the Tribe Treasury ALM means you are focused on forecasting Net Interest Income (NII) of Rabobank and measuring both Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk. You will do this by using and developing our balance sheet management tool QRM. Results are shared with our stakeholders in Treasury, Finance and Risk, and include several decision-making committees plus external regulators.

Practical Examples

• Producing monthly reports for Rabobank’s ALCO (asset and liabilities committee).
• Create specifications for data mapping to ensure correct calculations in QRM.
• Configure QRM to properly calculate cash flows for new products.

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 over 50% international colleagues

Top 3 responsibilities

• Taking ownership for the setup of the calculation engine and the reporting.
• Meeting the challenge of analysing balance sheet and market developments, and of exploring quantitative tools to maximize efficiency and accurateness in measurement and reporting.
• Align frequently with main stakeholders (BSM, IT, Modelling, 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.

“It is great to work together with a group of professional and nice colleagues providing a complete overview of the interest rate risk-, liquidity-, and intercompany positions of Rabobank Group using different tools. Being able to finish all the risk reports in the most accurate and efficient way before strict deadlines is certainly satisfying.”

Jordy Jennissen, Risk Manager QRM

The 32 people in Chapter QRM 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 1 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

• Preferably a Master with quantitative aspects, like Financial Economics or Econometrics;
• Knowledge of financial market products and how these are modelled;
• Relevant experience when it comes to reporting, configuration of financial systems or QRM is a significant advantage;
• Able to work with large data sets and software such as SQL;
• Helicopter view of the banking business;
• Pragmatic and eager to deliver your quality work timely in a structured manner;
• Strong communication skills, both verbal and written
• A pro-active attitude and eagerness to learn
• Enjoy quantitative puzzles

This is what we offer you

• up to € 6.130,64 gross per month (depending on experience), scale 9;
• A thirteenth month and holiday pay, with the option to pay out monthly;
• An Employee Benefit Budget (11% 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;
• Working from home allowances and remuneration of internet costs;
• 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 flexible pension scheme, in which you can choose between two contribution factors

This is a selection of the terms of employment for a Risk Manager based on a 40-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 Manager QRM at Rabobank before August 9th.

• Any questions about the job content? Contact: Tim van Lent, Chapter Lead QRM 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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