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
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! ”
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:
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:
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:
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:
Acquisition further to this vacancy is not appreciated