Risk Manager Methodology

Job title:

Risk Manager Methodology

Company:

Rabobank

Job description

Job Title Risk Manager MethodologyJob DescriptionRisk Manager MethodologyAs a Risk Manager Methodology, you will play a crucial role in developing and maintaining counterparty credit risk models that manage the bank’s exposure to counterparties and calculate capital requirements. Your work will directly impact the bank’s ability to manage risk effectively and comply with regulatory requirements.You and your job: You will be responsible for ensuring the models used to manage the bank’s exposure to counterparties and calculate capital requirements are compliant with regulatory requirements. This means updating existing models and developing new models where necessary. This includes developing and performing stress tests and analysing back test results. Furthermore you’ll help improving the valuation of the bank’s underlying derivate contracts like interest rate options.Practical Examples:Improve the collateral algorithm to take into account cash flows.Analyse back test results to ensure the accuracy of the bank’s risk models.Contribute to EBA stress test for counterparty credit riskFacts & Figures:36 hours per week43,822 Rabobank colleagues around the worldTop 3 responsibilities:Review existing models and propose improvements where necessary. Implement new regulatory requirements like CVA capital. Improve the valuation of underlying contracts and derivates.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 Risk Management Department.“Our main role is to develop and support the counterparty exposure risk models across all asset classes, making sure the bank complies with the most recent regulatory requirements. As part of this dynamic and international team, we are constantly engaged with multiple stakeholders from Front Line Business, Model Validation and IT. That continuously generates new challenges, provides nice opportunities to improve your knowledge and extend your network.” Letizia Cipolla, Ris Manager MethodologyThe 30 people in the Risk Management Financial Markets Advisory Department are responsible for developing and maintaining counterparty credit risk and market risk models and ensuring compliance with regulatory requirements. Working together is the way we work; as one analytical team at Rabobank. Talking of Rabobank: We are a Dutch bank that operates in 38 countries for over 9,500,000 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:Strong quantitative background: You have a solid foundation in quantitative disciplines such as a Master Degree in econometrics, quantitative finance, or a related fieldUnderstanding of financial derivatives: You possess a good understanding of financial derivatives, including their valuation and risk management.Knowledge of regulatory requirements: You are versed in the regulatory landscape governing counterparty credit risk in the banking sector.Analytical skills: You have strong analytical skills that allow you to dissect complex problems, identify patterns, and develop effective solutions. Your ability to analyse data and draw meaningful insights is essential for improving the bank’s risk management processes.Communication skills: You can effectively communicate complex concepts and models to various stakeholders, including non-technical audiences. Your ability to explain your work clearly and concisely ensures that everyone understands the assumptions and implications of your models.Teamwork: You thrive in a collaborative environment and can work effectively with colleagues from different departments. Your ability to work as part of a team ensures that you can contribute to the collective success of the Risk Management Department.You and the job application process: Reply to the vacancy for Risk Manager Methodology at Rabobank before December 14th 2024.Any questions about the job content? Contact: Freddy van Dijk, Hiring Manager via Freddy.van.Dijk@rabobank.com.Any questions about working at Rabobank and the process? Joris Opdam, Corporate Recruiter via Joris.Opdam@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.#LI-JO2

Expected salary

Location

Utrecht

Job date

Fri, 06 Dec 2024 07:20:17 GMT

To help us track our recruitment effort, please indicate in your email/cover letter where (vacanciesin.eu) you saw this job posting.