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Data Scientist Credit Risk

Job Utrecht, NL
Posted 15 Mar 2021

Degree level

Bachelor

Job function

Analyst

Required language

English (Fluent)

Work experience

1 to 3 years

Salary

€3,200 - €5,300 per month

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Imagine…

having an impact on all the models that affect all of our clients. As a Data Scientist Credit Risk , you will be analysing data and credit risk models across all portfolios of Rabobank. You’ll have a hand in monitoring the entire range of models that serve our business, clients and risk management, such as IRB credit risk and IFRS9 models.

Making a difference

  • Implement and perform tests to monitor the models performance in Python
  • Interpret and translate the results of quantitative analyses to understandable reports
  • Practice your skills in communication and presentation by effectively sharing your observations with stakeholders, which in turn improves their work.
  • Prove the added value of model monitoring by identifying flaws at the earliest possible moment.
  • Be a part of the team engagement and take up . 
  • Have the opportunity to act as project manager and bring monitoring projects to a successful completion

With each other

Collaboration is at the heart of everything we do. Our Credit Strategic Model Unit (CSMU) team brings diverse and talented people together to monitor and backtest the most important models of Rabobank. Your experience with modelling will be your guide as you analyse the performance of a variety of models and ensure that they meet ever-changing market and regulatory requirements. As a Data Scientist Credit Risk , you will practice intelligent ways of analysis with your CSMU team colleagues and dealing with stakeholders such as model validation and model developers.

Reinhardt, Team Lead Monitoring & Backtesting: “We are uniquely positioned within Risk analytics. We are involved in the whole model chain, from the monitoring aspect, and policy and methodology aspect that also impact model development and the strategy of the bank. From the monitoring specifically, what I appreciate is being able to propose solutions that contribute to strengthening the models in collaboration with a broad range of stakeholders, being the data, the business or even the regulatory side. All of this in a truly multicultural, diverse, and passionate team.”

Jeroen, Advanced Analytics Young Professional: "For me CSMU has been a great starting point in getting to know the bank. In CSMU we work together with many other teams and face a wide variety of challenges. And because we focus on three aspects of credit models (strategy, methodology & backtesting) there is always plenty to learn!"

With you

If we were to ask your friends to describe you in a few key words, the answer would be: customer-focused, pro-active, accommodating, positive, empathetic and eager to learn. For the position of Data Scientist Credit Risk , you should also have:

  • A Master’s or PhD in an exact science (econometrics, mathematics, physics, engineering, astronomy or similar)
  • 1-3 years of experience in (credit) modelling/validation
  • Programming experience in Python, SQL, GIT or similar
  • Practical experience with regulatory requirements (IFRS9, Basel2, TRIM, LGD, PD)
  • Fluency in English; both in writing and in oral communication
  • Experience in project management and organisation or Agile way of working

Growing a better world together

Rabobank is a financial services provider for 8,5 million customers in 40 countries. But did you know that we are also working to make the world a better place? We do so in countless ways, such as:

  • Supporting risk-savvy models that ensure the right balance between business opportunities and appetite, to drive effective financial services.
  • Growing better models together, which enables the right customers to get the right support at the right time to pursue their dreams.
  • Ensuring that the models that are made, are made even better by your impact. 

Interested?

Do you want to become the ideal 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 expect:

  • A gross monthly salary between €3.200,- and €5.300,- depending on your experience and Seniority.
  • A thirteenth month and holiday pay.
  • An Employee Benefit Budget of 9% or10% of your gross monthly salary. You decide how to spend this budget. This may include purchasing extra leave days, or making extra pension contributions.
  • 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 motorbike? Then choose a home/work travel allowance.
  • A pension scheme, to which your contribution is only 3,5%. 

Let's meet

Are you the person we're looking for? Are you ready to join Rabobank as a Data Scientist Credit Risk and to make a difference to yourself, our customers and to society? We look forward to receiving your application for this vacancy in Utrecht.

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About Rabobank
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Rabobank is a bank that works for its customers and members. We are one of the largest financial institutions in the world, but we're still very involved at the local level. Our goal is to help customers achieve their goals. In addition, we aim to make a substantial contribution to the well-being and prosperity of people in the Netherlands and to a sustainable global food supply. We are a bank with cooperative roots. Everything we do, we do together.

Finance & banking
Utrecht
35,000 employees

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