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Treasury modeller

Job Work from home
Posted 3 Oct 2022
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Work experience
3 to 5 years
Full-time / part-time
Full-time
Job function
Degree level
Required language
Dutch (Fluent)

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You create quantitative solutions that support the steering of a balance sheet over EUR 600 billion. As part of Treasury, you use your analytical skills to develop methodologies, tools and models for Rabobank’s Asset and Liability Management.

You and your job
The core of our work is understanding what drives our clients, and how their behavior interacts with financial markets and balance sheet developments. As Treasury modeler you contribute to our ambition to invest in models and tooling to support the optimization of the group’s interest rate and liquidity positions. You work hands on to bring a quantitative solution to completion by working together with colleagues within Treasury and other stakeholders in the value chain. Our agile way of working in multidisciplinary teams gives you the opportunity to learn and develop, and to take on varying tasks and responsibilities, depending on your skills, experience and ambitions.

Examples

  • Build a statistical model to determine which factors influence prepayment of mortgages using large datasets.
  • Assess the impact of client behavior on the bank’s interest rate risk position under different market scenarios with advanced tooling and option valuation techniques
  • Build a flexible tool that creates balance sheet projections such that the desk can analyze the liquidity position under different scenarios. .

Facts & Figures

  • 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 #LI-Hybrid
  • Diverse team with nearly 50% international colleagues

Top 3 responsibilities

  • Develop fit-for-purpose solutions by understanding the business need and translating this into an appropriate quantitative method and tool
  • Ensure high quality of your deliverables, such as Python code, methodology, documentation, dashboarding, data analysis
  • Take ownership of your tasks and your own development, and contribute to the craftmanship of our team

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 Treasury Modelling, Analytics & Innovation.

‘["Translating client behavior into financial risks, and connecting it to financial markets, is an exciting challenge. I greatly enjoy building statistical models with the added expertise of business, while making sure the models meet the needs of balance sheet managers. ” ’

Paul Hendriks, Treasury Modeler.

The 30 people in Treasury Modelling, Analytics & Innovation develop models and tools with the ambition to improve and learn. We spend dedicated time on team and self-development. 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

  • At least three years of experience in a modelling environment, preferably ALM/Financial Markets
  • A Master’s or PhD in a quantitative field (econometrics, (financial) mathematics, physics, or similar).
  • Knowledge of Python or similar and the ability to work with large data sets
  • Knowledge of financial engineering and/or statistics
  • Strong communication skills, both verbal and written. You are able to translate quantitative analysis into comprehensive information for higher management and business users.
  • A pro-active attitude and a eagerness to learn
  • A solution-focused mindset

This is what we offer you

  • From € 3.800,00 up to € 6.500,00 gross per month (scale 9-10), depending on your experience level
  • a thirteenth month and holiday pay.
  • 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 even receiving a monthly cash payout.
  • a personal budget that you can spend on activities related to your personal development and career.

This is a selection of the terms of employment for a Senior Treasury Modeler based on a [36/40]-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 (Senior) Treasury modeller at Rabobank.

  • Any questions about the job content? Contact: Jeanine Kippers, Head of Head of ALM Modelling, Analytics and Innovation via Jeanine.Kippers@rabobank.nl or +31651591594.
  • Any questions about working at Rabobank and the process? Theo Degen, Recruiter via theo.degen@rabobank.nl
  • We will have 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.

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

What employees are saying

May Lai Tan

Young Professional, Corporate Banking

May Lai Tan

Als credit analist bij Acquisition Finance werkt Mai Lai veel met verschillende interne en externe partijen. Van de afdeling Know Your Customer tot de afdeling Legal. Maar extern ook met andere banken, adviseurs en advocaten. Kortom: een dynamische omgeving.” Meer weten? Check rabo.nl/maylaitan

Tim Boelens

Trainee

Tim Boelens

Na een carrière bij KLM besloot Tim zijn vleugels uit te slaan en nieuwe reizen te maken naar de duurzame thema’s van de bank. Sinds dit jaar is hij trainee binnen het Coöperatief Traineeship van Rabobank.
Benieuwd hoe Tim zijn traineeship ervaart en met welke maatschappelijke thema’s hij dagelijks werkt? Check rabo.nl/timboelens