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QRM Expert

Posted on: 25 October 2021

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Job intro


40 hours a week -

01-11-2021 till 01-11-2023 LONG TERM -

Possible extension: Yes

Organization


Rabobank Utrecht


Function


As a Senior QRM Expert you will join the Rabobank Treasury QRM team to drive the further development of our QRM configuration in one of the strategic directions determined in our OneALM+ programme (e.g. liquidity forecasting, optionality, behavioral modelling, analytical advancements, FTP settings, Capital determination, NII forecasting, IT landscape integration, etc.).


The Treasury QRM team consists of 25 dedicated professionals that strive to optimally use and further enhance the QRM framework for ALM purposes. We are looking for QRM experts who can jump on a riding train and help form the vision for QRM use while contributing to the practical implementation and problem solving that comes with it. In addition, partaking in project management and actively seeking opportunities for knowledge transfer to junior and medior colleagues are traits that are very welcome in this role.

The assignment will consist of a clear project deliverable within the 2022-2023 plan based on your prior knowledge and experience.


Making a difference


by Being driven to continue to learn about balance sheet management;

having an interest in the complex modelling of cash flow projections; enjoying finding practical solutions to complex methodological problems;

meeting the challenge of analyzing balance sheet- and market developments, and of exploring quantitative tools to maximize efficiency and accurateness in measurement and reporting; taking responsibility for the setup of the calculation engine and reporting;

efficiently implementing changes in risk metrics and behavioral models used in the risk tool.


Information

Sean Verhoef +31(0)20-3337629

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