Adres- Hybride
- Utrecht
- Nederland
- 36 uur
- Fulltime
Senior Risk Manager - Asset Liability Management
Play a crucial role in the bank's interest rate risk management.
You and your job
You will work in the Interest Rates team of Group ALM Risk. Managing the bank's balance sheet is a challenging task due to policy uncertainty, economic volatility and evolving regulation. Besides, interest rate risk in the banking book is impacted by assumptions on customer's behaviour (e.g. Regarding savings and mortgages) and the bank's behaviour (e.g. Rate setting and positioning). As a Senior ALM Risk Manager you have a profound understanding of these drivers and risks. You analyse the balance sheet, economic environment, customer's behaviour, interest rate risk and Treasury's proposals. You write risk reports and advice senior management and decision making committees like Risk Management Committee Treasury and ALCO Group.Working in Group ALM Risk has a highly rewarding aspect as the senior management places significant importance on your work, giving value to your opinions and ideas. This role is challenging, as it requires a combination of analytical and policy skills, making you a better professional by exposing you not only to the practical, but also more fundamental aspects of risk management. Applying and further developing these skills will create numerous opportunities later in your career, broaden your knowledge of balance sheet management, and establish you as an expert in the field.
Practical Examples
- Analyse and opine on IRRBB Strategy
- Monitor interest rate risk position
- Deliver ICAAP report for IRRBB
- Review risk measurement proposals for Rabobank's sizeable mortgage and non-maturing deposit portfolios
Facts & Figures
- 36 or 40 hours per week
- Diverse team of professionals
- 600+ billion balance sheet
- 43,822 Rabobank colleagues around the world
Top 3 responsibilities
- You will work on areas deeply integrated in our business model and strategy, involving pricing, hedging, and funding. Your work plays a crucial role in the bank's strategic decision-making.
- You will support decision-making with thorough analyses, and document your work comprehensively while communicating it clearly.
- As a senior, you will make key decisions with minimum input and explain complex matter in a clear manner to senior management, ensuring a comprehensive picture is presented.
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 Group ALM Risk - Interest Rates.'In Group ALM we work closely together with Treasury and challenge them at the same time, communicative skills are of utmost importance when partnering with the business. This, in combination with inherently complex content and impact on the Bank's strategy and financial positioning, makes it a very inspiring place to be, with multiple directions in which you can develop yourself.'
Gijs Stein, Senior ALM Risk Manager.
'As Group ALM we play a key role in managing the interest rate risks the bank runs, such as advising senior committees on the bank's positioning and risk measurement. This requires a broad overview of the balance sheet and understanding of the different risks involved. Within Group ALM we work together in a pleasant atmosphere and with a collaborative attitude.'
Peter van de Ven, Senior ALM Risk Manager.
The 9 people in Group ALM Risk - Interest Rates contribute to the bank's ALM with a solid and up-to-date risk framework and with the capacity to challenge the Treasury function in an effective manner by providing excellent risk analysis, decisive risk opinions, robust policies and methodologic advice. Working together is the way we work; as 1 high-performing 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
- A Master's degree in economics, finance or a quantitative field
- At least five years' experience in risk management, treasury or related areas, with comprehensive understanding of a bank's balance sheets and products
- Strong analytical skills, enabling you to analyse complex content and to understand the consequences for the bank's risk position as a whole
- Good communication skills, both verbal and written, allowing you to translate complex matters into comprehensible information for senior management and business stakeholders
- Result-driven, taking ownership and a proactive attitude
This is what we offer you
- A gross per month salary in the range of €4.718,88 up to €8.111,47 (scale 10 or 11, based on experience and seniority)
- an extra budget of 11% of your gross salary to be used at your discretion. Buy extra holiday hours, add more to your pension savings or ask for part of the extra budget to be paid out.
- A pension scheme to which you contribute 5.5%
- a combination of working from home and at the office
This is a selection of the terms of employment for a Senior Risk ManagerAsset Liability Management based on a 36-hour working week. You can find all terms of employment on rabobank.jobs/en/conditions-of-employment
- Responses will be handled in accordance with vacancy management.
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- Artikel
- São Paulo40 uurVacature
- Utrecht36 uurVacature
- Utrecht36 uurVacature
We leren je graag beter kennen.
Stap 1
Tijdens de screening onderzoeken we of je betrouwbaar genoeg bent om voor Rabobank te werken.
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