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ZP: YES

OPTIONEEL Voor deze aanvraag geldt een inwerkperiode van 2 dagen tegen nultarief. Bij een aanbieding dient hier akkoord op gegeven te worden.

RABOJP00072211

ZZP mogelijk: ja
Kans op verlenging: ja
Nederlands vereist: nee
Engels vereist: Ja
Duur van de opdracht: 1 jaar met kans op verlenging
Verdeling thuiswerken en op het kantoor: 2 dagen op het kantoor en drie dagen thuis

As a Risk Manager 
QRM Expert within the Treasury ALM Tribe you are focused on forecasting Net Interest Income (NII) of the bank, measuring it’s Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk (LR) positions, and applying Fund Transfer Pricing (FTP).
You will do this by using and developing our balance sheet management tool known as the Quantitative Risk Management (QRM) framework.
QRM is the primary risk management tool for IRR, LR and FTP calculations and is one of the largest and most complex calculation engines within the Rabobank organization.
QRM results are shared with our stakeholders in Treasury, Finance and Risk, and include several decision-making committees plus external regulators.

Making a difference by
- Being driven to continue to learn about balance sheet management.
- Having an interest in the advanced modelling of cash flow projections.
- Enjoying quantitative puzzles – 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 behavioural models used in the balance sheet risk tool.
- Working with IT to ensure data feeds correctly into QRM. With each other Collaboration is at the heart of everything we do. Our QRM Chapter brings talented people together in terms of balance sheet risks and their methodologies, risk tooling, policies and risk appetite.

With you as a senior QRM expert, the cluster will consist of almost 30 diverse colleagues in a variety of roles within different fields of attention: explanation of results, reporting, process management, QRM maintenance and further development.

With you For the role of Balance Sheet Manager – QRM Expert in the Treasury team, essential attributes include customer focus, being a team player, strong communication skills, and eagerness to learn. In addition, it's important that you recognize the checklist below:
- Several years of experience with QRM or similar advanced ALM tooling;
- Preferably a Master in Financial economics or Econometrics;
- Knowledge of financial market products and how these and their related behavioural optionality are modelled;
- Advanced knowledge of modelling NMDs, non-linear risk and/or CSRBB;
- Pragmatic and eager to deliver your quality work timely in a structured manner;
- Affinity with configuring quantitative tools;
- Able to work with large data sets and software packages such as SQL;
- A helicopter view of the banking business;
- Working experience with the Agile way of working.