Laatst bewerkt: 20 maart 2019

Model Validator

rabobank_2

Are you investigative, analytical and creative? Are you currently enrolled in an MSc program in Mathematics, Physics, Econometrics or related quantitative field? Then you might be Rabobank’s next model validator!

We are looking for students for part-time jobs or who are interested in doing a thesis internship. Thesis students can be supervised from September 2019.

The Position

A model validator reviews quantitative models used within Rabobank. Model validation is a great way to get an overview of the whole bank and build up your network of people interested in quantitative subjects. The CALM (Capital and ALM) Model Validation team consists of three clusters. These are the Markets Risk and Counterparty Risk cluster, the ALM cluster (interest rate risk and liquidity risk) and the Economic Capital and Operational Risk cluster. As a Model Validator you can make a difference by validating models and innovating sophisticated solutions within a group of highly educated professionals. You will have the opportunity to learn techniques in assessing big data sets, effectively challenge quantitative models and check the implementation in production systems.

Your Profile

  • Currently enrolled in an MSc program in Mathematics, Physics, Econometrics or related quantitative field
  • Strong knowledge of statistics, econometrics, financial mathematics or stochastic calculus
  • Good programming knowledge in Python, C# or Matlab
  • Experience with Machine Learning/advanced analytics is an advantage 

Interested?

Are you skilled in analytical work? Do you want to be responsible for the validation of financial risk models? Do you enjoy working in a professional environment? Do you seek for a challenging and dynamic job with the opportunity of steep learning? Then this might be the position you are looking for. We look forward to receiving your application for this vacancy in Utrecht.

Good to know:

  • If you have any questions about the specific details of this position, please contact Stratos Nikolakakis at Stratos.nikolakakis@rabobank.nl
  • The application process includes screening. Based on the screening procedures in place at Rabobank, we assess whether new staff are reliable enough to work at Rabobank
  • The application process for this vacancy may include an individual assessment.