Opdrachten

Rabobank Stress Test Analyst

Stress Test Analyst

Info

Functie

Stress Test Analyst

Locatie

Utrecht

Uren per week

36 uren per week

Looptijd

18.12.2022 - 30.03.2023

Opdrachtnummer

125978

Sluitingsdatum

date-icon08.12.2022 clock-icon08:00
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Rolomschrijving en taakafspraken

36 hours a week
scale 9 or 10 depending on experience etc.
Language: English
Knowledge of the Dutch language is not required
No Self employed Employees
Duration: 2 or 3 months. At this moment extension is not possible
Working 2 days a week at the office
Candidates have to live in the Netherlands
Proven experience in EBA stress testing, a master degree in a quantitative field and a good understanding of SQL, Excel and Power BI are hard requirements for this assignment


Is the Rabobank capable of surviving another global financial crisis or impact of Climate changes? What risks do we face in case of such an event, what losses can we expect and what happens to the bank’s capital position? These are questions that we, the credit risk stress testing team, aim to answer in a quantitative way.

The Credit Risk Stress Testing team is part of Credit Analytics Tribe. To be able to stress the balance sheet of the bank, we use the models (Probability of Default, Exposure at Default, Loss Given Default) made by the other teams inside GCM as input for our own models. Every year we perform stress tests that are required by the regulators (i.e. ECB/DNB/EBA). Besides these, we also perform internal stress tests requested by for example the Managing Board or by individual teams/portfolios that want to get an idea of their position.

Practical Examples
- Analysis of stress test runs and reporting of results to customers
- Providing explanations and needed documentation
- Quality control & acceptance of changes and new features

Top 3 responsibilities
- Assistance with preparation and creating the templates for EBA stress test
- Your technology stack consists of SQL, powerBI, Python or comparable tools
- Interpretation of results and advice to management

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 Stress Testing. “Subteams within Stress Testing are closely knit together, like subsequent links of a chain. From setting data requirements with our Data subteam, to running our code in the latest cloud-based environment together with Robotics subteam, and getting feedback on our results from Run and Reporting subteam, we get to monitor the full cycle of our modelling endeavors and have a clear picture of our impact.

You and your talent
- Master degree in a quantitative field
- Proven experience in EBA stress testing
- 3+ years of relevant working experience
- Good understanding of SQL, Excel and Power BI
- Wants to get results
- Focus on the solution
- Clearly demonstrates and takes ownership

Bedrijfsgegevens

Bedrijfs gegevens

Rabobank

Rolomschrijving en taakafspraken

36 hours a week
scale 9 or 10 depending on experience etc.
Language: English
Knowledge of the Dutch language is not required
No Self employed Employees
Duration: 2 or 3 months. At this moment extension is not possible
Working 2 days a week at the office
Candidates have to live in the Netherlands
Proven experience in EBA stress testing, a master degree in a quantitative field and a good understanding of SQL, Excel and Power BI are hard requirements for this assignment


Is the Rabobank capable of surviving another global financial crisis or impact of Climate changes? What risks do we face in case of such an event, what losses can we expect and what happens to the bank’s capital position? These are questions that we, the credit risk stress testing team, aim to answer in a quantitative way.

The Credit Risk Stress Testing team is part of Credit Analytics Tribe. To be able to stress the balance sheet of the bank, we use the models (Probability of Default, Exposure at Default, Loss Given Default) made by the other teams inside GCM as input for our own models. Every year we perform stress tests that are required by the regulators (i.e. ECB/DNB/EBA). Besides these, we also perform internal stress tests requested by for example the Managing Board or by individual teams/portfolios that want to get an idea of their position.

Practical Examples
- Analysis of stress test runs and reporting of results to customers
- Providing explanations and needed documentation
- Quality control & acceptance of changes and new features

Top 3 responsibilities
- Assistance with preparation and creating the templates for EBA stress test
- Your technology stack consists of SQL, powerBI, Python or comparable tools
- Interpretation of results and advice to management

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 Stress Testing. “Subteams within Stress Testing are closely knit together, like subsequent links of a chain. From setting data requirements with our Data subteam, to running our code in the latest cloud-based environment together with Robotics subteam, and getting feedback on our results from Run and Reporting subteam, we get to monitor the full cycle of our modelling endeavors and have a clear picture of our impact.

You and your talent
- Master degree in a quantitative field
- Proven experience in EBA stress testing
- 3+ years of relevant working experience
- Good understanding of SQL, Excel and Power BI
- Wants to get results
- Focus on the solution
- Clearly demonstrates and takes ownership

De recruiter

Bart Bult

HeadFirst

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