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Senior ALM modeller - Rabobank

Location: Utrecht
Salary: € 3800 - € 6500 a month
Employment: Full-time

You create quantitative solutions that support the steering of a balance sheet over EUR 600 billion. As part of Treasury, you use your analytical skills to develop methodologies, tools and models for Rabobank’s Asset and Liability Management.

You and your job

The core of our work is understanding what drives our clients, and how their behavior interacts with financial markets and balance sheet developments. As Treasury Modeller you contribute to our ambition to invest in models and tooling to support the optimization of the group’s interest rate and liquidity positions. Our agile way of working in multidisciplinary teams gives you the opportunity to learn and develop, and to take on varying tasks and responsibilities, depending on your skills, experience and ambitions.

Practical Examples

  • Build a statistical model to determine which factors influence prepayment of mortgages using large datasets
  • Assess the impact of client behavior on the bank’s interest rate risk position under different market scenarios with advanced tooling and option valuation techniques
  • Build a flexible tool that creates balance sheet projections such that the desk can analyse the liquidity position under different scenarios

Facts & Figures

  • 36/40 hours per week
  • Best of both worlds: work from home and spend 2 days a week at the office to engage with your colleagues
  • Diverse team with nearly 50% international colleagues
  • 43,822 Rabobank colleagues around the world

Top 3 responsibilities

  • Develop fit-for-purpose solutions by understanding the business need and translating this into an appropriate quantitative method and tool
  • Ensure high quality of your deliverables, such as Python code, methodology, documentation, dashboarding, data analysis
  • Take ownership of your tasks and your own development, and contribute to the craftmanship of our team

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 Treasury Modelling, Analytics & Innovation.

 ‘"Translating client behavior into financial risks, and connecting it to financial markets, is an exciting challenge. I greatly enjoy building statistical models with the added expertise of business, while making sure the models meet the needs of balance sheet managers. ” ’  Paul Hendriks, Treasury Modeler.

The 30 people in Treasury Modelling, Analytics & Innovation develop models and tools with the ambition to improve and learn. We spend dedicated time on team and self-development. Working together is the way we work; as 1 pragmatic and focused 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

  • At least three years of experience in a modelling environment, preferably ALM/Financial Markets
  • A Master’s or PhD in a quantitative field (econometrics, (financial) mathematics, physics, or similar)
  • Knowledge of Python or similar and the ability to work with large data sets
  • Knowledge of financial engineering and/or statistics
  • Strong communication skills, both verbal and written. You are able to translate quantitative analysis into comprehensive information for higher management and business users
  • A pro-active attitude and an eagerness to learn
  • A solution-focused mindset

This is what we offer you

  • From € 3.800,00 up to € 6.500,00 gross per month (scale 9-10), depending on your experience level
  • a thirteenth month and holiday pay
  • an Employee Benefit Budget (11 % of your monthly salary). You decide how to spend this budget. This may include purchasing extra leave days, making extra pension contributions or even receiving a monthly cash payout
  • a personal budget that you can spend on activities related to your personal development and career

This is a selection of the terms of employment for a Senior Treasury Modeller based on a [36/40]-hour working week. You can find all terms of employment on

You and the job application process

Reply to the vacancy for (Senior) ALM / Treasury Modeller at Rabobank

  • Any questions about the job content? Contact: Gergely Csapo, Lead Modeller of ALM Modelling, Analytics and Innovation, via 
  • Any questions about working at Rabobank and the process? Marike Damstra, Recruiter via
  • We will have the interviews through a video call
  • You can find answers to the most frequently asked questions on
  • A security check is part of the process
  • We respect your privacy

Information and application:


Please send your application for Senior ALM modeller at Rabobank in Utrecht including your CV via our website.

Job posted
19 september 2023
Apply Now
More information:

For more information please contact Marike Damstra, Recruiter via

Read all about working at Rabobank

Wil je deze vacature delen met je netwerk?


Postbus 60184
1320 AE Almere

Tel: +31 36 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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