Financial Engineer

  • Competitive
  • Utrecht, Pays-Bas Utrecht Utrecht NL
  • CDI, Plein-temps
  • Rabobank
  • 30 juil. 18 2018-07-30

Are you ready to join Rabobank as a financial engineer and to make a difference to yourself, our customers and to society? We look forward to receiving your application

Financial Engineer

Imagine… applying your expertise and knowledge to pricing models for interest rate derivatives? Working closely together within a team of likeminded quants? As a Financial Engineer, you can make a difference by working on the development, implementation and modification of complex quantitative models and related risk analytics in an inspiring environment.

Making a difference

  • Discuss modelling issues and the performance of models in the markets with Trading
  • Make sure that desks have the right tools to manage the products that Rabobank offers its clients
  • Engage in the whole spectrum of quant activities from developing models to supporting the desk in its daily activities
  • Exchange ideas and experience and cooperate within a team of experienced quants
  • Interact closely with the trading floor and provide Analytic support for the trading floor (Trading and Sales)
  • Support the usage of the analytics by Control, Risk and other control functions
  • Actively support the porting of models to our new vendor system.

With each other
Collaboration is at the heart of everything we do. Our Financial Engineering Division team within Rabobank Markets brings talented people together to build and support pricing and valuation models in Quark (an in-house valuation library), primarily for Markets Trading and Sales, Treasury and the related support departments. It develops and implements valuation models (using C++ as the language of choice), and provides pay-off functionality and analytic tools to support portfolio/risk management and sales/structuring activities. A considerable part of the daily work lies in support of and consultancy to the involved departments (mainly Trading, Sales, Control, Risk), this includes working with spreadsheets and VBA. Markets is headquartered in Utrecht and has offices and dealing rooms in Utrecht, London, New York, Singapore, Sydney, and Hong Kong.

With you as a financial engineer, the team will consist of 10 diverse colleagues in Utrecht and London in a variety of roles, including:

Lech Grzelak, Senior Financial Engineer: “A person who will join the financial engineering department will be exposed to the latest state-of-the market developments in the modelling of financial products and risk management. Work in a front office environment, a dynamic & energetic place where you will never experience an after-lunch dip. Being a member of Financial Engineering is very rewarding and often requires team work, thus good communication skills are necessary. It is a great feeling when you know that your models and solutions are actually used in practice.” 

With you
Customer focus, partnership, problem solving skills are clearly essential for the role of Financial Engineer. In addition, it's important that you recognise everything in the checklist below:

  • Advanced Degree in a quantitative subject, preferably PhD in Finance or an analytical discipline
  • Strong mathematical background and solid understanding of financial mathematics
  • Strong analytical skills
  • C++ and VBA programming skills
  • 2+ years advanced IR modelling experience
  • Self-motivated, enthusiastic attitude and the right personality to work in a FO environment
  • Strong delivery focus

Growing a better world together
You will already be aware that Rabobank is a financial services provider for 7.1 million customers in 40 countries. But did you know that we aim to contribute to real change with our 'Growing a better world together' mission? We do so in countless ways, such as:
Together with the World Wildlife Fund, we're helping to create a harmonious balance between nature and the agricultural sector in Brazil.

• In 2016, an innovative fund was set up in Ireland to help dairy farmers become less dependent on income from milk sales.

Do you want to become the ideal version of yourself? We would love to help you achieve this by focusing firmly on your growth, development, and investing in an environment where you keep learning every day. We give you the space to innovate and initiate. In this way, we offer you numerous opportunities to grow and help you exceed your expectations, to do the right thing exceptionally well, and to therefore grow as a professional. This rewarding and exciting position is in function group 9 (on the basis of a 40-hour working week).

Let's meet. 
Are you the person we're looking for? Are you ready to join Rabobank as a financial engineer and to make a difference to yourself, our customers and to society? We look forward to receiving your application for this vacancy in Utrecht by using the 'Apply' button. 

Good to know:

  • Applications are open until 15 September 2018.
  • If you have any questions about the specific details of this position, please contact Franz Maier, +44 (7768) 540920, Global Head of Financial Engineering
  • Reinalde Riezebos, senior recruiter would be happy to answer any questions about the application procedure via +31 6 22 98 39 07
  • 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 includes an individual assessment.
  • Everyone is different, and it is exactly those differences that help us become an even better bank. That's why we want to know who you really are!