Senior Risk Manager Asset & Liability Management

Job Title

Senior Risk Manager Asset & Liability Management

Job Description

Imagine setting the risk standards and be business partner for funding and liquidity at the core of Rabobank’s business, namely the asset-liability management (ALM) department of the bank!

You and your job

You will work in the Liquidity & Credit team of Group ALM. Risk managing the bank's balance sheet is a challenging dynamic task in view of geopolitical uncertainty, structural reforms, faster and faster money flows and evolving regulation. Funding and liquidity Risk is impacted by the bank’s structural balance sheet setup and mismatches, liquidity coverage and behavioural assumptions.

As a Senior ALM Risk Manager you have profound expertise in a balance sheet’s funding and liquidity risk drivers. You analyse the balance sheet, economic and regulatory environment, customer’s behaviour and review Treasury’s funding and liquidity management activities. You write risk reports and inform senior management and decision making committees like Risk Management Committee Treasury and ALCO Group. You take a lead role in coordinating and contributing to key deliverables and change and will act as (challenging) business partner.

Working in Group ALM Risk has a highly rewarding aspect as the senior management places significant importance on your work, giving value to your opinions and ideas. This role is challenging, as it requires a combination of analytical and policy skills, making you a better professional by exposing you not only to the practical, but also more fundamental aspects of risk management. Applying and further developing these skills will create numerous opportunities later in your career, broaden your knowledge of balance sheet management, and establish you as an expert in the field.

Practical Examples

Review, advise, and engage in change on regulatory liquidity risk developments;

Monitor the bank’s funding and liquidity risk profile;

You take a (leading) role in ILAAP;

Analyse and opine on the bank’s liquidity strategy and annual plan.

Facts & Figures

36 or 40 hours per week;

Diverse team of professionals;

EUR 600+ billion balance sheet;

9.5 million customers worldwide;

Top 3 responsibilities

You act as a business partner for Treasury. You proactively challenge funding and liquidity profile management activities. You contribute to the improvement of the bank’s liquidity risk management framework. As such you will work on areas deeply integrated in our business model and strategy, involving pricing, hedging, and funding.;

You will support decision-making with thorough analyses, align with relevant stakeholders across the bank, document results and communicate. As a senior, you will make key decisions with minimum input and explain complex matter in a clear manner to senior management, ensuring a comprehensive picture is presented;

You follow related market and regulatory developments closely, involve with other industry representatives where useful, and translate requirements into risk policy. You actively contribute to our vision and act with focus and simplification.

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 Group ALM Risk – Liquidity and Credit.

“What I like the most about being a Risk Manager in Group ALM is I have all the means to see the big picture at Rabobank. I work with a diverse range of stakeholders from many departments, entities, and regions. That helps me develop and implement effective risk management approaches and enables me to make informed decisions to contribute to the success of the bank.”

Canberk Araj, Senior Risk Manager.

With a team of seven people, Group ALM Risk – Liquidity & Credit contributes to the bank’s ALM with a solid and up-to-date risk framework and with the capacity to challenge the Treasury function in an effective manner by providing excellent risk analysis, decisive risk opinions, robust policy, regulatory review, risk profile monitoring and advice, and improvements to the bank’s risk framework. Working together is the way we work; as one high-performing 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

You hold a master's degree in Finance, Economics, Physics, or other quantitative field;

You have at least ten years of relevant work experience in Treasury or related Financial Risk Management with a proven understanding of a bank’s balance sheet and products;

You have strong analytical skills, enabling you to analyse complex content and to understand the consequences for the bank’s risk profile;

You have excellent communication skills, both verbal and written, enabling you to translate complex matter into comprehensible information for senior management and business stakeholders;

You easily connect with people and flourish in a committed professional team;

You are used to take the lead and show ownership using a solution-driven approach;

You feel comfortable to run sensitive projects, make proposals and decisions independently and involve senior management and stakeholders.

You and the job application process

Reply to the vacancy for Senior Risk Manager Asset & Liability Management at Rabobank before May the 12th 2025.

Any questions about the job content? Contact: Frank Luczak, Head ALM Risk via or ;

Responses will be handled in accordance with vacancy management.

Any questions about working at Rabobank and the process? Contact: Joris Opdam, Corporate Recruiter via .

We will hold the interviews through a video call;

You can find answers to the most frequently asked questions on rabobank.jobs/en/faq.

A security check is part of the process;

We respect your privacy.

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