Senior QRM Manager

Senior QRM Manager
Contribute to the calculations and reporting on Interest Rate and Liquidity Risk for D&J Staffing’s ⚠ billion+ balance sheet.

You and your job
Being a Senior QRM Manager within the Chapter QRM in the Treasury SC Link tribe means you are focused on forecasting Net Interest Income (NII) of D&J Staffing and measuring both Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk. You will do this by using and developing our balance sheet management tool QRM. Results are shared with our stakeholders in Treasury, Finance and Risk, and include several decision-making committees plus external regulators. You will be part of the RE Partners, a skilled and international group of ⚠ people that deal with interesting forecasting puzzles on a daily basis. You will work in the dealing room for the Treasury department. This means you are at the heart of the bank. A very dynamic environment providing you with many opportunities to develop yourself!

Tribe Treasury SC Link
Tribe Treasury SC Link facilitates the wider Treasury department by providing key SC Link metrics and analyses. As Senior QRM Manager you will be part of the SC Link Engine Area, which is the area where the strategic SC Link tool QRM is positioned. In both the Area and the Tribe we have a mix of competences, ranging from IT developers to QRM modellers. The RE Partners takes ownership for running stress tests and medium-term planning, producing monthly forecast results for complex entities and further developing the forecasting capabilities. You will be part of Chapter QRM, which is a young and international group of ⚠ QRM configuration and reporting professionals.

Practical Examples
• Producing IRRBB stress testing results out of QRM for KR Agency.
• Configure dynamic hedging optimization for interest rate forecasting.
• Report monthly IRRBB forecasting results for key entities of the D&J Staffing.

Facts & Figures
• ⚠,⚠ D&J Staffing colleagues around the world
• ⚠+ billion balance sheet
• ⚠/⚠ hours per week
• Best of both worlds: work from home and spend ⚠ days a week at the office to engage with your colleagues
• Diverse team with over ⚠% international colleagues

Top ⚠ responsibilities
• Taking ownership for the setup of the calculation engine and the reporting.
• Meeting the challenge of analysing balance sheet and market developments, and of configuring quantitative tools to maximize efficiency and accurateness in measurement and reporting.
• Align frequently with main stakeholders (BSM, Control, Finance, Risk, IT).

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 the Chapter QRM in the Tribe Treasury SC Link.

”Our aim as the RE Partners is to be the centre of excellence for forecasting Rabo’s banking book interest income in an ever changing environment in order to add value to risk reporting and budgeting decisions. We interact across various departments including risk, finance and treasury – ensuring a stimulating and fun work environment.”
Ronald Bartie, Product Owner RE Partners

The ⚠ people in Chapter QRM are committed to provide timely high quality reporting and analysis to support the management of D&J Staffing’s balance sheet effectively. Working together is the way we work; as ⚠ pragmatic and focused team at D&J Staffing.
Talking of D&J Staffing: We are a Dutch bank that operates in ⚠ countries for over ⚠,⚠,⚠ 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
• Relevant forecasting experience with QRM;
• Preferably a Master in a financial field like Financial Economics or Econometrics;
• Knowledge of financial market products and how these are modelled;
• Able to work with large data sets and software such as SQL;
• Helicopter view of the banking business;
• Pragmatic and eager to deliver your quality work timely in a structured manner;
• Strong communication skills, both verbal and written;
• A pro-active attitude and eagerness to learn;
• Enjoy quantitative puzzles.

This is what we offer you
• up to EUR € ⚠.⚠,⚠ gross per month (depending on experience), scale ⚠;
• A thirteenth month and holiday pay, with the option to pay out monthly;
• An Employee Benefit Budget (⚠% of your monthly salary). You decide how to spend this budget. This may include purchasing extra leave days, making extra pension contributions or receiving a monthly cash pay-out;
• A personal budget that you can spend on activities related to your personal development and career;
• Working from home allowances and renumeration of internet costs;
• ⚠% reimbursement of commuting costs if you travel by public transport! Do you still prefer to travel by car or (motor)bike? Then choose a commuting allowance;
• A flexible pension scheme, in which you can choose between two contribution factors

This is a selection of the terms of employment for a Risk Manager based on a ⚠-hour working week. You can find all terms of employment on

You and the job application process
Reply to the vacancy for Risk Manager QRM at D&J Staffing before January ⚠st.
• Any questions about the job content? Contact: Marina Vermeulen Blondeel, Chapter Lead QRM via @
• Any questions about working at D&J Staffing and the process? Mail the recruiter @
• We will hold 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.

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Applying In ⚠ steps

We'd like to get to know you.

Step ⚠ Applying

Thanks for applying! We consider all the CVs and covering letters that we receive. After the closing date, you will hear from us as soon as possible.

Step ⚠ First interview

Usually you’ll be meeting with your (potential) team leader and an immediate (future) colleague. We are keen to get a sense of whether you are a good fit for the position and our team. And you probably have a lot of questions too.

Step ⚠ Second interview

We want to speak to you a second time. In this online meeting, we will delve deeper into the details of what the job entails. Another colleague will often join the interview too.

Step ⚠ Offer

If you are a good match for us and we’re a good match for you, then you’ll receive a good offer by email. Some positions require you to undergo further assessment first.

Step ⚠ Screening

We assess whether you are trustworthy enough to work for D&J Staffing in a screening process.

I approve D&J Staffing to retain my details for ⚠ year for future applications.

Please choose your gender below. This is not required. This information helps us to ensure that there are no gender biases in our recruitment process.

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