Global Head of Market Risk in the Banking Book
You and your job
As the Global Head of MRBB, you will take on the challenge of understanding what drives our clients and how this interacts with financial markets and balance sheet developments. You will have end-to-end responsibility for the management of Interest Rate Risk and Credit Spread risk and FX risks in the banking book, from investment strategies to risk methodology and funds transfer pricing.
This position is placed within the Treasury department. You will oversee two teams and act as the Business Owner for Treasury wide change programs for the management of MRBB. You will report to the Global Head of Balance Sheet Management and be a member of the BSM management team. You will collaborate with partners in the Treasury value chain to achieve outstanding results. Regular meetings with JST on 1st line risk management and strategic reporting to ALCO and the Managing Board will be part of your routine.
Top responsibilities
- Prudently and transparently manage the market risks in the banking book globally
- Drive forward the change agenda for MRBB in Treasury
- Build winning teams and unlock the potential of your team members
- Adhere to relevant regulation
You and your talent
As a leader within Rabobank, you have an empowering leadership style focused on the strength of diversity and you create, facilitate and inspire high performing teams to achieve results together. As a leader in BSM you promote responsible risk-taking and long-term value creation for the benefit of the Rabobank Group. You take responsibility, facilitate and inspire the teams, and seek collaboration actively with a solution-focused mindset.
In addition, it is important that you recognize yourself in the checklist below:
- A master in Econom(etr)ics, Finance, Engineering or Maths/Physics;
- Significant experience in senior management and banking – ideally within wholesale banking, risk, treasury, position management;
- Deep understanding of financial markets;
- Experience with managing teams, attracting and growing talent;
- Proactive mindset, embracing new challenges as opportunities for growth;
- Ability to convey complex messages in a simple, inspiring and impactful way to senior management;
