ALM Model Developer

Are you passionate about problem solving and coming up with pragmatic solutions while at the same time enhancing and automating recurring processes within a small innovative bank? As an ALM Model Developer you will be responsible for improving the liquidity planning and modelling. Furthermore, the role will include at least the following:

•  Preparing decision-making, policies and analyses for senior management;
•  Performing impact assessments of business cases and investment proposals on available liquidity;
•  Further develop customer behavior models;
•  Improving our models and tools for reporting, projecting and stress testing purposes;
•  Taking on daily cash management and reporting tasks;
•  Staying up-to-date with latest changes in regulations and markets related to liquidity management;
•  Represent the company in group-wide projects within the wider organization.

Team
The Asset and Liability Management & Methodology (ALM&M) team’s goal is to deliver on the company’s strategy by optimizing the balance sheet. We do this by ensuring that the interest rate risk, liquidity risk and FX positions are managed within the boundaries set in the strategies for those risks whilst not losing sight of the profitability of the bank.

My client believes in assigning ownership instead of tasks and, as a result, everyone within the ALM&M team gets the chance to own and be in the lead of a focus area within the team.

 Profile

• Completed a M.Sc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
• 2 to 5 years of relevant working experience in financial modelling, ALM or balance sheet management;
• Experience with VBA (excel), R, or Python is a must. SQL is a plus;
• Experience with ALM / Risk software solutions such as QRM or Ambit Focus is preferred;
• Clear communication and proficient interpersonal skills (clearly formulate a perspective, show critical thinking etc.);
• Able to work under pressure in a focused and precise manner;
• Self-starter with the ability, agility and motivation for self-learning; and
• Excellent control of the English language, both written and verbally. Dutch is a bonus.

Are you interested in joining our client? We look forward to receiving your cv. For more information about the role, you can contact Patricia Koekenbier @ patricia@himanagement.nl or 0630400141