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 Junior Quantitative Liquidity Manager 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;
  • Hedge the company’s FX exposure on a monthly basis;
  • Improving our models and tools for reporting, projecting and stress testing purposes;
  • Taking on daily cash management and reporting tasks; and
  • Help managing the portfolio of sovereign and corporate debt securities

Team

The Asset and Liability Management & Methodology (ALM&M) team’s goal is to deliver on the strategy by optimizing the balance sheet. They 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. And they have a lot of fun along the way! As a team of ambitious young professionals, they regularly unwind midday to compete in our private foosball, pool, and ping pong triathlon competition. Also, next to the company parties and social events they frequently have fun team outings.

They’re a rapidly growing bank and aim to launch new products and services in the near future, which means you’ll get to build new models from the ground up. In the meantime, you are working on further professionalizing our existing models and processes. In a small bank such as ours you can really make a difference and will have a broad set of responsibilities. This can include things such as:

  • Managing the debt securities portfolio through active bond selection using Bloomberg
  • Managing the FX Risk
  • Leading data transformation projects
  • Forecasting the liquidity position and play an active role in investment decisions.
  • Work on the bank’s balance sheet strategy.

They believe 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. With easy access to the management board and a big influence on what you’ll be working on, there’ll never be a dull moment!

Profile

  • Completed a M.Sc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
  • Relevant working experience is a plus.
  • Experienced in any programming or scripting language.
  • Clear communication and proficient interpersonal skills (clearly formulate a perspective, show critical thinking etc.);
  • Structured way of working, able to stay in control in a hectic and demanding environment;
  • 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.

Diversity Statement
Come as you are.  My client has an open workplace with positive vibes. They are inclusive of all nationalities, races and genders.

Interested?

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

Om te solliciteren op deze vacature stuur je je sollicitatie naar patricia@himanagement.nl