Quantitative ALM Specialist

Are you passionate about problem solving and strategic thinking while at the same time optimizing and automating recurring processes within a small innovative bank?

As a Quantitative Asset Liability Management (ALM) specialist you will be responsible for managing the interest rate, liquidity and FX risk of the bank. Further the role will initially include at least the following:

• Preparing decision-making, policies and analyses for senior management;
• Ensuring senior management is properly advised in regard to interest rate, liquidity and FX risk;
• Design and implementation of methodology in ALM domain;
• Design and implementation of hedging strategies including hedge accounting;
• Improving the ALM models and tools;
• Staying up-to-date with latest changes in regulations and markets related to Interest Rate Risk in the Banking Book; and
• Collaborating with stakeholders within the wider organization.

The team

The goal is to deliver on strategy by optimizing the balance sheet. They do this by ensuring that the interest rate risk, liquidity risk and FX positions of this online bank is managed within the boundaries set in the strategies for those risks. Everyone within the ALM and Methodology team gets the chance to own and be in the lead of a focus area within this team to achieve a lot in a short space of time.

Your profile

• Completed (or in the process of completing) a MSc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
• relevant work experience in ALM
• Experience with PowerPoint, Word, Excel (presentation skills, financial modelling etc.);
• Clear communication and strong interpersonal skills (clearly formulate a perspective, show critical thinking etc.);
• Self-starter with the ability, agility and motivation for self-learning;
• Achieved exemplary grades, and preferably have experience in other positions, or perhaps have completed an internship abroad; and
• Programming experience is a bonus.

Interested?

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