Senior ALM Model Developer

For my client I’m searching a Senior ALM Model Developer who is going to be part of het Asset and Liability Management & Methodology team.

The ALM&M team’s goal is to deliver on the company’s 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.

They have a lot of fun along the way! As a team of ambitious young professionals, they regularly unwind midday to compete in their private foosball, pool, and ping pong triathlon competition. Also, next to the company parties and social events they frequently have fun team outings.

My client is 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, they’re working on further professionalizing their existing models and processes. In a small bank you can really make a change and will have a broad set of responsibilities. Next to modeling, 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.

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. 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;
• Minimum of 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