Are you passionate about problem solving, interested in the interest rate risk and enjoy improving recurring processes and related controls? As a Senior  ALM Manager you will be responsible for managing and modelling Interest Rate Risk in the Banking Book (IRRBB) in a small and engaged team.

Furthermore, the role will include at least the following:

  •  Preparing decision-making, policies and analyses for senior management;
  •  Reporting the IRRBB position to ALCO;
  •  Managing the interest rate risk through hedging;
  •  Developing and further improving interest rate related models (e.g. Non-Maturing Deposits, Cash Flows, Prepayments, Mortgage Pipeline, Hedge Accounting);
  •  Staying up-to-date with the latest changes in regulation (i.e. EBA, BCBS 239) related to IRRBB management;
  •  Enhancing reporting processes with regard to the automation and quality of the reported data.

The current interest rate environment and upcoming changes in EBA IRRBB regulation make it a very dynamic and exciting time to be part of a first-line of defense ALM team. The combination of the current economic climate and a flat-structured bank offers you a great opportunity to grow professionally and develop a holistic view on interest rate risk of the bank.

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.

On a personal side, They are a fun and multi-national team of curious and knowledgeable people. They perceive work as a challenge to improve the bank. They like to work together and learn from each other through regular knowledge sharing sessions. They also enjoy spending time together outside of the work (e.g. having a drink or a game of padel)

Profile

  • 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.

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