Job Title: ALM Modelling Consultant
Location: Utrecht, Netherlands
Type: Full-time | Hybrid | Boutique Consultancy

About Us
We are a boutique financial consultancy based in the heart of Utrecht, specialising in risk management, financial modelling, and regulatory advisory services. Our clients include top-tier banks, insurers, and pension funds, and we pride ourselves on delivering tailored, high-impact solutions through deep technical expertise and close client collaboration.

The Role
As an ALM Modelling Consultant, you’ll play a pivotal role in designing, implementing, and enhancing asset and liability management frameworks for our financial sector clients. You’ll work closely with senior stakeholders to translate regulatory requirements and business needs into robust, actionable models.

Key Responsibilities

• Develop and validate ALM and balance sheet management models (IRRBB, liquidity, behavioural modelling, etc.)

• Analyse interest rate and liquidity risk across complex portfolios

• Support clients in implementing regulatory frameworks such as Basel III/IV, EBA IRRBB guidelines, and Solvency II

• Translate business requirements into clear modelling solutions

• Prepare and deliver clear, compelling reports and presentations for clients and regulators

• Collaborate with internal experts and mentor junior team members

Who You Are

• MSc or PhD in a quantitative field (e.g., Econometrics, Mathematics, Physics, Finance)

• 2+ years of experience in ALM, treasury, or risk modelling—preferably in a consultancy or financial institution

• Strong programming skills (e.g., Python, R, MATLAB, or SQL)

• Solid knowledge of financial instruments, interest rate risk, and regulatory frameworks

• Analytical mindset, strong communication skills, and fluent in English (Dutch is a plus)

Why Join Us?

• Work on diverse, high-impact projects with leading financial institutions

• Join a close-knit, intellectually curious team with a flat hierarchy

• Flexible working hours and hybrid work options

• Office located in central Utrecht, easily accessible by public transport