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Job

Senior ALM model developer

  • Location

    Amsterdam

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    90K-110K

  • Contact:

    Maria Lopez-Perea

  • Contact email:

    m.lopezperea@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Job ref:

    MLP1

  • Published:

    10 days ago

  • Duration:

    Permanent

  • Expiry date:

    2022-07-16

  • Startdate:

    ASAP

  • Consultant:

    #

Hamlyn Williams is delighted to be supporting one of the Dutch leading banks for the role of Senior ALM Model Developer. You will be joining the ALM (Asset & Liability Management) modelling team, which is responsible for the development and advice on the bank’s global ALM models (interest rate risk, liquidity, and capital models). The models are used for pricing, funding, hedging and capital requirements. The position offers excellent opportunities to broaden your ALM management, data analytics, and modelling competences while working on your soft skills by advising the bank’s stakeholders.

What you will be responsible for:

  • Developing models that are deeply integrated in the bank’s business model (pricing, hedging, funding) and have impacts across global balance sheets (Net Interest Income, Economic Value and Capital Requirements)
  • Main task: ensure ALM models lead to a stable Net Interest Income and accurate capital requirements
  • Models largely depend on client behaviour, so you will monitor and model the behaviour and spot emerging trend using big data analysis.

What we are looking for:

  • Academic degree (MSc or PhD), quantitative studies such as Econometrics, Mathematics, Engineering & Physics.
  • Finished additional professional qualifications in the financial risk field such as CFA, FRM, or the willingness to do so
  • Relevant experience in the financial sector (e.g. banking, insurance, consulting)
  • Relevant experience with financial risk modelling
  • Strong quantitative skills and being able to put them into practice using programming languages such as Python
  • Proven track record to make high quality deliveries (e.g. memos, presentations, technical modelling documentations, analysis, code) within set timelines

 

If you are looking for an amazing opportunity to further your career please apply here or reach out directly to Maria Lopez-Perea at m.lopezperea@hamlynwilliams.com with a CV.