Senior ALM Model Developer & Liquidity Specialist

The organisation

The Team

The Asset and Liability Management & Methodology (ALM&M) team’s goal is to deliver on the 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.

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

They are 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, we’re working on further professionalizing the existing models and processes. In a small bank such as these you can really make a difference and can take on a broad set of responsibilities. Next to modeling, this can include things such as:

• Managing the debt securities portfolio
• 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.

They believe 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!

The position

Are you passionate about problem solving and coming up with pragmatic solutions while at the same time enhancing and professionalizing ALM models within a small innovative bank? As a Senior ALM Model Developer & Liquidity Specialist you will be responsible for improving liquidity models and collaborate in various internal and external projects. Furthermore, the role will include at least the following: 

• Aiding decision-making, preparing policies and analyses for senior management;
• Performing impact assessments of business cases and investment proposals on available liquidity;
• Further develop customer behavior models;
• Guiding juniors to work together in closing model validation findings in a structured manner
• Improving models and tools for reporting, projecting and stress testing purposes; and
• Staying up-to-date with latest changes in regulations and markets related to liquidity management;
• Represent the organization in group-wide projects within the wider organization.

Candidate profile

There is no set route to become a great Domain Lead. But to be successful in this role, this is the kind of profile they have in mind:

• Completed a M.Sc. in Quantitative Finance, Econometrics, Mathematics, Physics or similar academic programs;
• > 8 years of relevant working experience in financial modelling, ALM or balance sheet management;
• Modelling experience in R or Python, as well as experience with SQL. Experience with dbt 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.

Interested?

Are you interested in this role? We look forward to receiving your cv by using the form below. For more information about the role, you can contact Patricia Koekenbier, 06-30400141.