Alm Model Developer - Assets

ing bank personeel

📍 cdr amsterdam - cedar netherlands🕐 10d ago🔗 workday

Job Description

We're looking for a motivated individual to assist with the development and implementation of asset-liability management (ALM) models. **Responsibilities** * Work on developing, implementing and maintaining ALM models, including data input, model calibration, and scenario analysis. * Collaborate with the team to develop behavioural models that capture customer behaviour over time. * Conduct sensitivity analysis and stress testing of the ALM models to assess the impact of various risk factors on the financial projections. * Analyse the results to identify potential areas of risk or opportunity. * Prepare presentations and reports for internal stakeholders. **How to succeed** We are looking for you if you have: * 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 * Experience with model development in large financial institutions * Demonstrated hands-on experience with behavioural modelling and pricing of Revolving Credit Facilities * Demonstrated experience with developing data processing frameworks for behavioural modelling * Demonstrated experience with prepayment modelling, including segmentation frameworks * Demonstrated experience with retail and wholesale banking pipeline modelling * Demonstrated experience with model monitoring and development of backtesting frameworks * Demonstrated experience with Python, Git, SQL and complex code repositories Additionally,  you should be: * Proactive and analytical. * Open and strong in communication. * Problem solving and determined to finish on time. **Rewards and benefits**  We want to make sure that it’s possible for you to strike the right balance between your career and your private life. [Find out more about our employment conditions](http://careers.ing.com/en/working-in-the-netherlands).    The benefits of working with us at ING include:  * 25-28 vacation days depending on contract  * Pension scheme  * 13th month salary  * 8% Holiday payment  * Hybrid working   * Personal growth and challenging work with endless possibilities  * An informal working environment with innovative colleagues    **About us**  Curious about how ING empowers people and businesses to move forward? [Discover what we do and what we can offer you.](http://careers.ing.com/en/benefits-NL) **Questions?**  Please visit our [Frequently Asked Questions](https://careers.ing.com/en/working-in-the-netherlands-recruitment-FAQ) section to find some answers on questions you might have.
Alm Model Developer - Assets at ing bank personeel | MergeJobs