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.