ALM Model Developer - Assets
ING Nederland
ALM Model Developer - Assets
We are looking for a motivated individual to assist with the development and implementation of asset-liability management (ALM) models. The role involves developing, implementing, and maintaining ALM models, collaborating on behavioural models, and conducting sensitivity analysis and stress testing. Candidates should have quantitative studies, experience with model development in large financial institutions, and demonstrated experience with Python, Git, SQL, and complex code repositories.
ALM Model Developer - Assets
We are looking for a motivated individual to assist with the development and implementation of asset-liability management (ALM) models. The role involves developing, implementing, and maintaining ALM models, collaborating on behavioural models, and conducting sensitivity analysis and stress testing. Candidates should have quantitative studies, experience with model development in large financial institutions, and demonstrated experience with Python, Git, SQL, and complex code repositories.
Salary
Core Qualifications
Technical (Must-have)
Soft Skills
Key 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.