ALM Model Developer - Assets

Over de functie

We're looking for a motivated individual to assist with the development and implementation of asset-liability management (ALM) models.ResponsibilitiesWork 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 succeedWe 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 soExperience with model development in large financial institutionsDemonstrated hands-on experience with behavioural modelling and pricing of Revolving Credit FacilitiesDemonstrated experience with developing data processing frameworks for behavioural modellingDemonstrated experience with prepayment modelling, including segmentation frameworksDemonstrated experience with retail and wholesale banking pipeline modellingDemonstrated experience with model monitoring and development of backtesting frameworksDemonstrated experience with Python, Git, SQL and complex code repositoriesAdditionally,  you should be:Proactive and analytical.Open and strong in communication.Problem solving and determined to finish on time.Rewards and benefitsWe 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.   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 usCurious about how ING empowers people and businesses to move forward? Discover what we do and what we can offer you.Questions?Please visit our Frequently Asked Questions section to find some answers on questions you might have.