ALM Model Architect — Hybrid & Data-Driven

ing; Amsterdam; Hybrid; EUR 70,000 - 100,000; Full time

Benefits offered by this job

Hybrid working

Pension scheme

13th month salary

8% Holiday payment

Job summary

ING is seeking a motivated analytics professional to assist with development and implementation of asset-liability management models in Amsterdam. You will input data, calibrate models and run scenario analyses.

The role requires expertise in behavioural modelling, data processing, prepayment and RBI modelling, as well as experience with Python, SQL and Git. Hybdrid working and strong communication are valued.

Qualifications

• Quantitative studies in Econometrics, Mathematics, Engineering or Physics.
• Willingness to pursue CFA/FRM or holding these qualifications.
• Experience with model development in large financial institutions.
• Hands-on experience with behavioural modelling and pricing of Revolving Credit Facilities.
• Experience with developing data processing frameworks for behavioural modelling.
• Experience with prepayment modelling and segmentation frameworks.
• Experience with retail and wholesale banking pipeline modelling.
• Experience with model monitoring and backtesting frameworks.
• Proficiency in Python, Git and SQL, with managing large code repositories.

Responsibilities

• Develop, implement and maintain ALM models including data input, model calibration, and scenario analysis.
• Collaborate to develop behavioural models that capture customer behaviour over time.
• Conduct sensitivity analysis and stress testing of ALM models for risk factors impact.
• Analyse results to identify potential risk or opportunity.
• Prepare presentations and reports for internal stakeholders.

Skills

Quantitative studies

Behavioural modelling

Python

Git

SQL

Data processing frameworks

Education

Econometrics

Mathematics

Engineering & Physics

Tools

Revolving Credit Facilities pricing

Job description

ING is seeking a motivated analytics professional to assist with development and implementation of asset-liability management models in Amsterdam. You will input data, calibrate models and run scenario analyses.

The role requires expertise in behavioural modelling, data processing, prepayment and RBI modelling, as well as experience with Python, SQL and Git. Hybdrid working and strong communication are valued.