ALM Model Developer | Hybrid Work & Growth

ING Nederland; Amsterdam; Hybrid; EUR 70,000 - 110,000; Full time

Benefits offered by this job

Hybrid working

Pension scheme

13th month salary

8% Holiday payment

Vacation days 25-28

Job summary

ING Nederland is seeking a motivated professional to assist with developing and implementing asset-liability management (ALM) models. You will work on data input, calibration, and scenario analysis while collaborating on behavioural models that capture customer behavior over time.

The role involves sensitivity analysis, stress testing, and reporting for internal stakeholders. Hybrid work is available with a focus on rigorous analytical problem solving.

Qualifications

• Degree in econometrics, mathematics, engineering or physics.
• Willingness to pursue CFA/FRM or holds those qualifications.
• Experience with model development in large financial institutions.
• Hands-on experience with behavioural modelling and pricing of Revolving Credit Facilities.
• Experience with 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.
• Proficient in Python, Git, SQL and managing code repositories.

Responsibilities

• Develop, implement and maintain ALM models including data input and calibration.
• Collaborate to develop behavioural models capturing customer behaviour over time.
• Conduct sensitivity analysis and stress testing of ALM models.
• Analyse results to identify risks or opportunities.
• Prepare presentations and reports for internal stakeholders.

Skills

Python

Git

SQL

Education

Quantitative degree (Econometrics/Mathematics/Engineering/Physics)

Tools

Backtesting frameworks

Data processing frameworks

Job description

ING Nederland is seeking a motivated professional to assist with developing and implementing asset-liability management (ALM) models. You will work on data input, calibration, and scenario analysis while collaborating on behavioural models that capture customer behavior over time.

The role involves sensitivity analysis, stress testing, and reporting for internal stakeholders. Hybrid work is available with a focus on rigorous analytical problem solving.