Junior ALM Model Developer | Hybrid, Growth & Python

ING; Amsterdam; Hybrid; EUR 52,000 - 72,000; Full time

Benefits offered by this job

Vacation days 25-28

Pension scheme

13th month salary

8% Holiday payment

Hybrid working

Personal growth and challenging work

Informal working environment

Job summary

ING in Amsterdam seeks a motivated junior ALM modeler to assist with developing and implementing asset-liability management models, calibrating data inputs, and running scenario analyses.

You will work closely with the ALM team, build behavioural and risk models, and prepare presentations for stakeholders while embracing a hybrid work environment. Applicants should have quantitative studies background, Python experience, and interest in finance.

Qualifications

• 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 programming languages (e.g. Python).
• Experience with model development in large financial institutions.

Responsibilities

• Work on developing 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.
• Analyze the results to identify potential areas of risk or opportunity.
• Help prepare presentations and reports for internal stakeholders.

Skills

Python

Education

Econometrics

Mathematics

Engineering & Physics

CFA

FRM

Job description

ING in Amsterdam seeks a motivated junior ALM modeler to assist with developing and implementing asset-liability management models, calibrating data inputs, and running scenario analyses.

You will work closely with the ALM team, build behavioural and risk models, and prepare presentations for stakeholders while embracing a hybrid work environment. Applicants should have quantitative studies background, Python experience, and interest in finance.