ALM Modelling Expert

5 dagen geleden


Utrecht, Utrecht, Nederland De Volksbank Voltijd
About the Job

As an ALM Modeller, you will have a unique perspective on the activities of De Volksbank. You will work closely with various teams within the bank, including Balance Sheet Management, Financial Markets, and Model Validation.

Key Responsibilities
  • You will be responsible for developing behavioural models used for interest rate, credit spread, and liquidity risk management from start to finish.
  • You will be involved in every step of the model lifecycle, from development and implementation to reviewing and supporting the validation of market risk models.
Requirements

To succeed in this role, you will need:

  • A Master's degree or Ph.D. in econometrics, mathematics, physics, or a similar field.
  • At least three years' experience working in a relevant field such as quantitative financial modelling, model development, and/or model validation.
  • Programming skills and experience in analysing large data sets (experience with MATLAB and Python is particularly valuable).
What We Offer

We offer a competitive salary between €57,336 and €88,210 (job scale 10) based on a 36-hour workweek. In addition, you can expect:

  • a 36-hour workweek, allowing for a healthy work-life balance;
  • An individual choice budget (IKB), giving you flexibility in your compensation package;
  • A good collective pension plan with a Volksbank contribution of 22.5% of your salary;
  • The opportunity to work from home and enjoy a bicycle-friendly work environment;
  • A personal training budget of €750 per year, in addition to standard training opportunities;
  • Every five years, a budget of €900 to furnish your home office;
  • An NS Business Card and compensation per km if you cycle to work;
  • A partially paid voluntary work program;
  • A vitality program with workshops and coaching for your mental and physical health.


  • Utrecht, Utrecht, Nederland De Volksbank Voltijd

    About De VolksbankDe Volksbank is a dynamic and innovative bank that prioritizes people and their growth. As an ALM model developer, you will join our team of dedicated professionals who are passionate about creating financial models that secure compliance and meet the demands of our changing environment.We operate in a collaborative and agile work...

  • Azure Data Engineer

    1 maand geleden


    Utrecht, Utrecht, Nederland Rabobank Voltijd

    About the JobWe're looking for a skilled Azure Data Engineer to join our Treasury ALM Tribe. As a member of this cross-functional team, you'll play a crucial role in the migration process to our strategic data platform, integrating the new calculation engine, and executing the EBA NII Stress Test.Your ResponsibilitiesAs an Azure Data Engineer, you'll be...

  • ALM Model Developer

    3 weken geleden


    Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the JobAs an ALM Modeller at de Volksbank, you will have a unique view of the bank's activities. You will maintain close contact with various teams within the bank, including Balance Sheet Management, Financial Markets, and Model Validation.You will be responsible for developing behavioral models used for interest rate, credit spread, and liquidity...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Company Overviewde Volksbank, the parent company of SNS, ASN Bank, RegioBank and BLG Wonen, is a leading financial institution in the Netherlands.SalaryThe gross annual salary for this position is between €65,821 and €101,264 (scale 11) based on a 36-hour work week.Job DescriptionAs a Senior Credit Risk Modeller, you will play a key role in developing...


  • Utrecht, Utrecht, Nederland Rabobank Voltijd

    Rabobank is a Dutch bank that operates in 38 countries, serving over 9 million customers. We're committed to creating a world where everyone has access to healthy food and a happy life.About the RoleWe're seeking a talented individual to join our Data & Analytics Starters Program as a Junior Capital Modelling & Solutions Expert. As part of our Capital...


  • Utrecht, Utrecht, Nederland De Volksbank Voltijd

    About the JobWe are looking for an ALM Modeller to join our team in Balance Sheet Management. As an ALM Modeller, you will be responsible for developing and maintaining models used for interest rate, credit spread and liquidity risk management.Key ResponsibilitiesDevelop and implement models for risk managementMaintain close contact with various teams within...


  • Utrecht, Utrecht, Nederland Info Support Voltijd

    Wat doen wij?We zijn specialist in maatwerksoftware, data/AI oplossingen, beheer en trainingen. Wij bieden solide en innovatieve oplossingen voor complexe softwarevraagstukken.Omschrijving van de functieWe zoeken een Senior Data Scientist die onze klanten helpt bij het maximaliseren van hun data.Afzonderlijk gegevens worden geminimaliseerd of gefilterd zodat...


  • Utrecht, Utrecht, Nederland Universiteit Utrecht Voltijd

    Job DescriptionWe are seeking a highly skilled Sustainable Hydropower Expert to join our team at Universiteit Utrecht.About the JobIn this role, you will contribute to our research on creating climate-proof hydropower reservoir systems in river basins. You will work closely with our interdisciplinary team to develop advanced modelling frameworks and...

  • Financieel Expert

    1 dag geleden


    Utrecht, Utrecht, Nederland Page Personnel Voltijd

    Over onze klantOnze klant is een stichting die zich inzet voor mensen met een achterstand binnen de samenleving. Onderwerpen die ze behandelen zijn gepaard met overschrijdende verwachtingen.SalarisWe bieden een uitstekend salaris dat aansluit bij jouw ervaring en kwalificaties. Het is ongeveer €55.000 per jaar, afhankelijk van je niveau en de...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    Job SummaryWe are seeking a Senior Financial Risk Management Expert to join our team at de Volksbank in Utrecht. As a key member of our Expertise Center Risk, you will be responsible for managing and mitigating financial risks within the organization.ResponsibilitiesDevelop and implement risk management strategies to minimize potential losses and maximize...


  • Utrecht, Utrecht, Nederland Kracht Recruitment Voltijd

    Bekijk onze vacature voor een bouwkundig expert als je bent geïnteresseerd in een uitdagende rol binnen de calculatieafdeling van dit professionele bouwbedrijf.Wat ga je doen?Jij bent verantwoordelijk voor het bepalen van de kostprijs van complexe bouwprojecten. Je werkt nauw samen met collega's en andere stakeholders om ervoor te zorgen dat projecten op...


  • Utrecht, Utrecht, Nederland Independent Recruiters Voltijd

    Onze cliënt is een toonaangevend bedrijf in de marketingindustrie en biedt expertise op het gebied van prijzingsadviezen aan bij organisaties in verschillende sectoren. Dit doen ze door middel van unieke onderzoeksmethoden en innovatieve software. Ondanks hun voortdurende groei werkt dit bedrijf al ruim 20 jaar samen met de grootste spelers op de...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About the RoleYou will be part of the ALM Modelling team within the Balance Sheet Management department, working alongside a dedicated team of 10-20 colleagues focused on model development and implementation. Your daily interactions will involve close collaboration with other model development teams responsible for Regulatory Capital modelling and IFRS...


  • Utrecht, Utrecht, Nederland de Volksbank Voltijd

    About de VolksbankDe Volksbank is a bank where people take center stage. As an ALM Modeller, you have a unique view of the activities of de Volksbank. You have very diverse contacts within the bank, including Balance Sheet Management, Financial Markets, and Model Validation.The gross annual salary for this position is between € 57.336 and € 88.210 (job...


  • Utrecht, Utrecht, Nederland d-fine Voltijd

    We are a European consulting company with over 1, employees and 11 locations across seven countries. Our projects focus on data analytics, data science, modelling, and sustainable technological solutions.Our Dutch office in Utrecht is seeking dedicated Experts to join our expanding team. As we continue to evolve, we deliver exceptional services to clients in...

  • BIM Specialist Bouwmanager

    7 dagen geleden


    Utrecht, Utrecht, Nederland Kracht Recruitment Voltijd

    FunctieKracht Recruitment zoekt een BIM specialist bouwmanager voor onze opdrachtgever. Als expert in BIM (Building Information Modelling) ben je verantwoordelijk voor het implementeren en onderhouden van BIM-strategieën en -visies. Je werkt nauw samen met stakeholders om innovatie en digitalisering binnen het team te bevorderen.Je bent de eigenaar van het...


  • Utrecht, Utrecht, Nederland STAFIDE Voltijd

    Beschrijving van de BaanOverzichtIn onze organisatie STAFIDE, waar we ons toeleggen op het voorkomen en bestrijden van financiële misdrijven, zijn wij op zoek naar een ervaren Data Scientist. Als Senior Data Scientist zul je de leiding geven aan de ontwikkeling en optimalisatie van data science-modellen om criminele activiteiten zoals witwassen van geld en...


  • Utrecht, Utrecht, Nederland HKU Voltijd

    Full-time/Part-time Senior Research AssistantWe are seeking a highly motivated and experienced researcher to join our team as a Senior Research Assistant in the Department of Anaesthesiology at HKU. The appointee will work closely with the Principal Investigator to implement research projects, manage large population-based datasets, and conduct statistical...


  • Utrecht, Utrecht, Nederland TNO Voltijd

    About this position">The Research group RAPID specialises in multidisciplinary projects on the assessment of health risks due to potentially hazardous exposures in the general population or workers. With around 50 members, RAPID consists of various expertise all related to risk analysis, including toxicology, epidemiology, exposome, chemistry, occupational...


  • Utrecht, Utrecht, Nederland Rabobank Voltijd

    We are a Dutch bank that operates in 38 countries, serving over 9.5 million customers.About the RoleThis position is part of our transformative journey to create a world where everyone has access to enough healthy food.As a member of our cross-functional EBA NII Stress Testing Migration squad, you will play a pivotal role in the migration process.This...