ALM Modelling Expert
5 dagen geleden
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.
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).
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.
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