ALM Model Developer

7 uur geleden


Utrecht, Utrecht, Nederland de Volksbank Voltijd
About the Job

As 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 risk management from start to finish. This includes acting as a quantitative analyst and data scientist to develop predictive models.

The scope of your work will involve every step of the model lifecycle, from development and implementation to reviewing and supporting the validation of market risk models. You will use metrics and methods such as economic value, base point valuation, funds transfer pricing, and earnings at risk.

To secure validation and implementation, you will collaborate closely with multiple stakeholders, including the model owner, users, data owners, and management.

Working in an agile team dedicated to ALM models, you will play an active role in translating the requirements of the model owner into creative solutions. You will also support the Product Owner in achieving the team's mission.

At de Volksbank, you will continue to evolve and develop your own full potential, moving to other teams and roles depending on your ambitions and interests.

This is a challenging and rewarding opportunity for a skilled professional who wants to make a real impact on the bank's risk management practices.

Salary and Benefits

We offer a competitive salary of between € 57,336 and € 88,210 per year, based on a 36-hour work week (including 13th month and holiday allowance). Additional benefits include:



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