Senior ALM Model Developer
1 maand geleden
Our ALM Modelling team is a dynamic group of professionals responsible for developing and advising on ING's global ALM models. We work closely with stakeholders at Head Office and local business stakeholders to ensure our models are accurate and effective.
Key Responsibilities- Develop and maintain complex ALM models for pricing, hedging, and funding purposes.
- Collaborate with stakeholders to ensure models meet business needs and regulatory requirements.
- Monitor and model client behaviour to inform model development and improve accuracy.
- Contribute to the development of regulatory models for NII and EVE Supervisory outlier tests.
- Work with big data analytics to identify emerging trends and inform model development.
- Academic degree in a quantitative field such as Econometrics, Mathematics, or Engineering & Physics.
- Relevant experience in the financial sector, particularly in IRRBB domain.
- Strong quantitative skills and experience with programming languages such as Python.
- Excellent analytical skills and attention to detail.
- Ability to challenge the status quo and think creatively.
- Great team player skills and fluency in English.
- Tailored salary and benefits package.
- 24-27 vacation days depending on contract.
- Pension scheme and 13th month salary.
- Individual Savings Contribution (BIS) and 8% Holiday payment.
- Hybrid working arrangement and opportunities for personal growth.
We adhere to the ING values and expect our employees to align their behaviour with these principles. We also require our employees to take the Banker's Oath.
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