Senior ALM Model Developer

<p></p><p>We're looking for a motivated individual to assist with the development and implementation of asset-liability management (ALM) models. As a senior ALM modeler, you'll work closely with our ALM team to support the development of financial projections and scenarios for various ALM models.</p><p></p><p><b>Roles and responsibilities</b></p><ul><li><p>Work on developing and maintaining ALM models, including data input, model calibration, and scenario analysis.</p></li><li><p>Guide and collaborate with the team to develop behavioural models that capture customer behaviour over time.</p></li><li><p>Conduct sensitivity analysis and stress testing of the ALM models to assess the impact of various risk factors on the financial projections.</p></li><li><p>Analyze the results to identify potential areas of risk or opportunity.</p></li><li><p>Prepare presentations and reports for internal stakeholders.</p></li></ul><p></p><p><b>How to succeed</b></p><p>W<span>e hire talented and skilled people like you for your potential and your ability to contribute. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility and be a team player.</span></p><p>We are looking for you if you have:</p><ul><li><p>An academic degree (MSc or PhD), quantitative studies such as Econometrics, Mathematics, Engineering &amp; Physics.</p></li><li><p>Finished additional professional qualifications in the financial risk field such as CFA, FRM, or the willingness to do so.</p></li><li><p>Experience with Python.</p></li><li><p>Experience with model development in large financial institutions.</p></li></ul><p>Additionally,  you should be:</p><ul><li><p>Proactive and analytical.</p></li><li><p>Open and strong in communication.</p></li><li><p>Problem solving and determined to finish on time.</p></li></ul><p></p><p><b>Rewards and benefits</b><br/>We want to make sure that it’s possible for you to strike the right balance between your career and your private life. <a href="https://careers.ing.com/en/benefits-NL" rel="noopener noreferrer" target="_blank">Find out more about our employment conditions.</a> The benefits of working with us at ING include:</p><ul><li><p><span>A base salary in scale 11</span> (€ 5.212 - € 8.387 gross per month based on 36 hours)</p></li><li><p>24-27 vacation days depending on contract</p></li><li><p>Pension scheme</p></li><li><p>13th month salary</p></li><li><p>8% Holiday payment</p></li><li><p>Mobility card</p></li><li><p>Hybrid working</p></li><li><p>Personal growth and challenging work with endless possibilities</p></li><li><p>An informal working environment with innovative colleagues</p></li></ul><p></p><p><b>About us</b><br/>Curious about how ING empowers people and businesses to move forward<a href="https://careers.ing.com/en/working-in-the-netherlands" rel="noopener noreferrer" target="_blank">? Discover what we do and what we can offer you</a>.</p><p></p><p><b>Questions?</b><br/>Contact the recruiter attached to the advertisement. Want to apply directly? Please upload your CV and motivation letter by clicking the ‘Apply’ button.</p>