ALM/Mark Risk Modeller

ALM/MARK RISK MODELLER IT

Financial Risk Model Development comprises of a team of 65 modelling experts, who are determined to develop the best possible financial risk models to empower our customers to stay ahead financially, in life and business. Our expertise lies in the development and management of ALM, Credit and Trading Risk models, with state-of-the-art modelling methods, tooling and data processing technologies. The position also offers excellent opportunities to broaden your model development skills in Financial Markets and Credit Risk.

WHAT WILL THE SUCCESSFUL ALM/MARK RISK MODELLER DO?

We are looking for an additional team member who wants to further develop a successful career in Market Risk Modelling. You will play a crucial role in the development of risk methodologies for the measurement and management of market risks. The models that you develop will cover all products and geographical regions in the Banking portfolio.

THE SUCCESSFUL ALM/MARK RISK MODELLER WILL HAVE:

- At least 2 years of experience in ALM modelling
- Developing, improving, analysing and documenting ALM models knowledge
- Knowledge transfers to the locations for the models developed
- Some programming experience (eg Python, R)
- Sound knowledge of financial engineering, statistical modelling (and tools) and econometric methods
- An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
- Project and stakeholder management to make sure models and activities are planned and developed in time