- Location
- CDR (Amsterdam - Cedar), Netherlands
- Workplace
- Hybrid
- Type
- Full-time
- Department
- IT
- Seniority
- Senior
- Closing date
- Today
- Source
- Workday
Description
Senior position in ALM Model Development – Liabilities. We’re looking for a motivated and knowledgeable individual to be part of our model development team as a senior model developer.
The team
You will be part of the model development team, working together with colleagues on the development and improvement of ALM and behavioural models, and contributing to the quality and standards within the department.
Roles and responsibilities
In this role, you will:
Work on developing, implementing and maintaining ALM models, including data input, model calibration, and scenario analysis.
Provide quality assurance for model developers in the department.
Be a role model for model developers in the department.
Collaborate with the team to develop behavioural models that capture customer behaviour over time.
Conduct sensitivity analysis and stress testing of the ALM models to assess the impact of various risk factors on the financial projections.
Analyse the results to identify potential areas of risk or opportunity.
Prepare presentations and reports for internal stakeholders.
How to succeed
We hire smart people like you for your potential. Our biggest expectation is that you’ll stay curious. Keep learning. Take on responsibility. In return, we’ll back you to develop into an even more awesome version of yourself.
Quantitative studies such as Econometrics, Mathematics, Engineering & Physics.
Finished additional professional qualifications in the financial risk field such as CFA, FRM, or the willingness to do so.
Experience with model development in large financial institutions.
Demonstrated hands-on experience with current accounts behavioural and EC modelling.
Demonstrated hands-on experience with savings modelling.
Demonstrated experience with hedging models and understanding of EVE and NPV frameworks.
Demonstrated experience with pricing and business strategies.
Demonstrated experience delivering strategic model development projects and senior stakeholder management.
Demonstrated experience with Python, Git, SQL and complex code repositories.
Proactive, analytical, open in communication, and problem solving, with a determination to finish on time.
Rewards and benefits
We want to make sure that it’s possible for you to strike the right balance between your career and your private life. Find out more about our employment conditions.
The benefits of working with us at ING include:
25-28 vacation days depending on contract
Pension scheme
13th month salary
8% Holiday payment
Hybrid working
Personal growth and challenging work with endless possibilities
An informal working environment with innovative colleagues
About us
Curious about how ING empowers people and businesses to move forward?
Discover what we do and what we can offer you
Questions
Please visit our Frequently Asked Questions section to find some answers on questions you might have.
Contact the recruiter attached to the advertisement. Want to apply directly? Please upload your CV and motivation letter by clicking the ‘Apply’ button.