ALM Model Developer - Assets

We're looking for a motivated individual to assist with the development and implementation of asset-liability management (ALM) models.

Responsibilities

• Work on developing, implementing and maintaining ALM models, including data input, model calibration, and scenario analysis.
• 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 are looking for you if you have

• 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 behavioural modelling and pricing of Revolving Credit Facilities
• Demonstrated experience with developing data processing frameworks for behavioural modelling
• Demonstrated experience with prepayment modelling, including segmentation frameworks
• Demonstrated experience with retail and wholesale banking pipeline modelling
• Demonstrated experience with model monitoring and development of backtesting frameworks
• Demonstrated experience with Python, Git, SQL and complex code repositories

Additionally, you should be

• Proactive and analytical.
• Open and strong in communication.
• Problem solving and determined 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.