Senior ALM Modeller

Organisatie
Locatie
Utrecht
Opleidingsniveau
WO
Arbeidsvoorwaarden
Marktconform
Zo ziet jouw baan eruit

Do you want to work as a ALM Modeller? Do you enjoy exploring new and innovative ways to create financial models? Then this position is for you! In this role you can immerse yourself in the intriguing world of models. You maintain close contact with various teams within the bank. Will you join our department?

About the job
As a ALM Modeller you have a unique view of the activities of de Volksbank. You have very diverse contacts within the bank, including Balance Sheet Management, Financial Markets, and Model Validation. In this position you will act as a quantitative analyst and data scientist to develop behavioural models used for interest rate and liquidity risk management from start to finish.

Leveraging your knowledge of risk management, data analysis and modelling, you translate ever changing regulations into predictive models, which you improve continuously. Your models secure compliance and meet demands of our changing society. An example? The consequences of the prolonged low interest rates on the behaviour of our clients’ savings accounts. Your models enable optimal management and hedging of the interest rate risk position of the bank.

You’ll be involved in every step of the market risk model lifecycle, from development and programming, to reviewing and supporting the validation of market risk models. Metrics and methods used include economic value, key rate durations and earnings at risk. To secure validation and implementation, you’ll discuss the models with multiple stakeholders, such as the model owner, users, data owners and management.

Working in a scrum team dedicated to ALM models, you’re responsible for more than modelling. You’ll play an active role in translating the requirements of the model owner into creative solutions. While supporting the Product Owner in achieving the team’s mission. At De Volksbank, you continue to evolve and develop your own full potential, moving to other teams and roles depending on your ambitions and interests.

About the Modelling department
You will join one of the two Market Risk Modelling scrum teams within the Modelling Cluster. Other scrum teams in the cluster are responsible for Regulatory Capital modelling, IFRS modelling, and Advance Analytics. Your will have 20-30 colleagues, who are all quantitative professionals sharing a drive to continuously improve our predictive risk models. People matter to us, which is reflected in our working environment.

De Volksbank has a warm and inclusive culture, and colleagues are approachable and helpful. You are encouraged to take on responsibilities, allowing you to make an impact to the organization. De Volksbank recently adopted a new way of working in which we incorporated Agile and lean techniques to further increase our transparency, efficiency and effectiveness.

Your qualities and personal traits
You thrive on working in teams. Because together you achieve results that matter. While your eagerness to learn helps you continuously improve your own skills too. Putting your communication skills to good use, you excel in stakeholder management, convincing internal users of the value of your models. As senior you will coach your colleagues and help them to develop.

Moreover, you have

  • Obtained at least a MSc Degree in a study with a financial and/or quantitative background (having a PhD is considered an advantage);
  • More than 5 years of working experience in a relevant field such as quantitative financial modelling, model development, and/or model validation;
  • Programming skills and experience in analysing large data sets (experience with MATLAB is particularly valuable);
  • A strong drive to gain more expertise in model development and banking regulations;
  • An advanced command of English, and at least a basic understanding of Dutch (or the willingness to get it) to participate more easily in the organization.

Interested?

If you recognize yourself in this role, we encourage you to apply for this position. At De Volksbank we embrace the diversity among our colleagues - we would love to get to know you !Upload your cover letter and CV using the application button. We’ll be in touch as soon as possible. For more information about the role or the application procedure, please contact Marielle Jenneskens, recruiter, at?marielle.jenneskens@devolksbank.nl.

Vacature informatie

Organisatie: de Volksbank

Locatie: Utrecht

Opleidingsniveau: WO

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