Eames Consulting is currently partnered with an Investment Bank in Amsterdam, searching for an ALM Modeller to join their ALM (Asset & Liability Management) Team within the Financial Risk Model Development department.
The ALM modelling team is an energetic team of highly qualified professionals. They are responsible for the development and advice on global ALM models (interest rate risk, liquidity and capital models). The models are used for pricing, funding, hedging and capital requirements purposes. They maintain close relations with our stakeholders at Head Office (e.g. Financial Risk, Risk & Capital Integration, Treasury, Model Validation) and local business stakeholders in Germany, Belgium, Netherlands, Poland, Spain, Turkey, Australia, etc
Responsibilities include (but not limited to):
- You will become responsible for developing models that are deeply integrated into our business model (pricing, hedging, funding) and have impacts across global balance sheet (Net Interest Income, Economic Value and Capital Requirements). The ALM models cover global customer lending products (e.g. mortgages, Wholesale Banking, mid-corps and SME Lending) and global customer deposits products (current accounts, savings).
- You will perform this responsibility in one of our four squads (one squad is based in Poland).
- Your main task will be to ensure ALM models lead to a stable Net Interest Income and accurate capital requirements. The models are largely dependent on client behaviour, so you will monitor and model the behaviour and spot emerging trends using big data analytics.
Skills and Competencies
- An academic degree (MSc or PhD), quantitative studies such as Econometrics, Mathematics, Engineering & Physics
- Finished additional professional qualifications in the financial risk field such as CFA, FRM
- Relevant experience in the financial sector (eg. banking, insurance, consulting), preferably in a regulatory context
- Experience with financial risk modelling, preferably in the area of ALM
- Leadership & project management skills
- Advisory experience at senior level (e.g. ALCO, MT’s)
- Excellent analytical skills with a strong attention to detail
- Interest in financial services, an innovative take on banking and an unconditional drive to turn your ideas into reality
- The ability to challenge the status quo
- Great team player skills
