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ALM Model Developer - Assets



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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. 

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Questions? Just ask
Julia Elekes

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Chez ING, nous voulons libérer tout le potential de nos collaborateurs, grâce notamment à une culture inclusive où tout le monde peut se développer et avoir un impact sur nos clients et sur la société. Nous veillons à ce que la diversité, l'équité et l'inclusion soient prioritaires. En tant qu'employeur souscrivant au principe de l'égalité des chances, nous ne tolérons aucune forme de discrimination, qu’elle soit liée à l'âge, au sexe, à l'identité sexuelle, à l'origine culturelle, à l'expérience, à la religion, à la race, à l'origine ethnique, au handicap, aux responsabilités familiales, à l'orientation sexuelle, à l'origine sociale ou à tout autre statut protégé par la législation. Si vous avez besoin d'aide lors du processus de candidature et/ou d'entretien, veuillez contacter le (la) recruteur(se) du poste concerné. Nous serons heureux de vous accompagner pour garantir un processus équitable et accessible. Apprenez-en plus sur notre engagement en faveur de la diversité, de l’inclusion et de l’appartenance.

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