Financial Risk Specialist (Fintech)

TL;DR

Financial Risk Specialist (Fintech): Strengthening second line analytics for Banking Book Risk with an accent on IRRBB risk drivers and Python tooling development. Focus on deep analytical assessment of balance sheets, challenging first-line proposals, and generating actionable risk insights for senior management.

Location: Hybrid in Amsterdam, Netherlands

Company

Global financial institution providing retail, wholesale, and digital banking services with a strong European base.

What you will do

• Perform in-depth analysis of IRRBB risk drivers, including EVE, NII, and behavioural models.
• Design and develop Python-based analytical tools for monitoring, scenario analysis, and deep dives.
• Critically review and challenge first-line proposals on model calibration, hedging strategies, and stress testing.
• Analyse the impact of hedging strategies on IRRBB metrics and the overall balance sheet risk profile.
• Prepare high-quality reports and narratives for ALCO, risk committees, and senior management.
• Collaborate with Group Treasury, Risk, and Modelling teams to strengthen data-driven decision making.

Requirements

• Master’s degree in Finance, Econometrics, Mathematics, Engineering, or a related field.
• 5+ years of relevant experience in IRRBB, ALM, or Banking Book Risk.
• Strong Python programming skills for building analytical tools and handling large datasets.
• Solid experience with IRRBB models (EVE, NII) and balance sheet analysis.
• Experience preparing materials for senior stakeholders in an international environment.

Nice to have

• Experience in using GenAI tools.

Culture & Benefits

• Hybrid working arrangement.
• 25-28 vacation days and a 13th month salary.
• Pension scheme and 8% holiday payment.
• Informal working environment with a focus on personal growth and continuous learning.