6 дней назад
Market Risk & ALM Specialist (Finance)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Market Risk & ALM Specialist (Finance): Manag and hedg interest rate and liquidity risks for the bank’s balance sheet with an accent on IRRBB and behavioral model. Focus on optimiz financial performance, advis on pric, and translat complex quantitative insights into strategic recommendations.
Location: Hybrid (Amsterdam, Netherlands)
Company
is a lead global financial institution provid a wide range of bank and financial services.
What you will do
- Steer a balance sheet perimeter to directly impact financial results.
- Manage and hedge interest rate risks to stabilize margins and Net Interest Income.
- Model client behavior, such as prepayments and savs, to inform hedg strategies.
- Provide structured recommendations and advisory on pric and product design.
- Collaborate with Finance, Risk, and Treasury teams for strategic decision-mak.
Requirements
- MSc or PhD in Econometrics, Mathematics, Physics, or Engineer.
- 3+ years of experience in financial services (bank, insurance, consult).
- Strong knowledge of IRRBB, ALM concepts, and hedg strategies.
- Proficiency in SQL, Python, or R for data analysis.
- Must be based in or able to work in Amsterdam, Netherlands (Hybrid).
Nice to have
- Experience with behavioral models, such as prepayments and NMDs.
Culture & Benefits
- 25-28 vacation days and 13th month salary.
- Comprehensive pension scheme and 8% holiday payment.
- Hybrid work model for better work-life balance.
- Informal work environment with a focus on personal growth.
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