Market Risk & ALM Specialist (Finance)

TL;DR

Market Risk & ALM Specialist (Finance): Managing and hedging interest rate risk for a leading bank's balance sheet with an accent on IRRBB reporting, client behavior modeling, and financial performance optimization. Focus on translating complex quantitative analysis into actionable recommendations for Treasury and Finance stakeholders.

Location: Amsterdam, North Holland

Company

A professional solutions provider connecting skilled professionals with projects across various industries since 2000.

What you will do

• Manage and hedge interest rate risk to protect margin and Net Interest Income.
• Model client behavior including prepayments, savings, and non-maturing deposits.
• Translate technical analysis into clear recommendations for Finance, Risk, and Treasury stakeholders.
• Advise business teams on pricing and product decisions while balancing commercial and risk considerations.
• Collaborate with a team of 30 specialists on balance sheet optimization.

Requirements

• Solid understanding of IRRBB reporting, concepts, and hedging strategies.
• MSc or PhD in a quantitative field such as Econometrics, Mathematics, Physics, or Engineering.
• Proficiency in SQL, Python, or R for generating analytical insights.
• Strong communication skills to translate technical analysis for diverse stakeholders.
• Collaborative and relationship-driven approach to cross-team work.

Culture & Benefits

• Work directly with Group Treasury on high-impact balance sheet projects.
• Steep learning curve with broad stakeholder exposure from day one.
• Opportunity to influence pricing and product design at a leading bank.
• Professional environment focused on connecting skills with complex projects.