ALM Model Developer - Assets

Location: CDR (Amsterdam - Cedar), Netherlands; hybrid working

Company

hirify.global supports ING's banking activities and helps people and businesses move forward.

What you will do

• Develop, implement, and maintain asset-liability management models, including data input, calibration, and scenario analysis.
• Develop behavioral models that capture customer behavior over time.
• Perform sensitivity analysis and stress testing to assess financial risk factors.
• Analyze model results to identify risks and opportunities.
• Prepare presentations and reports for internal stakeholders.

Requirements

• Quantitative education in econometrics, mathematics, engineering, or physics.
• Additional professional qualifications in financial risk, such as CFA or FRM, or willingness to pursue them.
• Experience developing models in large financial institutions.
• Hands-on experience with behavioral modeling, Revolving Credit Facility pricing, prepayment modeling, and retail and wholesale banking pipeline modeling.
• Experience developing data-processing and model-monitoring frameworks, including backtesting.
• Experience with Python, Git, SQL, and complex code repositories.
• Proactive, analytical, communicative, and determined problem-solving approach.

Culture & Benefits

• Hybrid working environment.
• 25–28 vacation days depending on the contract.
• Pension scheme, 13th-month salary, and 8% holiday payment.
• Personal growth opportunities and challenging work.
• Informal working environment with innovative colleagues.