ALM Business Analyst – QRM processing Expert in Amsterdam

Job

ALM Business Analyst – QRM processing expert

Company Name

ING Bank Netherlands

Department

COO Risk & Finance - LCM QRM squad

Industry

Banking

Employment Type

Full-time (36/40 hours)

Who are we looking for?

We are looking for a team player who is enthusiastic to become an ALM processing expert in a key strategic change program within ING. Are you able to quickly understand a complex project environment and enjoy working together with a team of highly skilled ALM and IT professionals? Do you have affinity with banking and ALM data processes? Are you ambitious and looking for a new adventure? Contact us and become our new ALM Business Analyst.

Your work environment

You will be working in a key change program of the bank that aims to standardize the Interest Rate Risk calculations in the Banking book (IRRBB). Our tool of choice is Quantitative Risk Management (QRM) as a target platform to comply with IRRBB regulations. The program consists of several squads which all work closely together towards the ultimate goal of setting up one global QRM standard. You will join the LCM QRM squad which is responsible for the QRM processes and first line support for live locations (worldwide Risk & Finance departments). The squad is multidisciplinary and consist of ALM Business Analysts and IT DevOps engineers.

Job description

You can expect to learn and develop your ALM and IRRBB knowledge from a technical angle. As starter in the LCM QRM squad you will be given the chance to learn a lot about the ALM process flows, cooperation with both Finance & Risk departments, balance sheet management and IT development. As ALM Business Analyst you help to setup and design the current QRM processes, QRM reporting and to facilitate the monthly User Acceptance tests (UAT) . This role requires you to be hands-on, oversee complex ALM processing structures and have affinity with data programming (SQL, VBA, etc..). The ALM data is mainly used for Net Interest Income (NII) forecasting, valuation and replication (i.e. hedging).

Your profile

- Team player

- Experience with ALM; Interest Rate & Liquidity Risk Management

- Preferable experience with QRM and SQL (development or configuration)

- You enjoy working in an international team and environment

- You are pro-active and eager to learn
- Specific banking experience (ALM, Risk, Modelling, Data mngt, Reporting, IT) is preferred

What do we offer?

Working within a big bank like ING means you get a lot of opportunities to develop yourself and work with lots of interesting people. The projects you are working on will be part of one of the most important worldwide programs currently on the way within ING. Also you get all the opportunities and independence to develop yourself as a specialist. We offer a competitive salary and an attractive package of employer benefits.