QRM / ALM Specialist

Details

You will work as a QRM Specialist in a DevOps environment and help find the best solutions for the bank's ALM department. You will be part of an agile team that delivers complex models and configurations providing insight into banking Interest Rate Risk, Liquidity Risk, and/or Profitability using the QRM Framework and auxiliary systems. Deliverables are developed using Scrum methods and timeframes.

Responsibilities

• Design, implement, and support the QRM setup.
• Discuss model specifications with internal stakeholders.
• Continuously improve test automation, implementations, and operational tasks.
• Take ownership of and solve incidents together with the team.
• Collaborate with various components within the bank to achieve the best results.
• Guide and teach junior team members.

Working Environment

• Work in a multidisciplinary and multicultural DevOps team of 5–9 people.
• Use the latest tools and technology in Microsoft Azure and build advanced QRM models.
• Work in an open culture with regular feedback.
• Work in an Agile-Scrum environment within a self-organising team, with responsibility for personal growth and team goals and significant autonomy in presenting creative solutions.
• Work in an informal atmosphere with team events and activities.

Requirements

• Passion for your field of expertise.
• At least 3 years of IT-related or systems work experience, such as design, development, code review, testing, and/or maintenance.
• At least 4 years of experience working with systems relevant to Asset Liability Management, Balance Sheet Management, Liquidity, Funds Transfer Pricing, or risk management.
• Knowledge of SQL and some C# or Python, or willingness to learn.
• Strong analytical and problem-solving skills, for example through a background in mathematics or physics.
• Passion for IT and ALM with a focus on adding value.
• Affinity with Finance and Risk.
• An Agile/DevOps mindset with T-shaped skills.
• Knowledge of and exposure to QRM, with curiosity to understand the system and its complexities.
• Ability to drive, support, design, or create innovative and sustainable ALM solutions.
• Excellent English communication skills and the ability to manage stakeholder expectations.
• Drive to help and coach teammates.

Benefits

• Gross monthly salary based on a 36-hour work week, including holiday allowance and a flexible benefit budget.
• Excellent pension scheme.
• Flexible working, including working from home in consultation with the team and depending on the role, with an ergonomic home office setup provided.
• Five weeks of vacation per year, supplemented by two mandatory days off, with the option to purchase up to four additional weeks annually.
• Five “Banking for better days” for personal development or volunteer work.
• Personal development budget of €1,000 per year, accumulable up to €3,000.
• Annual public transport pass providing free public transportation throughout the Netherlands for business and private use.