QRM / ALM Specialist

Details

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

You will work in a multidisciplinary and multicultural DevOps team of 5–9 people. The department uses the latest tools and technology in Microsoft Azure to build advanced QRM models. The team works in an Agile-Scrum environment with a self-organising structure, significant autonomy, and regular feedback. The role offers opportunities to present creative solutions and participate in team activities.

Requirements

• 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, such as those gained through a mathematics or physics background.
• 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.
• Willingness to help and coach teammates.

Benefits

• Gross monthly salary based on a 36-hour work week, including holiday allowance and a flexible benefits budget.
• Excellent pension scheme.
• Hybrid working, with working from home possible in consultation with the team and depending on the role, including an ergonomic home office setup.
• Five weeks of vacation per year, supplemented by two mandatory days off, with the option to purchase up to four additional weeks annually.
• Five additional days off for personal development or volunteer work.
• Annual development budget of €1,000, which can accumulate up to €3,000.
• Annual public transport pass providing free public transportation throughout the Netherlands for business and private use.
• Employment conditions and salary scales are governed by the applicable Collective Labour Agreement.