Amsterdam – Full-time
As ALM specialist you will be part of our Asset Liability Management & Modelling (ALM&M) team. From the first line, it’s their goal to deliver on Knab’s strategy by optimizing the balance sheet of Knab. They do this by ensuring that the interest rate risk, liquidity risk and FX positions of Knab are managed within the boundaries set by the Management Board whilst not losing sight of the profitability of the bank.
About the job
Are you passionate about problem solving and coming up with pragmatic solutions while at the same time optimizing and automating recurring processes within a small innovative bank?
Knabwas founded in 2012 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers. Because we believe we can help everyone maximize their financial affairs. “Feel at ease when it comes to your finances. Every day.” Together with almost 460 employees, we create financial services that really meet your needs. Add to that some of the sublime personal service from our employees, and you end up with something that’s truly unique to the world of finance!
Your main responsibilities;
- Improving our current models and developing new ones for reporting, projecting and stress testing purposes;
- These models include client behavior models, valuation models, risk attribution models, etc.
- Preparing decision-making documents, policies and analyses for the senior management;
- Performing impact analyses of business cases and investment proposals on liquidity and interest rate risk;
- Executing on the hedging strategy to manage our foreign currency (FX) exposure
- Taking on daily cash management and reporting tasks;
- Staying up-to-date with latest changes in regulations and markets developments related to Liquidity and Interest Rate Risk management;
- Collaborating with stakeholders within the wider Aegon organization.
Our ALM team consists of four enthusiastic specialists, leaded by Menno van Boven. We believe in assigning ownership instead of tasks and, as a result, everyone within the ALM&M team gets the chance to own and be in the lead of a focus area within our team.
- Completed a MSc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
- Preferably 2-5 years of relevant working experience;
- Experience with Excel is essential. Knowledge or ambition to learn programming languages (Python, R, Matlab or C++ ) is preferred.
- Clear communication and strong interpersonal skills (clearly formulating opinion, explaining complex ideas into simple concepts, showing critical thinking, etc.);
- Structured way of working, able to stay in control in a hectic and demanding environment;
- Self-starter with the ability, agility and motivation for self-learning; and
- Excellent English skills, both in writing and verbally. Dutch is a bonus.
What we offer
- Agile, innovative and international working environment;
- The option to join the Technical Development Program. This talent program is a joint effort with our parent company Aegon;
- Opportunity to quickly increase responsibilities and get helicopter-view in banking industry;
- Ample internal and external learning- and training possibilities;
- Opportunity to get exposure to leadership team relatively quickly.
Come as you are. Knab is an open workplace with positive vibes. We are inclusive of all nationalities, races and genders. We feel comfortable to bring our authentic whole selves to work and like you to do so too.
Work with us!
If you come to work with us, Knab will become a significant part of your life. Therefore, we make sure the ambiance is just as exciting as your job. Check the benefits!
If you have any questions regarding this role or the process, please feel free to reach out to us.