ALM Model Developer - Assets

ING Bank in Amsterdam is seeking a motivated ALM Model Developer to join its Financial Risk team. The successful candidate will focus on the development, implementation, and maintenance of asset-liability management (ALM) models, carrying out critical tasks such as data input, model calibration, scenario analysis, sensitivity analysis, and stress testing to evaluate risk factors on financial projections. A major focus of the role is behavioral modeling to capture customer dynamics over time. This includes pricing and modeling Revolving Credit Facilities (RCFs), establishing prepayment modeling with segmentation frameworks, developing retail and wholesale banking pipeline models, and establishing model monitoring and backtesting frameworks. Candidates should possess a strong quantitative background in Econometrics, Mathematics, Engineering, or Physics, alongside practical experience in large financial institutions. Programming expertise in Python, SQL, and Git for managing complex code repositories is essential.