Vacatures in Riskmanagement
Meer informatie over Knab

Quantitative ALM Specialist - Knab

Locatie: Amsterdam
Dienstverband: Full-time
Are you passionate about problem solving and strategic thinking while at the same time optimizing and automating recurring processes within a small innovative bank? Are you a young professional with some experience? Maybe this is the right job for you!

As a Quantitative Asset Liability Management (ALM) specialist you will be responsible for managing the interest rate, liquidity and FX risk of the bank. Further the role will initially include at least the following:

  • Preparing decision-making, policies and analyses for senior management;  
  • Ensuring senior management is properly advised in regard to interest rate, liquidity and FX risk;
  • Design and implementation of methodology in ALM domain;
  • Design and implementation of hedging strategies including hedge accounting;
  • Improving our ALM models and tools;
  • Staying up-to-date with latest changes in regulations and markets related to Interest Rate Risk in the Banking Book; and
  • Collaborating with stakeholders within the wider Knab organization.

The Team

Our goal is to deliver on Knab's strategy by optimizing the balance sheet of Knab. We do this by ensuring that the interest rate risk, liquidity risk and FX positions of Knab is managed within the boundaries set in the strategies for those risks. Everyone within the ALM and Methodology team gets the chance to own and be in the lead of a focus area within our team to achieve a lot in a short space of time.

Your Profile

To be successful in this position, you have:

  • Completed (or in the process of completing) a MSc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
  • 1.5 – 2 years work experience in ALM
  • Experience with PowerPoint, Word, Excel (presentation skills, financial modelling etc.);
  • Clear communication and strong interpersonal skills (clearly formulate a perspective, show critical thinking etc.);
  • Self-starter with the ability, agility and motivation for self-learning;
  • Achieved exemplary grades, and preferably have experience in other positions, or perhaps have completed an internship abroad; and
  • Programming experience is a bonus.

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!

Application procedure

  • You apply
  • Intake (phone)
  • First interview
  • Case
  • Second interview
  • Third interview
  • Offer
  • Pre-employment screening
  • Whoo! New job!

Informatie en sollicitatie:

Direct solliciteren:

Please send your application for Quantitative ALM Specialist at Knab in Amsterdam including your CV via our website.

Vacature geplaatst op

15 mei 2020
Direct Solliciteren

Wil je deze vacature delen met je netwerk?



Transistorstraat 7
1322 CJ Almere

Postbus 60184
1320 AE Almere

Tel: 036 - 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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Nienke Smit   Pieter Lammers
Nienke Smit
  Pieter Lammers