Job Detail

ALM Modeller

Location: Western Europe > The Netherlands > Amsterdam
Work Type: Contract

My client is looking for a Senior ALM Modeller You are surrounded by a diverse team of achieved professionals who create an open and fun atmosphere that stimulates your professional and personal growth.

Your Job

  • You will develop models that are deeply integrated in our business model, and applied in areas like risk management, pricing, hedging and funding.
  • Capturing client behaviour is key. You will keep up with new techniques, state of the art statistical models and machine learning algorithms and apply your knowledge to develop models and risk metrics for different purposes
  • You will support decision making with thorough analyses, and account for your work through comprehensive documentation and clear communication.

Your Skills

For the position of ALM Modeller, you also have:

  • A Master’s degree or PhD in a quantitative field (econometrics, mathematics, physics, or similar)
  • At least five years' experience in ALM modelling
  • Your technology stack consists of SQL and Python

 

Reference Number: 9128
Contact Details:Parker@teampcn.com
Profession:  Risk & Fraud > Accounting & Finance
Company:Payments and Cards Network

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