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Modelling Data Analyst (Asset and Liability Management)

At a glance

Do you like a job with plenty of variety? Are you interested in data, programming, Risk and stakeholder management? Do you want to work in a dynamic and multidisciplinary team, and are you keen to share your knowledge? If so, take a look at the vacancy of Modelling Data Analyst (Asset and Liability Management/ ALM)!

We are constantly looking for ways to improve we manage our risks. Risk Models play a pivotal role in this. These models rely on accurate data supplied by our Modelling Data Teams as part of ABN AMRO’s Risk Data & Analytics department. We are looking for experienced, fast learning Modelling ALM Data Analysts who like to translate data requirements to reliable modelling data sets and are eager to contribute making our data collection processes future proof.

Your job

As a member of the Modelling Data team, you supply ALM Risk Modelling with the data they need to compile risk models. On one hand your duties will consist of technical aspects such as SAS/ SQL and Python programming, performing Data Quality analyses and integrating datasets. On the other hand you’ll be working on documentation and using your communicative skills for stakeholder alignment. You also play an active role in the frequent team meetings where knowledge-sharing and transparency on progress is key.

Your working environment

ABN AMRO Risk Data & Analytics (RD&A) is a rapidly growing team of which quantitative professionals form a large part. We are the bank’s expertise centre for the development of quantitative risk models. Our models support other entities of the bank in their day-to-day decision-making, from pricing deals and issuing customer loans to setting and monitoring market risk limits and defining the bank’s capital requirements.

The Modelling Data team is part of the Risk Data & Analytics department which is primarily responsible for supplying data for developing and calibrating risk models. The team is now being expanded to almost 50 FTE divided across 4 sub teams (Credit Risk Retail, Credit Risk Non-Retail, ALM and a team working on our Risk Analytics Platform). 

In this role, you will be working in the Modelling ALM Data teams. The teams largely consist of highly motivated colleagues with international backgrounds, working in an open and informal atmosphere. Given the importance the regulatory authorities ascribe to modelling and the data underpinning it, this is a challenging and impactful role. 

Your profile

Your ability and willingness to work with others is crucial for your success in this role. You are naturally someone who takes initiative, structures and organises work well and is keen to work with others to deliver tangible results. You are practical, have an analytical approach and good communication and presentation skills. You are a strong team player and you take responsibility for your work. In the dynamic environment in which you operate, you have the ability to get all stakeholders on board.

You also have the following qualifications and skills:

  • a Master’s degree, preferably a beta study
  • experienced (3+ years) in working with data related to Asset and Liability Management (ALM) Models  
  • highly skilled in SAS Enterprise Guide, SQL and Python 
  • the ability to detail and challenge data requirements
  • knowledge of risk management in banking or financial institutions
  • excellent verbal and written communications skills 
  • good stakeholder management skills 
What we offer
  • we will give you the freedom to get the best out of yourself, work flexibly and have plenty of room to grow
  • we help you to stay fit and healthy
  • a job in pay scale 9 to 11, depending on your knowledge and experience
  • a supplementary benefit budget of 11% with which you can buy flexible fringe benefits
  • a personal development budget of € 1,000 a year
  • an annual public transport season ticket
  • a generous pension scheme
Interested?

If you are interested in this position, please apply via de apply button.

We look forward to meet you.

Employment agencies are requested not to reply to this vacancy.

Location: 

Amsterdam, Noord-Holland, Netherlands

Job Posting Date: 
Requisition ID:  31025

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