At a glance

You will be working as an IT Engineer in a DevOps environment and help find the best solutions for the ALM department of the bank. You form part of an agile team which delivers complex models and configurations that provide insight on Interest Rate Risk, Liquidity Risk and /or Profitability using the QRM Framework and auxiliary systems. These deliverables will be done in conjunction with scrum methods and timeframes.

Your job

Your job will include the design, implementation and support of our QRM setup. This could include implementing valuation models, forecasting models, FTP models, yield curve models, behavioural functions (prepayments, penalty, etc), and liquidity models. The system and models you will help to implement will produce analytical results for management of NII (Net Interest Income), NIM (Net Interest Margin), NPV (Net Present Value), Liquidity, Cashflow scenarios (including GAP, LCR and Behavioural cashflows) and Funds Transfer Pricing (FTP). You will be part of discussions regarding model specifications with internal stakeholders. Besides the work with QRM you will continuously look to improve automation of testing, implementing and operational tasks. You and your team will take ownership of incident solutions and collaborate with various components within the bank to achieve the best results.

Working environment

You will work in a multidisciplinary and multicultural DevOps team of about five to nine people. As a colleague of ALM you will be part of one of the most innovative and front-running departments of ABN AMRO, which lets you work with the latest tools and technology in Microsoft Azure and build advanced QRM models. You will be part of an open culture where you regularly give an receive feedback. Working in an Agile Scrum environment you will be part of a self-organising team, where you are responsible for your growth and the team goals, and where you have a lot of autonomy in presenting your creative solutions. Finally, you will find ALM to have an informal atmosphere with plenty of room for fun (e.g. movie/gaming events, monthly drinks and team outings).

Your profile

• 2+ years of IT-related work experience, e.g. design, development, code review, testing and/or maintenance.
• Exposure to configuring models in QRM (Liquidity, Interest Rate, FTP).
• Ability to use SQL to query tables and gather data.
• Good analytical and problem-solving skills.
• Have a passion for IT and focus on Value for our customer.
• Affinity with Finance & Risk.
• Excellent English communication skills and an ability to manage stakeholder expectations.

We are offering

• The opportunity to be the best you can be, work flexible hours and lots of room to grow both personally and professionally.
• The opportunity to pro-actively work on your vitality and fitness.
• A supplementary benefit budget of 11%, which you can spend on additional fringe benefits.
• A personal development budget of EUR 1.000 per year.
• An annual public transportation pass.
• A solid pension plan.

Interested?

Does this sound like something you’d be interested in? Send us your application as soon as possible. To find out more, contact Bartjan Happel via Bartjan.Happel@nl.abnamro.com. We very much look forward to meeting you.

Equal opportunities for all

The success of our organisation depends on the quality of our people and the ideas that they have. Truly surprising insights and innovative solutions for our clients result from an interplay of cultures, knowledge and experience. Diversity is therefore extremely important to our organisation. To ensure that everyone at ABN AMRO can develop their talents, we encourage an inclusive culture in which all colleagues feel engaged and appreciated.

Disclaimer external recruitment agencies

External recruitment agencies need to have a signed agreement with ABN AMRO BANK N.V., executed by a Talent Acquisition Specialist, when submitting a resume to a vacancy. In addition, a recruitment agency can only submit a resume when invited by a Talent Acquisition Specialist to join the search for a right candidate. All unsolicited resumes sent to us will be considered property of ABN AMRO BANK N.V. In this case, ABN AMRO will not be held liable to pay a placement fee.