Medewerker Asset Liability Management & Modelling (M/V/X)
Core
Manage and monitor interest rate and liquidity risk, and develop/maintain statistical models for risk measurement.
Role type
Asset Liability Management & Modelling Analyst
Builds
Risk reports, statistical models, and documentation for risk governance
Domain
Banking / Financial Risk
Deliverable
production ML models
Required skills
SQL, R, statistical modeling, risk analysis, model documentation, data interpretation
Preferred skills
Python, experience in similar roles
Responsibilities
Monitor interest rate and liquidity risk positions, develop and maintain statistical models, test model performance and robustness, analyze model results and assumptions, perform periodic reviews and recalibrations, prepare risk reports and management documentation
