Junior ALM Model developer
Hybrid
Core
Develop and maintain asset-liability management (ALM) models, including data input, calibration, scenario analysis, and stress testing to assess financial projections and risks.
Role type
Junior quantitative model developer (ALM)
Builds
Financial projections and scenario outputs for ALM models (via careerplan.io/jobs/REQ-10121594-2-junior-alm-model-developer-at-ing)
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Econometrics, Mathematics, Engineering, Physics, Python programming, Model development in large financial institutions
Preferred skills
CFA, FRM, Sensitivity analysis, Stress testing, Behavioral modeling
Technologies
Python