Internship Asset Liability Management Model Development
Core
Develop and maintain asset-liability management (ALM) models for financial projections, scenarios, and risk assessment.
Role type
Intern, Asset-Liability Management Model Developer
Builds
Financial projections and scenario analyses for assets and liabilities products
Domain
Banking / Financial Services
Deliverable
production ML models
Required skills
Financial modelling, Python coding, Econometrics, Quantitative Finance, Statistics, Mathematics, Computer Science
Preferred skills
Sensitivity analysis, Stress testing, Behavioral modelling
Technologies
Python
Responsibilities
Develop and maintain ALM models including data input and calibration; Conduct sensitivity analysis and stress testing; Collaborate on behavioural models capturing customer behaviour; Analyze results to identify risk or opportunity areas; Prepare presentations and reports for stakeholders
Seniority
Intern
