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QRM / ALM Specialist

ABN AMRO Bank N.V.

Amsterdam
Full-time
5-10 years experience
Hybrid

Key Skills

QRM
Asset And Liability Management
SQL
C#
Python
Model Design
Model Implementation
Test Automation
Incident Management
Stakeholder Management
Agile
DevOps
Scrum
Analytical And Problem-Solving Skills
Coaching And Mentoring
Interest Rate Risk And Liquidity Risk

Job Description

At a glance You will be working as an QRM Specialist 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 the banking 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 Design, implement and support our QRM setup Discuss model specification with internal stakeholders Continuously improve test automation, implementations, and operational tasks Take ownership and solve incidents together with the team Collaborate with various components within the bank to achieve the best results Guide and teach junior team members Working environment A multidisciplinary and multicultural DevOps team (5-9 people). 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. An open culture where you regularly give and receive feedback. In an Agile-Scrum environment work in a self-organising team, where you are responsible for your growth and team goals and where you have a lot of autonomy in presenting your creative solutions. An informal atmosphere with plenty of room for fun (movie/gaming events, monthly drinks, team outings) Your profile 3+ years of IT-related / System work experience, e.g. design, development, code review, testing and/or maintenance 4+ years working with systems relevant to Assets Liability Management, Balance Sheet Management, Liquidity, FTP or risk management. SQL -knowledge and some C# ór Python or willingness to learn. Good analytical and problem-solving skills, e.g. through mathematics or physics background Have a passion for IT and ALM with focus on value add. Affinity with Finance & Risk An Agile/DevOps mindset with ‘T-shaped’ skills Knowledge and exposure to QRM with curiosity to understand the system and its complexities Ability to drive, support, design or create innovative and sustainable (ALM) solutions Excellent English communication skills and an ability to manage stakeholder expectations Have the drive to help and coach your teammates We offer We believe it is important to be a good employer. Joining us means stepping into a role with impact, supported by excellent employment conditions that foster your job satisfaction, development, and wellbeing. In addition, we offer: An attractive gross monthly salary based on a 36-hour work week, including holiday allowanceand a flexible benefit budget. An excellent pension scheme, ensuring that you are well prepared for the future. Flexibility in working: working from home is possible in consultation with your team and depending on your role. We will provide an ergonomic home office setup for you. Plenty of room for relaxation with five weeks of vacation per year, supplemented by two mandatory days off. You can also purchase up to four additional weeks of vacation annually. Five “Banking for better days”: extra days off that you can use for personal development or volunteer work. Personal development is key: you receive a development budget of €1,000 per year, which can accumulate up to €3,000. An annual public transport pass with free public transportation throughout the Netherlands for both business and private use. You can find more information about our employment conditions and salary scales in our Collective Labour Agreement (CLA), which applies to this vacancy. Interested? Does this sound like something you’d be interested in? Send us your application as soon as possible and we will get back to you on a short notice. Your Future: Inclusive, Innovative, Sustainable At ABN AMRO, we believe in "Banking for better, for generations to come." Equal opportunities for everyone are a crucial foundation, as we strive for an inclusive culture where all employees feel seen, heard, and valued. Our vision of being a personal bank in the digital age aligns perfectly with the demand for surprising insights and innovative solutions, born from a diverse interplay of cultures and experiences. We focus on customer experience, sustainability, and building a future-proof bank, conducting annual reviews to ensure equal pay for equal work. Join a bank that embraces ingenuity and ambition, and make an impact with us for a better future. If you want to apply for the B-Able or Reboot program, make sure to mention it both in the title and the content of your resume. 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. No unsolicited services or offers, please. Use of AI in our application process You’re welcome to use AI to help write your CV or cover letter, as long as it reflects your own story. We review every application personally and without AI. During interviews, real time AI tools may not be used. With your permission, interviews can be recorded and supported by AI. This helps us keep the process fair, careful, and transparent.

Core Responsibilities

Design, implement, and support the bank’s QRM setup, including models and configurations that provide insight into interest rate risk, liquidity risk, and profitability. Collaborate with stakeholders and the DevOps team to improve automation and operations, resolve incidents, deliver ALM solutions, and coach junior colleagues.

Requirements

Candidates should have at least three years of IT or systems experience and at least four years working with systems relevant to ALM, balance sheet management, liquidity, FTP, or risk management. They should have SQL knowledge and some C# or Python experience (or willingness to learn), familiarity with QRM, an Agile/DevOps mindset, strong analytical and communication skills, and an interest in finance and risk.

Benefits

  • Holiday Allowance
  • Flexible Benefits Budget
  • Pension Scheme
  • Flexible Working
  • Ergonomic Home Office Setup
  • Five Weeks Of Vacation
  • Two Mandatory Days Off
  • Option To Purchase Additional Vacation
  • Personal Development And Volunteer Days
  • Annual Development Budget
  • Public Transport Pass

About ABN AMRO Bank N.V.

Industry: Banking

Company size: 10,001+ employees

Welkom op het LinkedIn-account van ABN AMRO. Onze taak is altijd om de klant te ondersteunen op het moment dat het er echt op aankomt. Dat is onze verantwoordelijkheid. Dat maakt ons relevant. En wat er vandaag de dag toe doet voor de klant is de transitie naar een duurzaam tijdperk. Klanten willen een positieve invloed uitoefenen en als bank willen we ze daarbij helpen. Die overgang naar duurzame manieren van wonen en werken ondersteunen we met een naadloze (financiële) ervaring. Mogelijk gemaakt door zeer betrokken, vaardige en productieve mensen. En natuurlijk geven we daarin zelf het goede voorbeeld. Bij onze bank zijn ongeveer 22.500 mensen werkzaam, waarvan meer dan 5.000 buiten Nederland. Met al deze collega's bieden wij je hier onze kennis en deskundigheid over de financiële markt, informatie over verschillende sectoren, nieuws over onze duurzame strategie en onze organisatiecultuur. Wil je hier meer over weten? Volg ons op LinkedIn of bezoek onze website.

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