QRM ​/ ALM specialist

At a glance

You will be working as an QRM Specialist in a Dev Ops 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 time frames.

• 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

• A multidisciplinary and multicultural Dev Ops 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)

• 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
• ave a passion for IT and ALM with focus on value add.
• Affinity with Finance & Risk
• An Agile/Dev Ops 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 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 allowance and 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.

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 ofbeing 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.…