In a nutshell

More information

As a Quantitative Asset Liability Management (ALM) specialist you will be responsible for managing the interest rate, liquidity and FX risk of the bank. Further the role will initially include at least the following:

  • Preparing decision-making, policies and analyses for senior management;  
  • Ensuring senior management is properly advised in regard to interest rate, liquidity and FX risk;
  • Design and implementation of methodology in ALM domain;
  • Design and implementation of hedging strategies including hedge accounting;
  • Improving our ALM models and tools;
  • Staying up-to-date with latest changes in regulations and markets related to Interest Rate Risk in the Banking Book; and
  • Collaborating with stakeholders within the wider Knab organization.

The Team
Our goal is to deliver on Knab's strategy by optimizing the balance sheet of Knab. We do this by ensuring that the interest rate risk, liquidity risk and FX positions of Knab is managed within the boundaries set in the strategies for those risks. Everyone within the ALM and Methodology team gets the chance to own and be in the lead of a focus area within our team to achieve a lot in a short space of time.

Your Profile
To be successful in this position, you have:

  • Completed (or in the process of completing) a MSc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
  • 1.5 – 2 years work experience in ALM
  • Experience with PowerPoint, Word, Excel (presentation skills, financial modelling etc.);
  • Clear communication and strong interpersonal skills (clearly formulate a perspective, show critical thinking etc.);
  • Self-starter with the ability, agility and motivation for self-learning;
  • Achieved exemplary grades, and preferably have experience in other positions, or perhaps have completed an internship abroad; and
  • Programming experience is a bonus.

Work with us
If you come to work with us, Knab will become a significant part of your life. Therefore, we make sure the ambiance is just as exciting as your job. Check the benefits!

More information

Application procedure

1. You apply
You apply
2. Intake (phone)
Intake (phone)
3. First interview
First interview
4. Case
5. Second interview
Second interview
6. Third interview
Third interview
7. Offer
8. Pre-employment screening
Pre-employment screening
9. Whoo! New job!
Whoo! New job!

Apply for this job