ALM Model Developer

Knab was founded in 2012 because we wanted to do things differently. Simpler, smarter and more advantageous for our customers.
Because we believe we can help everyone maximize their financial affairs. "Feel at ease when it comes to your finances.
Every day." By combining smart technical solutions with a healthy dose of human intelligence, we create financial services that really meet your needs. Add to that some of the sublime personal service from our employees and you end up with something that's truly unique to the world of finance!

In a nutshell
Are you passionate about problem solving and coming up with pragmatic solutions while at the same time enhancing and automating recurring processes within a small innovative bank? As an ALM Model Developer you will be responsible for improving our liquidity planning and modelling. Furthermore, the role will include at least the following:

• Preparing decision-making, policies and analyses for senior management;
• Performing impact assessments of business cases and investment proposals on available liquidity;
• Further develop customer behavior models;
• Improving our models and tools for reporting, projecting and stress testing purposes;
• Taking on daily cash management and reporting tasks;
• Staying up-to-date with latest changes in regulations and markets related to liquidity management;
• Represent Knab in group-wide projects within the wider Aegon organization.

Team
The Asset and Liability Management & Methodology (ALM&M) team's goal is to deliver on the Knab's strategy by optimizing the balance sheet. We do this by ensuring that the interest rate risk, liquidity risk and FX positions are managed within the boundaries set in the strategies for those risks whilst not losing sight of the profitability of the bank.

And we have a lot of fun along the way! As a team of ambitious young professionals, we regularly unwind midday to compete in our private foosball, pool, and ping pong triathlon competition. Also, next to the company parties and social events we frequently have fun team outings.

We're a rapidly growing bank and aim to launch new products and services in the near future, which means you'll get to build new models from the ground up. In the meantime, we're working on further professionalizing our existing models and processes. In a small bank such as ours you can really make a difference and will have a broad set of responsibilities. Next to modeling, this can include things such as:

• Managing the debt securities portfolio through active bond selection using Bloomberg;
• Managing the FX Risk;
• Leading data transformation projects;
• Forecasting the liquidity position and play an active role in investment decisions;
• Work on the bank's balance sheet strategy.

We believe in assigning ownership instead of tasks and, as a result, everyone within the ALM&M team gets the chance to own and be in the lead of a focus area within the team. With easy access to the management board and a big influence on what you'll be working on, there'll never be a dull moment!

 Profile

• Completed a M.Sc. in (Quantitative) Finance, Econometrics, Mathematics, Physics or similar academic programs;
• 2 to 5 years of relevant working experience in financial modelling, ALM or balance sheet management;
• Experience with VBA (excel), R, or Python is a must. SQL is a plus;
• Experience with ALM / Risk software solutions such as QRM or Ambit Focus is preferred;
• Clear communication and proficient interpersonal skills (clearly formulate a perspective, show critical thinking etc.);
• Able to work under pressure in a focused and precise manner;
• Self-starter with the ability, agility and motivation for self-learning; and
• Excellent control of the English language, both written and verbally. Dutch is a bonus.

Diversity Statement
Come as you are. Knab is an open workplace with positive vibes.
We are inclusive of all nationalities, races and genders.
We feel comfortable to bring our authentic whole selves to work and like you to do so too.

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!