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ALM Market Specialist - Knab

Location: Amsterdam
Employment: Full-time
Join our dynamic, fast-growing bank! As we expand, you'll play a pivotal role in developing innovative financial products. With a focus on model building, you'll also take on diverse responsibilities, including managing portfolios, leading projects, and shaping our balance sheet strategy. Make a real impact!

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 professionalizing ALM models within a small innovative bank? As a Senior ALM Model Developer & Liquidity Specialist you will be responsible for improving our liquidity models and collaborate in various internal and externa projects. Furthermore, the role will include at least the following:

  •  Aiding decision-making, preparing policies and analyses for senior management;
  •  Performing impact assessments of business cases and investment proposals on available liquidity;
  •  Further develop customer behavior models;
  •  Guiding juniors to work together in closing model validation findings in a structured manner
  •  Improving our models and tools for reporting, projecting and stress testing purposes; and
  •  Staying up-to-date with latest changes in regulations and markets related to liquidity management;
  •  Represent Knab in group-wide projects within the wider a.s.r. organization.

The 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 motivated 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 can take on 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!

There is no set route to become a great Domain Lead at Knab. But to be successful in this role, this is the kind of profile we have in mind;

  • Completed a M.Sc. in Quantitative Finance, Econometrics, Mathematics, Physics or similar academic programs;
  • > 5 years of relevant working experience in financial modelling, ALM or balance sheet management;
  • Modelling experience in R or Python, as well as experience with SQL. Experience with dbt 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!

If you have any questions regarding this role or the process, please feel free to reach out to us. 

We don`t collaborate with third parties to fulfill this role. 


Information and application:


Please send your application for ALM Market Specialist at Knab in Amsterdam including your CV via our website.

Job posted
21 november 2023
Apply Now
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Postbus 60184
1320 AE Almere

Tel: +31 36 7440 136

KvK 32090652
ING Bank NL91INGB065.42.67.456
BTW NL.8106.57.041.B01

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