Market Risk & ALM specialist

Market Risk & ALM Specialist | Interest Rate Risk & Hedging

At the heart of a leading bank’s balance sheet, you’ll steer interest rate and liquidity risk for millions of customers, combining deep quantitative analysis with real influence over pricing, product design and financial performance. Join a close-knit team of around 30 specialists working directly with Group Treasury on ALM, hedging and balance sheet optimization, with a steep learning curve and broad stakeholder exposure from day one.

About the role

You’ll take ownership of a significant part of the bank’s balance sheet, managing and hedging interest rate risk to protect margin and Net Interest Income. Solid understanding of IRRBB reporting and concepts, and hedging strategies is essential, alongside the ability to model client behaviour (prepayments, savings, non-maturing deposits) and translate that into clear recommendations for Finance, Risk and Treasury stakeholders. You’ll work at the intersection of analytics, strategy and execution, advising business teams on pricing and product decisions while balancing commercial and risk considerations.

About you

• Solid understanding of IRRBB reporting and concepts, and hedging strategies
• MSc or PhD in a quantitative field (e.g. Econometrics, Mathematics, Physics, Engineering)
• Coding skills in SQL, Python or R, applied to generate analytical insights
• Strong communicator, able to translate technical analysis for a broad range of stakeholders
• Collaborative, relationship-driven, and comfortable working across teams

About Levy Professionals

Since 2000 we provide professional solutions to organizations ranging from tech start-ups to global players. From our offices in Amsterdam and London we have built an international and local network of skilled employed professionals and contractors fuelled by our passion for connecting skills with projects. Over the years we have fulfilled over 2500 requirements and nowadays we consistently have 250+ professionals recruited and relocated from 14 countries allocated to various projects. Our strength is the way that we see and treat people. This will always be a key factor in our strategy for many years to come.