Asset and Liability Management Business Analyst

Recruiter
Varrlyn
Location
Amsterdam, Netherlands
Salary
Competitive salary
Posted
17 May 2021
Closes
24 May 2021
Ref
1936387900
Job role
Business analyst, CFO
Sector
IT/Telecoms
Company Description

At Varrlyn we believe that if it is possible, it will be done. If it is not possible, Varrlyn will look for ways to do it anyway. Turning impossible questions into possible solutions, that is what makes us different.

Our people breathe, dream and live dealing rooms. We have extensive experience in IT system implementations and application support for different financial markets applications. Varrlyn has a proven track record: we have worked for financial institutions in Amsterdam, Brussels, London, Paris, New York, Frankfurt and Sydney. We will help you improve your cost efficiency, simplify your application architecture, optimize the time to market, increase straight through processing and comply with financial regulations. In short: You do the deal, we'll do the project!
Varrlyn is a consulting firm which was founded in 2010 and is based in The Netherlands.

Job Description

As an ALM BA you'll be a key member of our clients' IT team. You'll be providing ALM insight in the different attributes that enable them to steer the organisation's balance sheet. You'll be responsible for several business analysis activities, like requirements engineering and data analysis.

Qualifications

Mandatory Requirements:
  • At least a bachelor degree in the field of IT, Finance or Econometrics
  • Sound working knowledge of Financial reporting, ALM/Risk reporting
  • Understanding of balance sheet positions in support of financial and liquidity/ interest rate management
  • Understand Basel and other regulatory ratios e.g. Liquidity Coverage Ratio.
  • Ability to help with (functional) testing and the design of the new solutions.
  • Sound knowledge of financial instruments like fixed income, derivatives, swaps, OTC options, mortgages, current accounts.
  • At least 2 years' experience as an IT Business Analyst or Engineer


Desirable Requirements:
  • QRM experience
  • Familiarity with Interest Rate Risk, Liquidity Risk and Funds Transfer Pricing.
  • Knowledge of SQL or other financial modelling platforms.
  • Knowledge of or experience with Agile Scrum


Additional Information

Available as soon as possible

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