Role: Portfolio Manager
Location: The Hague, Netherlands
Join our client's dynamic team as a Portfolio Manager, where you will leverage your expertise in Mathematics, Econometrics, or Engineering to drive strategic initiatives within our client's Retail Banking sector. This role offers the opportunity to shape the management of our mortgage and savings portfolios, crucial for maintaining our market-leading position across Western Europe.
Key Responsibilities:
Lead and participate in cross-functional project teams, driving strategic initiatives.
Manage the mortgage and savings portfolios, focusing on interest rate risk hedging, credit risk assessments, funding, and pricing.
Conduct data analysis, modeling, and forecasting to support new business cases and provide insights on mortgage balance risk profiles and market valuations.
Collaborate closely with Retail Banking's Management Team and Executive Board Members, providing essential information for strategic decision-making.
Enhance and automate existing models using SQL, Python, PowerBI, and Excel, with a focus on cloud data platform integration.
Mentor junior colleagues, fostering a culture of continuous improvement and professional growth.
Work on strategic projects with experts from various fields, including Structuring and Customer Analytics teams.
Key Requirements:
Master's degree in Mathematics, Econometrics, Engineering, or a related field.
Relevant experience in areas such as Basel Framework, hedging, pricing, liquidity risk, behavioral modeling, prepayment risk, mortgage loan valuation, structuring, and reporting.
Proficiency in Python, SQL, and PowerBI is strongly preferred.
Fluency in English and Dutch.
Strong analytical skills with the ability to manage complex numerical problems.
A flexible team player capable of handling ad hoc requests and tight deadlines.
Proactive, with a commercial mindset and a collaborative approach.
Enthusiastic about mentoring and developing junior team members.
