Financial Modeler Treasury

Financial Modeler Treasury

KBC Group

Brussels, Belgium

What does this job entail?

KBC Group Treasury is a truly unique environment. You will join the only ALM & Treasury team in Belgium that manages the balance sheet of an internationally active banking and insurance group. Your focus within our international team? Developing financial models and delivering quantitative analyses that are strategically important for the group.

The core mission of Group Treasury is to ensure that KBC’s balance sheet is managed safely and profitably. Our main activity domains include:

• ALM / Asset & Liability Management: managing the interest rate position and asset mix of our investment portfolios to generate sustainable interest income;
• Optimising balance sheet composition, liquidity and funding cost/mix across our subsidiaries and the group;
• Managing short-term volatility of P&L and capital ratios by applying hedge accounting techniques.

Our Belgian team works closely with colleagues in local treasuries across our other markets to perform these processes end-to-end—from setting strategy to executing in the markets.

As a Financial Modeler, you will develop models that directly influence the interest rate positions KBC takes in all our markets (Belgium, Czech Republic, Hungary, Slovakia, Bulgaria). In doing so, Group Treasury generates a substantial share of the net interest income, which is an important source of profitability for KBC Group.

Expect an intellectually challenging environment in which your experience and expertise truly make a difference.

What do we expect from you?

• You develop models and deliver quantitative analyses that provide insights into client behaviour, risk valuation of the balance sheet and income optimisation;
• You take end-to-end ownership—from data collection, conceptual design and calibration to sensitivity analysis, implementation, back-testing and documentation.

Your key strengths?

• You hold a master’s degree and have at least three years of experience as a model developer, with an expertise in financial modelling and modelling client behaviour for ALM metrics;
• You are excited to work in an international environment and enjoy financial modelling, data science and forecasting—they energise you. You are also keen to deepen your expertise in the ALM & Treasury domain;
• You have hands-on experience with quantitative research and modelling, and you’re a strong Python programmer. You have basic software engineering skills such as object-oriented programming and version control (GIT);
• You are naturally driven and constantly look for ways to improve existing models to generate better insights and support better decision-making;
• You enjoy working closely with colleagues and easily build strong relationships with people from different backgrounds;
• You organise your work efficiently. This helps you to meet deadlines without compromising accuracy;
• You communicate clearly in English and can explain complex models in a way that others can easily understand.