A mid-size IT team inside a major Belgian financial institution runs ALM (asset liability management) and P&L calculation projects that combine financial modelling with pragmatic software delivery. This role exists to turn ALM business requirements and existing process descriptions into tested, production-ready Python solutions, working with Access databases and SQL for data structuring and integration.
The mission
The team maintains and extends ALM tooling used for balance sheet projections, risk metrics and P&L attribution across several portfolios. The technical landscape mixes Python calculation libraries, Access databases for legacy data staging, and SQL backends; outputs feed reporting and model validation processes used by risk and finance teams. Deliveries follow Agile MVP cycles with continuous integration and assembly testing, and the work affects monthly and regulatory reporting timelines.
Day to day you will translate business and process analysis into detailed technical designs and new Python code that meets enterprise standards for quality and performance. You will estimate development effort, prepare production installation packages, execute integration and assembly tests, and support test management through bug fixes. Your work will be reviewed by peers and linked to validation by the model and finance owners.
Your responsibilities
- Design detailed technical solutions from process analysis, producing clear design documentation that developers and testers can implement
- Develop and deliver Python code and SQL scripts that implement ALM calculations and feed P&L reports, with focus on correctness and performance
- Estimate development workload and plan MVP-style iterations to deliver incremental, testable functionality
- Prepare production installation artefacts and run integration and assembly tests to validate end-to-end behaviour
- Support test execution and resolve defects identified during unit, integration and user acceptance testing
- Document development activities including code comments, unit test results and peer code review records
Your profile
Essential skills
- Minimum 5 years practical experience delivering technical solutions in financial services or actuarial contexts
- Proficient in Python for numerical and data processing workloads
- Practical experience with Access Database and SQL for data structuring and extraction
- Ability to perform technical analysis and translate business rules into code and tests
- Comfortable working in an Agile environment, delivering MVPs and iterating based on feedback
- Understanding of ALM business concepts and their impact on calculations and reporting
Preferred skills
- Familiarity with the organisation's internal ALM model or similar ALM frameworks is a plus
Languages
- Dutch, B2
- French, B2
- English, B2
Education
- Master in financial mathematics, actuarial science, or equivalent professional experience