Consultant - Quantitative Risk Management Consultant - Quantitative Risk Management …

Finalyse
à Bruxelles, Bruxelles-Capitale, Belgique
CDI, Plein-temps
Dernière candidature, 26 sept. 19
Competitive
Finalyse
à Bruxelles, Bruxelles-Capitale, Belgique
CDI, Plein-temps
Dernière candidature, 26 sept. 19
Competitive
Turning challenges into successful projects!

Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient value chains and pragmatic solutions. Acting as one team with our partners and clients, we bring a unique mix of financial and technological know-how. At Finalyse, every client and employee is unique. This distinctive blend of expertise, team spirit and fairness has contributed to more than 30 years of successful projects and trustful relationships.




Description

At Finalyse, our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient value chains and pragmatic solutions. Acting as one team with our partners and clients, we bring a unique mix of financial and technological know-how. At Finalyse, every client and employee is unique. This distinctive blend of expertise, team spirit and fairness has contributed to more than 30 years of successful projects and trustful relationships

Responsibilities


Tasks and Responsibilities:

  • You participate to or lead engagements of our Risk Advisory practice in the quantitative area for our banking and insurance clients
  • You assist our clients in the modelling of their risks: credit risk, market risk, interest rate risk, liquidity risk, ... from model design to model implementation while using the most advanced technologies or software packages
  • You also participate to model validation assignments and provide our clients with adequate recommendations to improve their models and related processes
  • Depending on your experience, you work as a member of our team of talented individuals or you will coordinate the workload in various projects while coaching more junior staff

In addition to this role, you will be able also:

  • To build and maintain close relationships with our clients
  • Participate in business development initiatives or internal projects
  • Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participation in external conferences or networking events

 




Profile:

Must Have Requirements

  • You have an MA or MSc in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field (PRM or FRM certification is a plus);
  • Have at least 2-3 years of experience in Financial Services in the banking sector;
  • You are familiar with banking products: retail and non-retail;
  • You have a first hands-on experience in the following areas: model development or model validation, valuation models for financial instruments, etc.;
  • You demonstrate relevant regulatory knowledge (Basel III, Solvency II, IFRS9, IFRS17, FRTB, IRRBB, …);
  • You are familiar with specific packages like Matlab, SAS, R, Python or VBA;
  • You are able to work autonomously in a result-oriented environment;
  • You are open to travel inside Europe.
  • You are fluent in French or Dutch (both verbal and written).
  • You have good communication, writing and presentation skills in English.

 

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