Financial Risk Manager

Financial Risk Manager

Tasks

• Refine how banks measure their expected credit lossess and report their loan-loss provisions (PD/LGD modelling)
• Tackle emerging risks in particular with regards to the impact of climate change on banks' portfolios
• Assess the impact of fluctuations in interest rates on banks' balance sheet (IRRBB AND CSRBB)
• Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAAP
• Anticipate the impact of upcoming regulatory changes (CRR3 / CRD6) and draw roadmaps to tackle the identified gaps
• Contribute to the definition of the Practice strategic priorities and take part in its day-to-day steering (account management, staffing, ...)
• Develop the practice' service offering, define go-to-market approaches and take an active role in the preparation of client offers

Benefits

• Extensive training opportunities (e.g. FRM or CFA certifications)
• Structured career progression - at Reply we encourage career growth and will give you the tools and guidance to achieve subject matter expertise and management capabilities
• Diverse and vibrant environment - you will be surrounded by peers who share your passion for technology and innovation
• Your education doesn't need to stop here! Reply pride themselves on continuously learning about emerging technologies
• Opportunity to work on projects with some of the world's leading brands

Qualifications

• Masters degree in Economics, Finance, Actuary, Business Management or relevant business field
• At least 5 years professional experience, whether in the industry or in a management consulting firm
• Knowledge of bank accounting (IFRS 9) and prudential regulations (CRR / CRD, BRRD, SREP, etc)
• Proficiency with VBA, R, Python and/or SAS
• Experience with or strong interest in business development is a plus
• Fluent in English and at least one of the following languages (French or Dutch)

About Avantage Reply
Avantage Reply, part of the Reply Group, specialises in Financial Services consulting with a focus on Governance, Risk and Finance Transformation, Treasury and Capital, Quantitative Modelling, Compliance and Regulatory Advisory. With offices across Europe, we count some of the world's most significant financial groups among our clients, including in Investment, Retail and Commercial Banking, Custodian Banking, Insurance and Investment Management.