Quantitative Senior Consultant in the Financial Services Industry Quantitative Senior Consultant in the Financial  …

Deloitte
à Bruxelles, Bruxelles-Capitale, Belgique
CDI, Plein-temps
Dernière candidature, 27 mars 20
Competitive
Deloitte
à Bruxelles, Bruxelles-Capitale, Belgique
CDI, Plein-temps
Dernière candidature, 27 mars 20
Competitive
Quantitative Senior Consultant in the Financial Services Industry - (20000028)
Your Role

Deloitte is a world leading professional services firm, providing accounting and auditing services, management consulting and legal and tax advice. In Belgium we are the largest professional service provider. Our offices offer services to multi-national and large organisations, public institutions and innumerable small, fast-growing companies. Thanks to a strong regional presence and our multi-disciplinary approach, we are ideally placed to meet the requirements of a wide range of public institutions and small and large companies.

Our Risk Advisory practice is a global leader in helping clients manage risk and uncertainty from the boardroom to the network. We provide a broad array of services that allow our clients around the world to better measure, manage and control risk to enhance the reliability of systems and processes throughout their organization.

Within our Global Risk Advisory department in Zaventem, we are currently looking for a motivated (m/f/x):

Quantitative Senior Consultant in the Financial Services Industry

Team

You will be part of a dynamic team that draws together specialist knowledge and experience in the Financial Services Industry. Our professionals are focusing on financial risk management, quantitative advisory and implementation of new financial sector regulation.

This includes topics such as credit risk modeling, market risk modeling, valuation of financial instruments including derivatives, capital management and adequacy, Solvency II and Basel III implementation work, model validation, and the optimization of the risk function.

Your role
  • Support the market risk team with your technical expertise (act as sounding board / first person to go to/demonstrate eminence)
  • Follow up on evolutions in methodologies related to market risk e.g. new benchmark curves (Ester), FRTB, etc.
  • Analyse requests from clients and come up with pragmatic approaches
  • Review deliverables of team members
  • Develop /maintain our internal toolings - implementation of evolutions in methodology
  • Facilitate trainings (internally and for clients) on market risk / valuation topics
  • Support on proposals writing
  • Support with organisation of client workshops on technical topics (methodological evolutions, hot topics, etc.)
  • Participate in the development of market eminence (client workshops and presentations, trainings, tools, etc.)
Your Profile
  • You have a Master Degree in quantitative fields such as, but not limited to, Mathematics, Applied Mathematics, Statistics, Sciences, Engineering, etc.
  • You have a passion for financial markets and the financial industry in general
  • You have practical experience and good knowledge of quantitative techniques, statistical model development and data analytics.
  • You have proven modelling expertise/experience related to valuation of financial products (including complex derivatives), market risk quantification (e.g. FRTB) and internal model development.
  • You have practical experience and good knowledge of one or more software programs for statistical data analysis such as SQL, Python, R, Matlab and/or SAS
  • You are solution- and result-oriented and you can work independently
  • You adapt yourself easily to changing circumstances as you will face new challenges every day
  • You have excellent presentation and communication skills
  • You have a minimum of 3-5 years of relevant experience
  • You are fluent in English and Dutch or French
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