For one of our partners, a well known bank based in Brussels, we are looking for a senior risk analyst.
Senior Risk Analyst
Location: Brussels | Financial services | Permanent contract
- Analyze/question the financial models used by the trading room;
- Assess fair value and develop/refine methodologies to calculate value adjustments on collateralized and non-collateralized derivatives;
- Challenge volatility hedging solutions; provide advice on compliance with the risk appetite framework;
- Monitor and implement regulatory developments/evolutions;
- Maintain and refine the internal VaR model and the calculation of expected loss;
- Develop pricing tools;
- Identify the sources of model risk and propose a methodology to quantify risk models
- Document the methodologies used for the legislator, validation department,...
- Being the Manager's right-hand man;
- Report your analysis to the senior management;
- Support and coach other team members.
Division: FM Risk Management
- Degree in civil engineering, applied mathematics, physics, quantitative finance, …
- Minimum 5 years of experience;
- Good communication and writing skills;
- Fluency in French and/or Dutch with a good knowledge of English;
- Knowledge of C++, Matlab, VBA, Python.