Senior Risk Analyst

Senior Risk Analyst

Location: Brussels | Financial services | Permanent contract

Tasks 

• 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 

Profile 

• 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.