Senior Risk Consultant - ALM & Capital Management

Senior Risk Consultant - ALM&Capital Management

Tasks

• Assist clients in the definition of risk dashboard and monitoring of balance sheet risks (in particular liquidity, IRRBB and market risks).
• Advice clients with respect to their risk identification and materiality assessment process as well as the definition of risk appetite.
• Conduct stress tests to assess their resilience to macroeconomic, market shocks, and define contingency plans to restore capital and liquidity.
• Assist clients in the development or review of capital and liquidity assessments as part of the SSM SREP and of recovery and resolution plans under the BRRD.
• Engage with clients on business model analysis in terms of performance assessment and profitability analysis.
• Implement regulatory changes arising from the Banking Package and Basel III (e.g. NSFR, SA-CCR and FRTB).
• Advice clients with respect to financial prudential regulation and help with the production of their regulatory reporting packages (like COREP and AQR).

Benefits

• Development opportunities - we invest in the development and progression of our people to maximise their potential. All of our current partner group have been promoted from within the firm.
• Great place to work - we are a non-hierarchical organisation and promote openness, teamwork and knowledge sharing within the firm and wider Group of companies.
• Competitive remuneration - we offer a competitive base salary and flexible benefits package. In addition, we offer a range of incentives and bonuses to reward performance and to align individuals' incentives with those of the firm and our clients.

Qualifications

• Bachelor's or Master's Degree from a recognised academic program;
• A minimum of 2 years of relevant delivery experience in a "Big 4 firm" or equivalent experience in a banking environment;
• Experience in financial modelling and/or risk management, incl. risk identification, measurement and mitigation as well as stress testing;
• Good knowledge of regulatory framework (CRR II / CRD V, BRRD, SREP, etc...)
• Quantitative skills and proficiency with VBA, R, Python and/or SAS;
• Have a strong interest for a transversal view on different risk areas, and can connect quantitative capabilities, regulatory requirements, accounting standards and the overall risk framework.
• Eagerness to learn, critical and always trying to further expand your knowledge within the research areas.
• Results oriented, ability to set clear goals and objectives, focusing on the achievement of targets, quality and deadlines;
• Excellent verbal and written communication and presentation skills, and you can confidently present/engage with clients;
• Creative problem-solving skills and ability to diagnose issues and develop solutions. Ability to work independently while also demonstrating real team-working skills.
• 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.

Since its establishment in 2004, Avantage Reply has been committed to industry specialisation (financial services) offering insights and in-depth experience. Avantage Reply works with board members, CROs, CCOs, COOs and CFOs, senior and mid-management finance and risk executives of leading financial services institutions.

With offices across Europe and the United Kingdom, 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.