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(Senior) Consultant Credit Risk

Finalyse Group

Luxembourg

FUNCTION

As a Medior/Senior Consultant in Credit Risk you develop, improve and validate sophisticated econometric models, you support modelling or implementation teams on strategic projects in the area of credit risk and you contribute to the business development of our risk advisory practice in domains such as the upcoming IFRS9.

You work as a member of our team of talented individuals with a broad range of analytical and technical skills in the area of Risk Management.

Your responsibilities may include various stages in the project cycle such as defining the business requirements, designing or improving a modelling framework, performing pilot calculations using SAS (or any other relevant statistical package), specifying implementation requirements and testing the results, and aligning business, regulatory, methodological and technical requirements in the model design, communicating the model premises, logic and interpretation of the results to business and technical members of the Finalyse and client teams.

Based on your expertise, you maintain a close relationship with the management and specialists at the client’s site in order to develop pragmatic and creative solutions for existing systems in a global bank (insurance) domain.

PROFILE

  • You have an MA or MSc in economics, physics, mathematics, IT or related fields. Holding an advanced degree in finance and/or a certification like CFA, FRM, PRM is an advantage;
  • You already have 3+ years of experience in credit risk and a good understanding of how credit risk models (PD, LDG & EAD), data and processes interact in risk management;
  • You have very good modelling/technical skills;
  • You are an advanced user of at least one statistical package (e.g. SAS) with several years of practical experience;
  • You are able to work autonomously in a result-oriented environment;
  • You have good communication, writing and presentation skills with the ability to explain sophisticated issues in a simple but professional way;
  • You are a quick learner and you enjoy having to find innovative solutions to new problems;
  • You have one or several of the following competencies: Basel Capital Adequacy regulations, Credit Risk Modelling or Model Validation, Econometric modelling;
  • You are familiar with the structure and operations of a financial institution;
  • You are familiar with some Regulatory Compliance-related issues the European banking industry is currently facing;
  • You are open to travel inside Western Europe, knowing that Luxembourg will remain your primary location.

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