Consultant - Quantitative Risk Modelling

Consultant - Quantitative Risk Modelling

Finalyse Group

Brussels, Belgium

RESPONSIBILITIES

• You participate to or lead engagements of our Risk Advisory practice in the quantitative area for our banking and insurance clients.
• You participate in the development of credit risk and related models, ... from model design to model implementation while using the most advanced technologies or software packages.
• You also participate to model validation assignments and provide our clients with adequate recommendations to improve their models and related processes.
• Depending on your experience, you work as a member of our team of talented individuals or you will coordinate the workload in various projects while coaching more junior staff.

In addition to this role, you may be expected to:

• Build and maintain close relationships with our clients.
• Participate in business development initiatives or internal projects.
• Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events.

MUST HAVE QUALIFICATIONS

• Master Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field.
• At least 2-3 years of experience in Financial Services in the banking sector.
• Affinity with banking products: retail and non-retail.
• First hands-on experience in the following areas: model development or model validation, valuation models for financial instruments etc.
• Relevant regulatory knowledge (Basel III/IV, CRR 3, IFRS9, …).
• Good command of specific packages like Matlab, SAS, R, Python or VBA.
• Ability to work autonomously in a result-oriented environment.
• Very good communication, writing and presentation skills in English.
• Readiness to travel throughout Europe.

NICE TO HAVE

• Fluency in French or Dutch, both written and oral.
• A certification like FRM or PRM.