Consultant - Quantitative Risk Modelling

Consultant - Quantitative Risk Modelling

Finalyse Group

Brussels, Belgium

As a Consultant, you will contribute to complex quantitative projects and collaborate closely with clients to translate analytical insights into practical, risk-informed decisions. This role combines strong quantitative expertise with applied problem solving, enabling banks to rely on accurate, transparent, and well-governed models for decision-making and regulatory compliance.

RESPONSIBILITIES

• Participating in and leading engagements within the Risk Advisory practice in the quantitative domain for banking clients.
• Participating in the development of credit risk and related models, from model design through to model implementation, using advanced technologies and software packages.
• Participating in model validation assignments and providing clients with appropriate recommendations to improve models and related processes.
• Working as a member of a team of talented professionals or, depending on experience, coordinating workloads across multiple projects while coaching and mentoring junior staff.
• Building and maintaining close relationships with clients.
• Participating in business development initiatives and internal projects.
• Raising and promoting the company’s image in the financial industry through publications in the Regbrief and participation in external conferences and networking events.

REQUIREMENTS

• Master's degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field.
• A certification like FRM or PRM would be an advantage.
• 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.
• Fluency in French or Dutch, both written and oral is a plus.
• Readiness to travel throughout Europe.