(Senior) Consultant Risk Modelling
As a Medior/Senior Consultant in Risk Modelling you develop, improve and validate sophisticated econometric models of our clients; you support and optimize their models across different risk types and you enhance our model development and validation guidelines and practices..
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 designing or improving a modelling framework, performing pilot calculations using SAS or other statistical packages, specifying data requirements and testing the results, and evaluate model usage along with business impacts.
Based on your expertise, you maintain a close relationship with the management and specialists at the client’s site in order to analyse and develop pragmatic and creative solutions to add value to our client’s business and their risk management processes.
- You have an MA or MSc in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field (combined e.g. with a PhD, CQF, Actuarial or similar qualifications);
- Have 2-5 years of experience in Financial Services with a focus on risk management (Credit Risk, Financial Markets, Middle Office and/or ALM), quantitative modelling and/or model validation in the banking sector;
- You are familiar with specific software packages like Matlab, SAS, C++, R, Python or VBA;
- You demonstrate relevant regulatory knowledge (IFRS9, FRTB, IRRBB, …);
- You are able to work autonomously in a result-oriented environment;
- You have good communication, writing and presentation skills (Fluency in English is a must);
- You are familiar with the structure and operations of a financial institution;
- You are open to travel inside Europe.