Senior Consultant - Quantitative Risk Modelling

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Finalyse Group

You participate to or lead engagements of our Risk Advisory practice in the quantitative area for our banking clients.
You assist our clients in the modelling of their credit risk models: PD, LGD, EAD/CCF, EC..., 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.

Be involved in non-regulatory modelling activities: Machine Learning, AI, Data analytics related projects.
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.

Master Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field.
At least 4-5 years of experience in Financial Services in the banking sector.
Familiarity with risk management frameworks (Economic Capital, Risk Appetite, Stress Testing.
Good hands-on experience in the following areas: model development or model validation etc.
Relevant regulatory knowledge (e.g. CRR, CRD, IRB, IFRS9, …).
Good command of specific packages like SAS, Python or R.
Ability to work autonomously in a result-oriented environment.
Very good communication, writing and presentation skills in English (Dutch or French is a plus).