As an integral part of the Risk Team, you’ll work closely with your colleagues, help clients validate or optimize their models across a variety of risk scenarios, and enhance Risk’s model validation and optimization methodologies and guidelines.
Your function :
• You’ll work closely with your colleagues, help clients validate or optimize their models across a variety of risk scenarios, and enhance Risk’s model validation and optimization methodologies and guidelines.
• You should understand and consider client expectations, constraints and dependencies, define autonomously work plan and anticipate potential blocking factors.
• You produce and present high quality deliverables and contribute to business development initiatives (roundtables, events, conferences, client meetings), also as to contribute to the drafting of proposals (partial contribution).
• You will prepare and give high quality reports and presentations and contribute to the packaging of methodologies based on field work experience and/or the development of thoughtful leadership documents.
• You strive to meet client expectations and to further develop their client’s understanding of specific market “hot topics” in risk management.
Your profile :
• Master degree in a quantitative field such as Financial Engineering/Applied Finance/Statistics/ Mathematics/Computational Finance;
• Fluent in English, both speaking and writing. Additional languages are an asset;
• Minimum 4 years of relevant consulting experience (ext/int) combining risk management and quantitative modelling in the financial services (preferably within the banking sector);
• An experience in modelling or validation of Value at Risk (VaR) / Expected shortfall (ES) / Internal margin (IM) and in the field of prudential regulations is an important asset;
• Showing interest in the testing, development and/or validation processes used banking risk models;
• Understanding of financial mathematical techniques, risk measures, statistics, applied mathematics, and/or finance with practical experience of MATLAB/C++/VBA;
• Capability of analyzing a client’s business context, risk management needs and risk projection capabilities.
• Excellent analytical and synthesis sense and autonomous way of working;
• Flexibility: multitasking, adapting to rapidly changing client contexts and managing time appropriately, being able of working under pressure with tight deadlines keeping discipline to deliver qualitative outputs, readiness to travel;
• Capacity of building strong relationships with both colleagues and clients, bringing a positive and constructive mind and team spirit.
Our client offers :
• A working environment with a good team spirit where personal development and growth are encouraged
• through on-the-job training as well as formal trainings;
• An attractive and competitive salary with fringe benefits;
• The opportunity to become part of a multidisciplinary, expert’s network;
• Flexibility and responsibility
• Variety in projects and clients.
|rue de la Régence, 43
1000 Bruxelles BE
1000 Bruxelles, BelgiqueView all 99 jobs