Consultant/Senior Consultant | Market Risk | Risk Advisory
Who we're looking for
As part of our high-performing Financial Institution Risk & Regulatory Team you will have the opportunity to:
- Conduct advisory projects in the area of market risk, treasury and liquidity management
- Work on construction, modification and validation of market risk measurement and derivatives valuation models
- Develop solutions for regulatory requirements in the area of market and liquidity risk
- Develop strategies, limit systems and methods to hedge market risk
- Develop and implement of IT solutions/systems supporting such functions as: analysis and control of market risk and liquidity, treasury, treasury controlling, ALM.
- Develop solutions and models in the field of asset and liability management (e.g. FTP, deposit modelling)
- Determine the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
- Support treasury teams in the implementation of quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. IRRBB).
- Share knowledge and develop junior colleagues while coordinating their work
- Work closely together with other service lines and teams in other locations
- 3+ years experience in the financial sector (preferably financial risk area in banking or supervisory authority) or at a consultancy firm with experience in financial regulation or quantitative risk modelling (or a combination of both)
- Strong interest in data science, portfolio and risk models, with a special focus on market risk
- People management and/or project management experience is a plus
- Strong ability to handle and analyze large datasets in Excel. Additional fluency in languages such as R, Python, VBA, SAS 4GL and SQL is an advantage
- developing solutions and models in the field of asset and liability management (e.g. FTP, deposit modeling)
- determining the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
- supporting treasury teams in implementing quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. in the scope of IRRBB).
- Working proficiency of English language.
What we offer
- exposure to interesting advisory projects
- rapid knowledge development thanks to on-the-job trainings related to the area of expertise
- opportunity to be a part of global work-streams and cross-country projects
- attractive customized learning portfolio (professional designations and international certificates)
- continuous professional grow and clear career path
- friendly work atmosphere and staff parties
- valuable relations for life: industry network & references from recognized professionals