Managing Consultant – Quantitative Risk Modelling

at  Finalyse

Amsterdam, Noord-Holland, Netherlands -

Start DateExpiry DateSalaryPosted OnExperienceSkillsTelecommuteSponsor Visa
Immediate18 Dec, 2024Not Specified24 Sep, 20247 year(s) or aboveEconomic Capital,Model Validation,Sas,Stress Testing,Dutch,Mathematics,Operational Risk,Icaap,Python,Liquidity Risk,Physics,Economics,Crd,Writing,Model Development,English,Econometrics,Financial ServicesNoNo
Add to Wishlist Apply All Jobs
Required Visa Status:
CitizenGC
US CitizenStudent Visa
H1BCPT
OPTH4 Spouse of H1B
GC Green Card
Employment Type:
Full TimePart Time
PermanentIndependent - 1099
Contract – W2C2H Independent
C2H W2Contract – Corp 2 Corp
Contract to Hire – Corp 2 Corp

Description:

Description
Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system and facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions. Acting as one team with our partners and clients, we bring a distinctive mix of financial and technological know-how. This unique blend of expertise, team spirit and fairness has contributed to more than 35 years of successful projects and trustful relationships.
At Finalyse, we believe that each member is unique and that diversity enriches us in many ways. We strive for an inclusive working environment that pursues mutual respect for each other’s beliefs and backgrounds.
We are looking for ambitious and dedicated senior advisor(s) in the area of credit risk quantification: credit modelling (IRB), model validation, economic capital, stress testing, credit pricing, etc.

ACCOUNTABILITIES

  • As Managing Consultant, you will be partly responsible for expanding our banking risk advisory department in the Netherlands, advising our clients on issues such as IRB Modelling, TRIM remediation, Economic Capital and Stress Testing models, risk management frameworks and regulatory requirements.
  • You will lead complex projects together with a team of consultants in the areas of model development and/or validation.
  • You will act as subject-matter expert on complex regulatory requirements and standards.
  • You will keep track of new regulations and their impact on our clients and markets.
  • You will build and maintain close relationships with our clients.

In addition to this role, you may be expected to:

  • Be involved in non-regulatory modelling activities: Machine Learning, AI, Data analytics related projects.
  • Participate in business development initiatives or internal projects.
  • Prepare and present proposals to clients for end-to-end solutions.
  • Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events.

MUST HAVE QUALIFICATIONS

  • Master Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field.
  • At least 7-8 years of experience in Financial Services in the banking sector.
  • Good knowledge of risk management frameworks (Economic Capital, Risk Appetite, Stress Testing and others).
  • Good hands-on experience in the following areas: credit model development or model validation (PD, LGD, EAD/CCF, etc.)
  • Expertise in ICAAP and/or ILAAP reporting procedures, along with modelling of Pillar II risks such as liquidity risk, operational risk, strategic risk, 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 is a plus).

Responsibilities:

  • Be involved in non-regulatory modelling activities: Machine Learning, AI, Data analytics related projects.
  • Participate in business development initiatives or internal projects.
  • Prepare and present proposals to clients for end-to-end solutions.
  • Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events


REQUIREMENT SUMMARY

Min:7.0Max:8.0 year(s)

Financial Services

Accounts / Finance / Tax / CS / Audit

Finance

Graduate

A quantitative field

Proficient

1

Amsterdam, Netherlands