senior financial risk management consultant
il y a 1 semaine
Requisition ID: 10454 - Posted - Years of Experience: (3) - Consulting - Where: (1) - Job
Senior Financial Risk Management Consultant
Tasks
- Refine how banks measure their expected credit losses and report their loan-loss provisions (PD/LGD modelling)
- Tackle emerging risks, particularly regarding the impact of climate change on banks' portfolios
- Assess the impact of fluctuations in interest rates on banks' balance sheet (IRRBB & CSRBB)
- Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAA
- Anticipate the impact of upcoming regulatory changes (CRR3/CRD6) and draw roadmaps to tackle the identified gaps
- Assist with the preparation of client offers and development of the practice's service offering
Coach and assist junior consultants on a day-to-day basis
Benefits
- Extensive training opportunities (e.g. FRM and CFA certifications)
- Structured career progression - at Reply, we encourage career growth and will provide the tools and guidance to achieve subject matter expertise and management capabilities
- Diverse and vibrant environment - you will be surrounded by peers who share your passion for technology and innovation
- Your education doesn't need to stop here Reply prides themselves on continuously learning about emerging technologies
- Opportunity to work on projects with some of the world's leading brands
Qualifications
- At least 2 years of Financial Risk Management experience, whether in the industry or in a management consulting firm
- Master's degree in Economics, Finance, Actuarial Science, Business Management, or a relevant business field
- Knowledge of bank accounting (IFRS 9) and prudential regulations (CRR / CRD, BRRD, SREP, etc.)
- Quantitative skills and proficiency with VBA, R, Python, and/or SAS
- Interest in business development and constant attention to identify potential challenges for our clients and devise practical solutions
- Fluent in English and either Dutch or French
About Avantage Reply
Avantage Reply, part of the Reply Group, specializes in Financial Services consulting with a focus on Governance, Risk and Finance Transformation, Treasury and Capital, Quantitative Modelling, Compliance, and Regulatory Advisory. With offices across Europe, we count some of the world's most significant financial groups among our clients, including in Investment, Retail and Commercial Banking, Custodian Banking, Insurance, and Investment Management.
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