Market Risk/alm Consultant

il y a 2 semaines


Bruxelles, Région de Bruxelles, Belgique Finalyse Temps plein
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 30 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.

Responsibilities:

  • You participate to engagements of our Risk Advisory practice for our banking clients in the development/deployment area of risk management solutions (covering more specifically market risk, liquidity risk & interest rate risk).
  • You participate to or lead engagements of our Risk Advisory practice in the quantitative area (market risk model development and especially the one related to interest rate risk and behavioural modelling) for our banking clients.
  • You also participate to model validation assignments and provide our clients with adequate recommendations to improve their models and related processes.
  • Your role will cover a wide range of responsibilities such as conducting workshops with business users, gathering business requirements, defining both functional & technical requirements.
In addition to this role, you may be expected to:

  • 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.

Must-have requirements:

  • Master's Degree in econometrics, physics, mathematics, engineering or applied economics with an academic track record in a quantitative field.
  • At least 4 years of experience in Financial Services in the banking sector.
  • Affinity with banking products: retail and nonretail.
  • First handson experience in the following areas: model development or model validation, valuation models for financial instruments etc.
  • Relevant regulatory knowledge (Basel III, CCR, FRTB, IRRBB )
  • You are at ease with scenario & sensitivity analysis (EVE & NII risk metrics) and valuation methodologies.
  • Quantitative and programming skills (SAS, R or Python) are required.
  • Knowledge of ALM and market risk related regulations is a must: CCR (SA-CCR etc.), IRRBB, FRTB.
  • Good command of specific packages like Matlab or VBA.
  • Ability to work autonomously in a resultoriented environment.
  • Very good communication, writing and presentation skills in English.
  • Readiness to travel throughout Europe and in the Middle East.

We offer:

  • Opportunity to join a diverse, multinational, dynamic team of talented and passionate individuals with a broad range of analytical and technical skills.
  • Excellent working environment with a space for defining your own specialization and career within our flat and flexible structure.
  • Opportunity to take initiatives and responsibilities quickly in a fast growing company.
  • Extensive training programs adapted to your personal needs, both on technical matters as well as on softs skills.
  • Coaching and mentoring by more experienced colleagues.
  • Flexible working arrangements remote/hybrid work mode and 9/10 or 4/5 possible time schedules.
  • Attractive remuneration package and extralegal benefits (health insurance, pension benefits, mobility package, etc.)
  • Travel opportunities.
Languages English Education Master Experience 4+ years
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