Senior Risk Analyst

il y a 2 semaines


Bruxelles, Région de Bruxelles, Belgique DIRECT SEARCH Belgium Temps plein

  • DIRECT SEARCH Belgium
Brussels, Belgium

Posted 20 hours ago Permanent To be discussed

  • For one of our partners, a well known bank based in Brussels, we are looking for a senior risk analyst.
    Senior Risk Analyst

Location:
Brussels | Financial services | Permanent contract

Tasks

  • Analyze/question the financial models used by the trading room;
  • Assess fair value and develop/refine methodologies to calculate value adjustments on collateralized and noncollateralized derivatives;
  • Challenge volatility hedging solutions; provide advice on compliance with the risk appetite framework;
  • Monitor and implement regulatory developments/evolutions;
  • Maintain and refine the internal VaR model and the calculation of expected loss;
  • Develop pricing tools;
  • Identify the sources of model risk and propose a methodology to quantify risk models
  • Document the methodologies used for the legislator, validation department,...
  • Being the Manager's righthand man;
  • Report your analysis to the senior management;
  • Support and coach other team members.

Division:
FM Risk Management

Profile

  • Degree in civil engineering, applied mathematics, physics, quantitative finance,
  • Minimum 5 years of experience;
  • Good communication and writing skills;
  • Fluency in French and/or Dutch with a good knowledge of English;
  • Knowledge of C++, Matlab, VBA, Python.
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