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Quantitative Risk Consultant
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Your primary responsibilities will encompass:
- Development and operational execution of market risk and CVA models aligned with Basel IV, CRR3, or corrective strategies, including the preparation of validation documentation for regulatory authorities.
- Enhancement and refinement of Value at Risk (VaR) and Expected Shortfall models.
- Creation of pricing models for risk management frameworks and Independent Process Valuation (IPV).
- Estimation methodologies for market reserves and AVA in the context of prudent valuation practices.
- Collaboration with Risk Management teams in model evaluation and audit/inspection processes.
- Support for both financial and non-financial entities in the implementation of IFRS standards.
- Establishment and execution of regular stress tests and back tests.
In addition, you will participate in:
- Formulating service offerings and assisting the team in business development activities.
- Guiding consultants in their technical and personal growth.
- Conducting methodological, technical, and regulatory monitoring along with research and development efforts.
Qualifications:
- Master's degree from a Business School, Engineering School, or University.
- Preferably, prior successful experience in the banking or consulting sectors.
- Established expertise in risk modeling, model governance, independent validation, or general audit/inspection.
- Proficiency in modeling software and data management tools such as C++, Python, Matlab, R, SQL, along with strong teamwork, open-mindedness, analytical capabilities, and a commitment to a professional environment.
- Fluency in English (both written and spoken) is essential.
