Senior Financial Risk Consultant

Senior Financial Risk Consultant

Our client specialise in financial services consulting; they focus on governance, risk management, finance transformation, treasury and capital management, quantitative modeling, compliance, and regulatory advisory. With offices across Europe, they serve some of the world's leading financial institutions, including those in investment, retail, and commercial banking, custodian banking, insurance, and investment management.

In this role you will:

• Enhance banks' methodologies for measuring expected credit losses and reporting loan loss provisions (PD/LGD modeling).
• Address emerging risks, particularly those related to climate change and its impact on banks' portfolios.
• Analyze the effects of interest rate fluctuations on banks' balance sheets (IRRBB & CSRBB).
• Conduct stress tests to evaluate capital and liquidity adequacy within ICAAP/ILAA frameworks.
• Prepare for upcoming regulatory changes (CRR3/CRD6) by identifying gaps and developing strategic roadmaps.
• Support the creation of client proposals and contribute to the development of the practice's service offerings.
• Mentor and guide junior consultants in their daily activities.

Benefits

• Comprehensive training programs, including FRM and CFA certifications.
• Clear career progression, supporting professional growth by providing the tools and guidance needed to develop expertise and leadership skills.
• A dynamic and inclusive workplace where you will collaborate with like-minded peers who are passionate about technology and innovation.
• Lifelong learning; they embrace continuous education and exploration of emerging technologies.
• The chance to contribute to projects with some of the world's top brands.

Qualifications

• At least 2 years Financial Risk Management experience, whether in the industry or in a management consulting firm
• Masters degree in Economics, Finance, Actuary, Business Management or 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