- Assisting clients in the modelling of their risks (credit risk, market risk, valuation and pricing, actuarial, ...) from model design to model implementation.
- Advising clients on embedding of the input and output of the model throughout the company.
- Streamlining and rationalisation of modelling by offering a more integrated approach: enhancing efficiency and stability of procedures, automatisation, industrialisation/optimisation of models. An important aspect here is to obtain results faster and in a more reliable way.
- Redesign and/or optimise models.
- Assist banks in any stage of the model life cycle (Model Validation (e.g. replicating models), backtesting, ...).
- Analysis of complex mathematical risk control models and propose new ideas to enhance these models.
- Ensuring high level of support and delivery towards our client base.
- Helping clients assess and manage the impacts of new regulations (Basel, IFRS, SSM, …)
- Assist in proposal writing.
- Build and maintain excellent client relationships.
- Raise the profile of Avantage Reply throughout propagation of the marketing strategy.
- Assist junior consultants and work closely with your colleagues in other areas of advisory and professional services to deliver tailored, end-to-end solutions for our clients.
- We offer a dynamic and challenging working environment with clients and colleagues. There is plenty of room for further development and training. You will have the opportunity to participate in domain-related trainings, organize events together with important institutions and to write publications.
- Development opportunities – we invest in the development and progression of our people to maximise their potential. All of our current partner group have been promoted from within the firm.
- Great place to work – we are a non-hierarchical organisation and promote openness, teamwork and knowledge sharing within the firm and wider Group of companies.
- Competitive remuneration – we offer a competitive base salary and flexible benefits package. In addition, we offer a range of incentives and bonuses to reward performance and to align individuals’ incentives with those of the firm and our clients.
- Master degree in Physics, Engineering, Mathematics, Statistics, Econometrics, Actuarial Science, Computer Science or relevant quantitative field. A PhD will be valued.
- Between 2-4 years of proven relevant professional experience in financial modelling and risk management, such as experience in models (development and/or validation, credit risk, market risk, IRRBB, ALM, stress testing models, …), financial markets, risk management framework (risk appetite framework, risk identification, risk measurement) and/or regulatory requirement (CRR/CRD IV, Solvency II, Basel, …).
- Experience with at least one of the following programming languages: SAS, Python, R, Matlab. A keen interest to further develop your coding skills is a must).
- Have a strong interest for a transversal view on different risk areas, and can connect quantitative capabilities, regulatory requirements, accounting standards and the overall risk framework.
- Eagerness to learn, critical and always trying to further expand your knowledge within the research areas.
- Results oriented, ability to set clear goals and objectives, focusing on the achievement of targets, quality and deadlines.
- Creative problem-solving skills and ability to diagnose issues and develop solutions. Ability to work independently while also demonstrating real team-working skills.
- As a consultant, excellent communication skills towards the client, and your peers, are indispensable.
- Fluent in English, Dutch and/or French.
About Avantage Reply
There's never been a better time to join Reply. More than 8500 of us are united behind delivering quality services and solutions to our clients in Financial Services, Manufacturing, Retail, Telco & Utilities...
Avantage Reply, Reply's financial services management consultancy, has 14 offices across Europe (Amsterdam, Berlin, Brussels, Frankfurt, Hamburg, Lisbon, London, Luxembourg, Milan, Munich, Paris, Rome, Vienna, and Zurich).
In the context of our growing activities in Brussels, be part of an experienced team working with diverse clients (retail banks, investment banks, custodians, central counterparties, brokers) on risk management, asset and liability management (ALM), and regulatory change.