Available from : Immediately
Employment : Fulltime
Are you working in the area of quantitative risk management and looking for new challenges in your career? Our Credit Risk Consulting team is looking for experienced and talented colleagues to work on quantitative risk management projects in the financial services industry. Candidates who are inspired by working at a niche consultancy company with a broad group of risk experts and who like to work with different teams and clients, and who are keen to continuously develop their risk expertise and consulting skills, are welcome to apply for the position of (Senior) Consultant Credit Risk.
Your impact
As a (Senior) Consultant at Quant Professionals B.V., you will join our quantitative regulatory expert team, which consists of highly qualified quantitative risk management professionals with a long track record in the financial sector and academia. You will work on a variety of quantitative credit risk projects in multidisciplinary teams to solve complex problems relating to various types of credit risk models. You will help our clients gain insight into their risk profile by using your technical and professional skills and expertise. The modelling and quantification of emerging risks such as climate risk, cyber risk, and behavioral risk will increasingly become part of your work as a quantitative credit risk consultant.
Tasks and Responsibilities
- Collaborate with our clients in diverse projects, such as :
Analyzing and improving the quality of data to be used for risk modelling,
Improving and re-developing quantitative credit risk models (A-IRB, IFRS9, economic capital and stress testing),Performing in-depth analyses and coding for quantitative risk assessments,Reporting on model performance and discussing your conclusions with model developers, model validators, senior management and auditors,Assessing and validating internal models against the latest regulatory standards and advising on the required improvements.Provide consulting advice to senior management in the area of :Model strategy,
Credit risk policy,Model risk management policy,Data management policy,Risk appetite.Be a thought leader in your field of expertise.Manage projects independently, work in teams on larger projects, and coach less senior colleagues.Develop and challenge yourself during internal and external knowledge-sharing and training sessions.Be a brand ambassador for Quant Professionals B.V.Skills to be successful
MSc in econometrics, mathematics, physics, quantitative finance, data science or equivalent field.2-5 years of relevant working experience for a Consultant in the financial services sector or consulting, in the field of quantitative financial risk management, modelling and / or model validation.5+ years of relevant working experience for a Senior Consultant in the financial services sector or consulting, in the field of quantitative financial risk management, modelling and / or model validation.A strong interest in the development, testing, validation and implementation of credit risk quantification.Knowledge in programming and analyzing large amounts of data using R, Python, SQL, etc.Knowledge of quantitative credit risk management and valuation of financial products.Experience with project management.A good understanding of credit risk and relevant regulatory knowledge. Experience with TRIM missions, IMIs or OSIs is an advantage.Passionate about delivering tailor-made solutions.Excellent communication and writing skills in English.We offer in return
At Quant Professionals B.V., you will enjoy excellent conditions of employment : a good salary, a nice number of holidays, mobility-budget and a bonus scheme. You can also look forward to :
Good balance between work and free time in combination with healthy work from home ethics and wellness policy.Being involved in challenging assignments and responsibility within a varied project and client portfolio with plenty of opportunities for personal development.Learning on the job and education budget.Opportunity to advise and work with a variety of well-recognized (global) financial institutions.Enthusiastic and helpful colleagues, good coffee, an annual QP trip to a (surprise) location in or outside Europe and other social activities.Apply now
We look forward to receiving your application.
CV, grades and a letter of motivation (in English)
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