Senior Financial Risk Management Consultant
Tasks
- Refine how banks measure their expected credit losses and report their loan-loss provisions (PD / LGD modelling)
- Tackle emerging risks in particular with regards to the impact of climate change on banks' portfolios
- Assess the impact of fluctuations in interest rates on banks' balance sheet (IRRBB & CSRBB)
- Perform stress tests to assess capital and liquidity adequacy as part of ICAAP / ILAA
- Anticipate the impact of uing regulatory changes (CRR3 / CRD6) and draw roadmaps to tackle the identified gaps
- Assist with the preparation of client offers and development of the practice' service offering
- Coach and assist junior consultants on a day-to-day basis
Benefits
Extensive training opportunities ( FRM and CFA certifications)Structured career progression - at Reply we encourage career growth and will give you the tools and guidance to achieve subject matter expertise and management capabilitiesDiverse and vibrant environment - you will be surrounded by peers who share your passion for technology and innovationYour education doesn't need to stop here! Reply pride themselves on continuously learning about emerging technologiesOpportunity to work on projects with some of the world's leading brandsQualifications
At least 2 years Financial Risk Management experience, whether in the industry or in a management consulting firmMasters degree in Economics, Finance, Actuary, Business Management or relevant business fieldKnowledge of bank accounting (IFRS 9) and prudential regulations (CRR / CRD, BRRD, SREP, etc)Quantitative skills and proficiency with VBA, R, Python and / or SASInterest in business development and constant attention to identify potential challenges for our clients and devise practical solutionsFluent in English and either Dutch or FrenchAbout Avantage Reply
Avantage Reply, part of the Reply Group, specialises in Financial Services consulting with a focus onernance, Risk and Finance Transformation, Treasury and Capital, Quantitative Modelling,pliance and Regulatory Advisory. With offices across Europe, we count some of the world's most significant financial groups among our clients, including in Investment, Retail andmercial Banking, Custodian Banking, Insurance and Investment Management.
Job ID 10454