Graduate Financial Risk Management Consultant
Tasks
1. Refine how banks measure their expected credit losses and report their loan-loss provisions (PD/LGD modelling)
2. Tackle emerging risks in particular with regards to the impact of climate change on banks' portfolios (physical and transition risks)
3. Assess the impact of changing interest rates on banks' balance sheet
4. Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAAP, recovery and resolution planning
5. Anticipate the impact of uing regulatory changes and draw roadmaps to tackle the identified gaps
6. Remain attentive to trends in the banking sector (economic, financial & regulatory) and pro-actively identify opportunities to support clients tackling the associated challenges
7. Contribute to internal initiatives incl. the organization of client events, drafting of briefing notes, preparation of client presentations
Benefits
8. Continuous learning with sponsorship of work-related certification programs
9. Possibility to learn about the financial markets, global regulations, and innovative technologies
10. Development of consulting best practices and skills such us business analysis, project management and sales
11. I nternal events and team building activities are regularly organized for employees to connect and build relationships
12. petitive base salary and flexible benefits with a range of incentives and bonuses to reward performance and to align individuals' incentives with those of the firm and our clients
13. Participation in major, global projects related to regulatory changes which have been re-shaping the financial industry
Qualifications
14. Master degree in Economics, Finance, Actuary, Business Management, Business Engineering, Management or relevant business field
15. Interest in FRM-related areas - incl. credit risk, ALM/treasury and capital management - and ambition to develop in that space
16. Quantitative skills and proficiency with VBA, R, Python and/or SAS
17. Curious attitude and desire for continuous learning
18. Creative problem-solving skills and ability to diagnose issues and develop solutions. Ability to work independently while also demonstrating real team-working skills
19. Excellent oral and writtenmunication and presentation skills
20. Fluent in English and at least one of the following languages (French or Dutch)
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 .
Avantage Reply, appartenant au groupe Reply, est spécialisée dans le conseil en services financiers, avec un intérêt particulier pour la gouvernance, la transformation des risques et des finances, la trésorerie et le capital, la modélisation quantitative, la conformité et le conseil en réglementation. Avec des bureaux dans toute l'Europe, nousptons parmi nos clients certains des groupes financiers les plus importants au monde, notamment dans les domaines de l'investissement, de la banque de détail etmerciale, de la banque dépositaire, de l'assurance et de la gestion des investissements.
Job ID 6742