Market Risk / ALM Consultant (Full-time / Part-time)
Location: Brussels
Your Responsibilities
As a Market Risk / ALM Consultant, you will work closely with banking clients as part of our Risk Advisory practice, supporting the development and implementation of solutions related to:
* Market Risk
* Liquidity Risk
* Interest Rate Risk (IRRBB)
You will:
* Lead or contribute to quantitative projects, particularly the development and enhancement of market risk models—including those related to interest rate and behavioral risk.
* Analyze, test, and manage risk-related applications used for calculations, reporting, and modeling.
* Participate in model validation assignments and advise clients on how to improve their models and internal processes.
* Collaborate with stakeholders to identify needs, define functional and technical requirements, and lead workshops with business users.
You may also be involved in:
* Developing and maintaining strong client relationships.
* Contributing to business development initiatives or internal innovation projects.
* Representing Finalyse in the financial sector through published articles, conference participation, or networking events.
Your Profile
* Master’s degree in a quantitative discipline (e.g., econometrics, mathematics, physics, engineering, applied economics).
* Minimum of 4 years of experience in banking or financial services.
* Strong knowledge of banking products and financial markets (both retail and non-retail).
* Hands-on experience in developing or validating market risk models, or valuing financial instruments.
* Familiarity with regulatory frameworks such as Basel III, CCR, FRTB, and IRRBB.
* Proficiency in programming and analytical tools such as SAS, Python, R, Matlab, or VBA.
* Independent, result-driven mindset with strong problem-solving skills.
* Excellent communication skills in French and English—both written and spoken.
* Willingness to travel across Europe and the Middle East as needed.
What We Offer
* A dynamic, multicultural, and supportive team environment.
* Flexibility to shape your role and specialization within our flat organizational structure.
* Rapid opportunities for responsibility and initiative in a fast-growing firm.
* Personalized training programs covering both technical (hard) and interpersonal (soft) skills.
* Mentorship from experienced professionals and regular knowledge-sharing.
* Flexible working options (remote, hybrid, full- or part-time).
* Competitive compensation package, including health insurance, pension, and mobility benefits.
* Opportunities to travel and work on international assignments.