Senior Consultant - Quantitative Risk Modelling
Finalyse Dublin, Ireland Apply now Posted 9 hours ago Permanent Competitive
Our aim is to support our clients by incorporating changes and innovations in valuation, risk, and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions. Acting as one team with our partners and clients, we bring a distinctive mix of financial and technological expertise. This unique blend of skills, team spirit, and fairness has contributed to over 35 years of successful projects and trusted relationships.
At Finalyse, we believe that each member is unique and that diversity enriches us. We strive for an inclusive working environment that promotes mutual respect for each other's beliefs and backgrounds.
We are looking for ambitious and dedicated advisors in the area of credit risk quantification, including credit modelling (IRB), model validation, economic capital, stress testing, and credit pricing.
Accountabilities
* Participate in or lead engagements within our Risk Advisory practice in the quantitative area for banking clients.
* Assist clients in modelling their credit risk models: PD, LGD, EAD/CCF, ECL, from design to implementation, utilizing advanced technologies and software packages.
* Participate in model validation assignments and provide recommendations to improve models and processes.
* Depending on experience, work as part of a team or coordinate workloads and mentor junior staff.
Additional responsibilities may include:
* Engagement in non-regulatory modelling activities such as Machine Learning, AI, and Data Analytics projects.
* Building and maintaining close client relationships.
* Participating in business development and internal projects.
* Representing Finalyse in the industry through publications, conferences, and networking events.
MUST HAVE QUALIFICATIONS
* Master's degree in econometrics, physics, mathematics, or applied economics, with a strong academic record in a quantitative field.
* At least 4-5 years of experience in financial services within the banking sector.
* Familiarity with risk management frameworks such as Economic Capital, Risk Appetite, and Stress Testing.
* Hands-on experience in model development and validation.
* Knowledge of relevant regulations (e.g., CRR, CRD, IRB, IFRS9).
* Proficiency with SAS, Python, or R.
* Ability to work independently in a results-oriented environment.
* Excellent communication, writing, and presentation skills in English.
NICE TO HAVE
* Certifications like FRM or PRM are advantageous.
WE OFFER
* The opportunity to join a diverse, multinational, and dynamic team with a broad range of skills.
* An excellent working environment with opportunities for specialization and career growth within a flexible structure.
* The chance to take initiative and responsibility in a fast-growing company.
* Extensive training programs tailored to your needs, including technical and soft skills.
* Coaching and mentoring from experienced colleagues.
* Flexible working arrangements, including remote/hybrid options and part-time schedules.
* An attractive remuneration package with additional benefits (health insurance, pension, mobility, etc.).
* Travel opportunities within Europe.
Finalyse is a leading provider of financial risk management solutions, specializing in risk modelling, valuation, and analytics. With over 30 years of experience, we are committed to excellence and innovation in the financial industry.
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