The consultancy differentiates itself by pursuing the following goals:
The company strives on three I’s:
Integrity - Doing the right thing in all situations, extending to our behaviour and commitment
Inclusion - Succeeding through collaboration, diversity and flexibility
Innovation - Expecting and valuing new ideas, which are fostered by our clients’ successes
This role is suitable for a young professional in Risk Modelling with an interest in Artificial Intelligence and Machine Learning. An ideal candidate would possess a Masters of Science in a Quantitative subject, such as Mathematics, Quantitative Finance, etc. Experience in Risk Modelling, Development/Validation is key, as well as an interest, and ideally an experience with Machine Learning and AI. Programming skills and practical background in Python is an important point, in addition to the practical exposure to the Market and Counterparty risk. A perfect candidate would have an understanding of Monte Carlo simulation, as well as advanced knowledge of regulatory capital requirements for Market and Credit risk. Importantly, this opportunity is focused on working on a client-facing side, so a strong motivation to pursue that paired with an analytical approach is essential.
Do you recognise yourself in the following?
You are a proactive young professional looking for the next challenging opportunity in your career. You can describe yourself as an expert with an entrepreneurial mindset and a person who is not afraid to take risks. You are energetic, have a “can-do” attitude, and love to work in an environment without boundaries. You enjoy a healthy dose of freedom and would be highly motivated to lead projects, working for market and industry leaders, Global Conglomerates & Multinationals.
Tasks and responsibilities:
A successful mandate would be responsible for performing quantitative analysis and reviewing of risk model frameworks, assumptions, data, and results. Designing, modelling and prototyping challenging models would also be a major part of the role. You would foster continuous interaction and collaboration with stakeholders from a wide range of internal business areas, internal and external audit as well as supervisory authorities, as well as continuously test models, and numerical implementations. Besides, a review of the documentation, including raising recommendations for model improvements would be one of the responsibilities of a successful candidate. Ensuring that the models are validated in line with regulatory requirements and industry best practice, tracking remediation of validation recommendation, and check the adherence to governance requirements would also be among the tasks.