Risk Consultant

Title: Risk Consultant

Location: Amsterdam, Netherlands

Do you want to join a new team of Risk Professionals at one of the leading experts in the market? Do you want to have a lot of freedom and flexibility in your development and career path? Do you want to work on challenging and diverse Financial Risk Management projects at various banks? If yes, then this is the opportunity for you!

The role:

• Developing new propositions and working as a consultant on one or two customer projects at the same time
• Building, improving and validating models and working with data
• Implementing IFRS 9, Basel III/IV, EBA Stress Testing, AQR, Anacredit and other regulatory requirements
• Applying Predictive Data Analytics to reduce default ratio mortgages and consumer credits
• Managing market risk and credit risk
• Using your skills for more strategic, tactical and operational challenges, such as:
  • Valuation of mortgage portfolios
  • Quantification of market risks
  • Stress testing and scenario analysis
  • FTP
  • Economic Capital and Asset & Liability Management
• Communicating and collaborating with your colleagues and customers
• Taking ownership of a specific banking topic within the team
• Coaching and mentoring junior consultants (optional)

The candidate:

• A university degree in Econometrics, Mathematics, Financial Economics or a similar field
• 4 to 8 years of work experience within FRM in the areas of Credit Risk, Market Risk or Liquidity Risk
• A solid knowledge of data issues and experience with tools, such as: SQL, C++, C#, SAS, Matlab, Excel VBA, Open Source ® and techniques such as Monte Carlo, Markov, regression analysis, stochastic modeling
• A strong interest in quantitative banking issues
• An entrepreneurial, ambitious and eager to learn attitude