Junior Quant Risk Modeling Consultant - Flexible Hours

EY; Diegem; Presencial; EUR 42.000 - 66.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

EY Family

Remuneration package

Flexible working hours

Inspiring work environment

Learning & personal growth

Team activities

Sustainability initiatives

Diversity & Inclusion

Accessible offices

Descripción de la vacante

Ernst & Young is seeking a Junior Quantitative and Financial Risk consultant to help financial institutions identify and measure risk exposures, linking risk to pricing beyond regulatory activities. The role spans modelling, regulatory topics, and practical risk management within a cross-functional environment.

You will work across domains like market risk, credit risk, and ERM, using big data and analytics to support decision-making for clients in Banking, Insurance, and Asset Management.

Formación

• Master Degree in Engineering, Physics, Mathematics, Statistics, Finance, Risk, Economics, Accounting, or a related field.
• Proficient in business English with French and/or Dutch.
• Strong numerical skills and ability to understand regulatory context.
• Experience with software development environments or data visualization tools as listed.

Responsabilidades

• You use EY tools & models for valuation of financial instruments, in order to provide support to colleagues from Assurance.
• You participate in model validation exercises across risk drivers and all model types.
• You identify and analyze the risk in an operational process.
• You use machine learning as a new tool for risk identification, including in the data themselves.
• You act as a first-line contact for top-class financial services clients and maintain relationships.

Conocimientos

French/Dutch language proficiency

Educación

Master degree in a quantitative field

Herramientas

VBA

Java

C++

SQL

R

Matlab

.NET

Python

Spotfire

Tableau

Descripción del empleo

Ernst & Young is seeking a Junior Quantitative and Financial Risk consultant to help financial institutions identify and measure risk exposures, linking risk to pricing beyond regulatory activities. The role spans modelling, regulatory topics, and practical risk management within a cross-functional environment.

You will work across domains like market risk, credit risk, and ERM, using big data and analytics to support decision-making for clients in Banking, Insurance, and Asset Management.