Senior Quant Risk Consultant - Credit & Market Modelling

EY; Diegem; On-site; EUR 50,000 - 70,000; Full time

Benefits offered by this job

Flexible working arrangements

Extensive training opportunities

Supportive workplace culture

Job summary

A leading global professional services firm in Belgium is seeking a Senior Consultant specializing in quantitative risk modeling. The role involves participating in and leading risk engagements with financial institutions, focusing on credit and market risk modeling, and using machine learning techniques for innovative solutions. Applicants should possess a Master's degree in a relevant quantitative field and have 2-5 years of relevant experience. Proficiency in programming languages like R and Python is essential.

Qualifications

• 2-5 years of relevant professional experience required.
• Solid understanding of complex instruments and market risk prerequisites.
• Proficient business English required; Dutch and/or French are advantageous.

Responsibilities

• Lead Risk engagements focusing on credit risk modeling.
• Support banks in regulatory reviews and mitigate model weaknesses.
• Coordinate workload across various projects efficiently.

Skills

Quantitative modeling techniques

Machine learning algorithms

Communication skills

Education

Master’s degree in relevant quantitative field

Tools

R

Python

C++

Job description

A leading global professional services firm in Belgium is seeking a Senior Consultant specializing in quantitative risk modeling. The role involves participating in and leading risk engagements with financial institutions, focusing on credit and market risk modeling, and using machine learning techniques for innovative solutions. Applicants should possess a Master's degree in a relevant quantitative field and have 2-5 years of relevant experience. Proficiency in programming languages like R and Python is essential.