Société : Finalyse Lieu : Brussels Brussels Site source : Talent BE
You also participate to model validation assignments and provide our clients with adequate rmendations to improve their models and related processes.
Your role will cover a wide range of responsibilities such as conducting workshops with business users, gathering business requirements, defining both functional & technical requirements.
In addition to this role, you may be expected to:
Participate in business development initiatives or internal projects.
Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events.
Must-have requirements Master's Degree in econometrics, physics, mathematics, engineering or applied economics with an academic track record in a quantitative field.
At least 4 years of experience in Financial Services in the banking sector.
Affinity with banking products:
retail and non-retail.
First hands-on experience in the following areas:
model development or model validation, valuation models for financial instruments etc.
Relevant regulatory knowledge (Basel III, CCR, FRTB, IRRBB..
.
) You are at ease with scenario & sensitivity analysis (EVE & NII risk metrics) and valuation methodologies.
Quantitative and programming skills (SAS, R or Python) are required.
Knowledge of ALM and marketrisk related regulations is a must:
CCR (SA-CCR etc.), IRRBB, FRTB.
Goodmand of specific packages like Matlab or VBA.
Ability to work autonomously in a result-oriented environment.
Very goodmunication, writing and presentation skills in English.
Readiness to travel throughout Europe and in the Middle East.
We offer Opportunity to join a diverse, multinational, dynamic team of talented and passionate individuals with a broad range of analytical and technical skills.
Excellent working environment with a space for defining your own specialization and career within our flat and flexible structure.
Opportunity to take initiatives and responsibilities quickly in a fast growingpany.
Extensive training programs adapted to your personal needs, both on technical matters as well as on softs skills.
Coaching and mentoring by more experienced colleagues.
Flexible working arrangements - remote/hybrid work mode and 9/10 or 4/5 possible time schedules.
