
Client :
Within the Financial and Actuarial Risk Advisory practice of our client, a group of professionals is focusing on the development, implementation, audit and validation of valuation and risk management models in the financial services industry.
Description :
Your job will primarily consist of:- Reviewing and challenging models in mathematical finance developed by the clients
- Execute and report on formal model validation procedures
- Design, implement and document ad hoc valuation and risk models (some recent examples: Tier I paper, Quantification of Strategic Risks, Solvency and Basel II...), possibly based on vendor tools
- Contribute to business development in this domain, both nationally and internationally
- Develop models for our internal use, to cross-check and challenge client valuations
What we expect from you:- Strongly developed quantitative skills (a PhD would be an asset)
- Already a broad knowledge of the standard mathematical modelling techniques currently used in financial institutions
- A good understanding of and a keen interest in the regulatory and accounting context within which financial institutions operate, i.e. every calculation has a purpose
- Good communication skills, both written and oral
- A personal drive to make your mark in this domain
- A previous consulting experience would be an asset
We offer:- Tailored career development plan based on personal aspirations;
- A stimulating work environment where personal growth and development are encouraged;
- A substantial investment in training and coaching;
- The opportunity to take part in shaping your company;
- An attractive and competitive salary with fringe benefits;
- Opportunity to work on national or international projects;
- Real career opportunities.