What you can expect:
*Engage in advisory engagements where you will support our clients (financial institutions ranging from leading global market players to more regional focused institutions) in challenges related to credit risk modeling and management as well as further financial and non-financial risks.
*Topics ranging from the development or review of quantitative models applied for regulatory purposes, financial accounting, or business steering to firm-wide model risk management, with approaches including advanced analytics and innovative machine learning techniques. We also support our clients with advice regarding the setup of risk functions or overall risk frameworks.
*Perform regulatory audit mandates where you will review financial risk models on behalf of the national regulator to assess compliance with regulatory requirements.
*Depending on your experience, take on the team and/or project management responsibilities.
*Develop your technical and leadership skills by gaining experience in diverse projects as well as through internal and external training opportunities.
Ideally, you will have:
*A Master of Science or Ph.D. in mathematics, physics, statistics, econometrics or other relevant quantitative fields
*3-5 years of relevant professional experience in a consulting environment, a model development or validation team in the financial industries
*Strong quantitative skills, in particular, a deep understanding of quantitative modeling techniques, with practical experience in credit risk (Basel III - IRB, IFRS9)
*Good IT and programming skills, with practical experience in languages such as Python, R, VBA, SQL
*A strong interest in taking responsibility, developing technical excellence, and advancing innovative approaches in credit risk modeling and management.
