Senior Risk Analyst

Recruiter
DIRECT SEARCH Belgium
Location
Brussels, Belgium
Salary
80 000 - 95 000
Posted
20 Jun 2022
Closes
20 Jul 2022
Ref
6771429
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Senior Risk Analyst

Location: Brussels | Financial services | Permanent contract

Tasks
  • Analyze/question the financial models used by the trading room;
  • Assess fair value and develop/refine methodologies to calculate value adjustments on collateralized and non-collateralized derivatives;
  • Challenge volatility hedging solutions; provide advice on compliance with the risk appetite framework;
  • Monitor and implement regulatory developments/evolutions;
  • Maintain and refine the internal VaR model and the calculation of expected loss;
  • Develop pricing tools;
  • Identify the sources of model risk and propose a methodology to quantify risk models
  • Document the methodologies used for the legislator, validation department,...
  • Being the Manager's right-hand man;
  • Report your analysis to the senior management;
  • Support and coach other team members.


Division: FM Risk Management

Profile
  • Degree in civil engineering, applied mathematics, physics, quantitative finance, ...
  • Minimum 5 years of experience;
  • Good communication and writing skills;
  • Fluency in French and/or Dutch with a good knowledge of English;
  • Knowledge of C++, Matlab, VBA, Python.