RISK QUANTITATIVE SENIOR CONSULTANT

5 days left

Employer
Management Solutions
Location
Lisbon (PT)
Salary
to be defined
Posted
Apr 12, 2021
Closes
May 12, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Masters

ROLE



  • Mathematical modeling and support to the business in the financial sector: development of algorithms, statistics and probability models.
  • Development, review and validation of rating and scoring models, credit risk parameters (PD, LGD and EAD), and RAROC estimation, applying regulatory requirement and best practices.
  • Trend modeling (time series, ARIMA models)
  • Data processing and statistical analysis.
  • R&D and innovation projects.

 

WE LOOK FOR CANDIDATES LIKE YOU

 

  • Proven experience in Risk Modelling and Risk Control related activities of a minimum than 2 years, namely in banking, insurance, consulting or auditing.
  • Knowledge of modeling techniques (logit, GLM, time series, decision trees, random forests, clustering), statistical programming languages (SAS, R, Python, Matlab), and strong computer skills.
  • Solid academic record, with postgraduate and/or specialized courses (especially in Quantitative Finance, Data Science or similar).
  • Fluency in Portuguese and English; other languages desirable (especially Spanish).
  • Proven experience in managing teams and supervising their output ensuring the quality of produced deliverables.
  • Get-up-and-go attitude, maturity, responsibility and strong work ethics.
  • Capability to meet deadlines and manage the client’s requests.
  • Ambition to achieve goals and results, contributing to the business growth.
  • Strong ability to learn quickly and adaptability to demanding working environments.
  • Able to integrate easily into multidisciplinary teams.

 

WHAT WE OFFER

 

We offer the possibility to join a firm that provides all you need to develop your talent to the fullest:

- Working in the highest-profile consulting projects in the industry,

- for the largest companies, leaders of their respective markets,

- alongside top industry management as they face challenges at the national and global level,

- as part of an extraordinary team of professionals whose values and corporate culture are a benchmark for the industry.

 

Training

- Ongoing training plan, with approximately 10% of business turnover spent on training.

- Specialist knowledge courses, external expert courses, professional skills courses and language courses.

- Last year our staff as a whole received over 200,000 hours of training spanning more than 500 courses.

 

Career plan

- Clearly defined career plan.

- Internal promotion based solely on merit.

- Partnership-based management model offers all professionals the opportunity to become part of the Firm’s group of partners.

 

Complementary activities

- University: we maintain a close relationship with the world’s most prestigious universities.

- Social Action: we organize more than 30 community support activities.

- Sports Club: internal and external tournaments.

 

ABOUT US

Management Solutions is an international consulting firm whose core mission is to deliver business, risk, financial, organisational and process-related advisory services, targeting both functional aspects and the implementation of related technologies. We currently have a multidisciplinary team (functional, mathematical, technical and systems integration) of 2,500 professionals.

We operate through 31 offices, 15 in Europe, 15 in the Americas and 1 in Asia, from where we regularly serve clients that operate in more than 40 countries across four major geographical areas (Europe, Americas, Asia and Africa).