Graduate Risk Consultant

Financial Risk Management - Junior Consultant

Tasks

• Refine how banks measure their expected credit losses and report their loan-loss provisions (PD/LGD modelling)
• Tackle emerging risks in particular with regards to the impact of climate change on banks' portfolios (physical and transition risks)
• Assess the impact of changing interest rates on banks' balance sheet
• Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAAP, recovery and resolution planning
• Anticipate the impact of upcoming regulatory changes and draw roadmaps to tackle the identified gaps
• Remain attentive to trends in the banking sector (economic, financial & regulatory) and pro-actively identify opportunities to support clients tackling the associated challenges
• Contribute to internal initiatives incl. the organization of client events, drafting of briefing notes, preparation of client presentations

Benefits

• Continuous learning with sponsorship of work-related certification programs
• Possibility to learn about the financial markets, global regulations, and innovative technologies
• Development of consulting best practices and skills such us business analysis, project management and sales

• I nternal events and team building activities are regularly organized for employees to connect and build relationships
• competitive base salary and flexible benefits with a range of incentives and bonuses to reward performance and to align individuals' incentives with those of the firm and our clients
• Participation in major, global projects related to regulatory changes which have been re-shaping the financial industry

Qualifications

• Master degree in Economics, Finance, Actuary or relevant business field
• Good knowledge of accounting, financial markets and banking products
• Interest in FRM-related areas - incl. credit risk, ALM/treasury and capital management - and ambition to develop in that space
• Quantitative skills and proficiency with VBA, R, Python and/or SAS
• Curious attitude and desire for continuous learning
• Creative problem-solving skills and ability to diagnose issues and develop solutions. Ability to work independently while also demonstrating real team-working skills
• Excellent oral and written communication and presentation skills
• Fluent in English and at least one of the following languages (French or Dutch)

About Avantage Reply
Avantage Reply, part of the Reply Group, specialises in Financial Services consulting with a focus on Governance, Risk and Finance Transformation, Treasury and Capital, Quantitative Modelling, Compliance and Regulatory Advisory. With offices across Europe, we count some of the world's most significant financial groups among our clients, including in Investment, Retail and Commercial Banking, Custodian Banking, Insurance and Investment Management .