We’re looking for a Senior Consultant – Financial Risk Management
The ideal candidate has from 3 to 5 years of experience within the leading consulting firms or within the Risk Management functions of commercial and investment banks, directly involved in Market Risk modelling.
The candidate should possess:
- Knowledge in evaluating complex financial products, including derivatives, securitizations, CLN, ABS, CMS, etc)
- Experience in developing and validating fair value models and financial metrics such as VaR, ES, IRC, DRC, EPE, PFE, P&L attribution, sensitivity, collateral, CVA/ DVA/ FVA, best execution algorithms
- Knowledge and experience in ALM and liquidity risk
- Knowledge of Basel and EBA-ECB regulatory frameworks
- Implementation of Expected Credit Loss’s model
- Hedge accounting
- Market risk management policy, processes and procedures
- Autonomy in delivering project tasks under the supervision of the project manager
- Experience in performing complex regulatory transforming projects
- Capability to establish direct relationships with CxOs of the commercial and investment banks (CRO, CFO, Compliance officer, Internal Audit Officer, on, Chief of investments, etc)
Further competences and experiences on one or more of the following programming languages: Python, R, VBA, Matlab will be considered as a plus in the hiring process.
Education: Master’s Degree, gained with excellent results from a top university/business school or master degree in Engineering, Economics, Finance, Math.
Languages: Fluent in English is a must.