Risk Modeller

☞ James Woodman

看过: 155

更新日: 26-11-2025

位置: Brussels Brussels Capital

类别: 金融/银行/股票

行业: Consultancy en zakelijke dienstverlening

Loading ...

工作内容

Would you like to pursuee your risk career in a well-known actor of the banking sector? Would you like to have a challenging & transversal function in that field with different responsibilities and growth opportunities?


Client Details

My client, based in Brussels and active in the banking sector, is currently looking for a hands-on Risk Modeller to strengthen its team.

Description


Your responsibilities - Risk Modeller:

  • Development, maintenance and backtesting of credit risk models used for analyzing the counterparty-level credit risk in the firm’s portfolio (Basel pillar 1 models and standard portfolio).
  • Portfolio risk management (VaR) aimed at assisting strategic decision-making as part of Basel Pillar 2 calculations and periodically calibrating the parameters of portfolio management models.
  • Implementation, maintenance and use of models for provisioning u,der the IFRS9 accounting rules based on expected loss calculations. Executing and analyzing stress test exercices for the management.
  • Calculating and analyzing long-term projections of key risk parameters (losses in case of default, IFRS9 provisions, risk-weighted assets, liquidity reserves) under different base and stress scenarios.

Offer


The offer - Risk Modeller:

  • A salary aligning on your experience alongside some advantages.
  • A hands-on position with transversal tasks within a known actor of the banking sector.
  • A lot of growth possibilities as you will be surrounded by technical experts.
  • A good work-life balance within a dynamic team.

50000 - 60000 per year
Profiles


Your profile - Risk Modeller:

  • You hold a university degree with a quantitative/financial background alongside a relevant experience to the function.
  • You have a meaningful experience in risk quantification and/or Credit Risk in a financial institution, alongside a good knowledge of financial products and markets.
  • IT knowledge (Matlab, R, SQL,...)
Loading ...
Loading ...

最后期限: 10-01-2026

点击免费申请候选人

申请

报告工作
Loading ...

相同的工作

Loading ...