Consultant/Senior Consultant | Market Risk | Risk Advisory

Description & Requirements

Who we're looking for

As part of our high-performing Financial Institution Risk & Regulatory Team you will have the opportunity to:

• Conduct advisory projects in the area of market risk, treasury and liquidity management
• Work on construction, modification and validation of market risk measurement and derivatives valuation models
• Develop solutions for regulatory requirements in the area of market and liquidity risk
• Develop strategies, limit systems and methods to hedge market risk
• Develop and implement of IT solutions/systems supporting such functions as: analysis and control of market risk and liquidity, treasury, treasury controlling, ALM.
• Develop solutions and models in the field of asset and liability management (e.g. FTP, deposit modelling)
• Determine the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
• Support treasury teams in the implementation of quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. IRRBB).
• Share knowledge and develop junior colleagues while coordinating their work
• Work closely together with other service lines and teams in other locations
  

Requirements:

• 3+ years experience in the financial sector (preferably financial risk area in banking or supervisory authority) or at a consultancy firm with experience in financial regulation or quantitative risk modelling (or a combination of both)
• Strong interest in data science, portfolio and risk models, with a special focus on market risk
• People management and/or project management experience is a plus
• Strong ability to handle and analyze large datasets in Excel. Additional fluency in languages such as R, Python, VBA, SAS 4GL and SQL is an advantage
• developing solutions and models in the field of asset and liability management (e.g. FTP, deposit modeling)
• determining the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
• supporting treasury teams in implementing quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. in the scope of IRRBB).
• Working proficiency of English language.

What we offer

• exposure to interesting advisory projects
• rapid knowledge development thanks to on-the-job trainings related to the area of expertise
• opportunity to be a part of global work-streams and cross-country projects
• attractive customized learning portfolio (professional designations and international certificates)
• continuous professional grow and clear career path
• friendly work atmosphere and staff parties
• valuable relations for life: industry network & references from recognized professionals

About Deloitte

Deloitte is a variety of people, experience, industries and services we deliver in 150 countries of the world. It is an intellectual challenge, a good starting point for your career, and an excellent opportunity for continuous development and gaining valuable life experiences. What you only must do is to take the first step – press the apply button and send us your CV, go through all the stages of the recruitment process and sign a contract with us. Deloitte is simply your best choice.

For further information, and to apply, please visit our website via the “Apply” button below.