Senior Risk Analyst Senior Risk Analyst …

DIRECT SEARCH Belgium
in Brussels, Bruxelles-Capitale, Belgium
Permanent, Full time
Be the first to apply
80 000 - 95 000
DIRECT SEARCH Belgium
in Brussels, Bruxelles-Capitale, Belgium
Permanent, Full time
Be the first to apply
80 000 - 95 000
DIRECT SEARCH Belgium
For one of our partners, a well known bank based in Brussels, we are looking for a senior risk analyst.

Senior Risk Analyst

Location: Brussels | Financial services | Permanent contract

 

Tasks 

  • Analyze/question the financial models used by the trading room; 
  • Assess fair value and develop/refine methodologies to calculate value adjustments on collateralized and non-collateralized derivatives; 
  • Challenge volatility hedging solutions; provide advice on compliance with the risk appetite framework; 
  • Monitor and implement regulatory developments/evolutions; 
  • Maintain and refine the internal VaR model and the calculation of expected loss; 
  • Develop pricing tools; 
  • Identify the sources of model risk and propose a methodology to quantify risk models 
  • Document the methodologies used for the legislator, validation department,... 
  • Being the Manager's right-hand man; 
  • Report your analysis to the senior management; 
  • Support and coach other team members.

 

Division: FM Risk Management 

 

Profile 

  • Degree in civil engineering, applied mathematics, physics, quantitative finance, …
  • Minimum 5 years of experience;
  • Good communication and writing skills;
  • Fluency in French and/or Dutch with a good knowledge of English;
  • Knowledge of C++, Matlab, VBA, Python.
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