Senior Credit Risk Quant Advisor – Managing Consultant Level Location: Belgium (Hybrid/Remote Possible)
We are seeking driven and experienced Senior Advisors to join our growing Credit Risk Quantification team. Your expertise may include IRB credit modelling , model validation , economic capital , stress testing , credit pricing , and related areas.
Key Responsibilities
As a Managing Consultant , you will play a key role in expanding our Banking Risk Advisory practice in the Netherlands. You will:
Lead complex client projects focused on credit risk model development and/or validation.
Provide expert guidance on regulatory topics including IRB modelling , TRIM remediation , economic capital , stress testing models , and broader risk management frameworks .
Stay abreast of regulatory developments (e.g. CRR, CRD, IRB, IFRS 9) and advise clients on their implications.
Act as a trusted advisor to clients and help maintain and grow strong client relationships.
You may also be involved in:
Supporting projects in adjacent areas like machine learning , AI , and data analytics .
Contributing to business development initiatives and preparing client proposals.
Enhancing our firm’s visibility by contributing to industry publications (e.g., our Regbrief), and participating in conferences or professional events.
Your Profile
Must-Have Qualifications:
Master’s degree in econometrics , physics , mathematics , applied economics , or similar quantitative fields.
A minimum of 7–8 years’ experience in the banking or financial services sector.
Solid knowledge of risk management frameworks including economic capital , risk appetite , and stress testing .
Practical experience in credit model development or validation (PD, LGD, EAD/CCF).
Familiarity with ICAAP/ILAAP processes and modelling of Pillar II risks (e.g. liquidity, operational, strategic risks).
Strong understanding of relevant regulatory frameworks.
Proficiency in tools such as SAS , Python , or R .
Ability to operate independently in a results-driven environment.
Excellent written and verbal communication skills in English (Dutch is a plus).
Nice-to-Have:
~ Professional certifications such as FRM or PRM .
What We Offer
Join a diverse and dynamic team of passionate professionals with a range of technical and analytical expertise.
Enjoy a flat, flexible structure that encourages initiative and ownership.
Shape your career with personalized training programs (both technical and soft skills).
Receive hands-on mentorship from senior colleagues.
Benefit from flexible working arrangements , including remote/hybrid work and part-time options .
Attractive compensation package including health and pension benefits , sustainable mobility support , and more.
Opportunities to travel across Europe for projects and client engagements.