Refine how banks measure their expected credit losses and report their loan-loss provisions (PD/LGD modelling)
Tackle emerging risks in particular with regards to the impact of climate change on banks' portfolios
Assess the impact of fluctuations in interest rates on banks' balance sheet (IRRBB & CSRBB)
Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAA
Anticipate the impact of upcoming regulatory changes (CRR3/CRD6) and draw roadmaps to tackle the identified gaps
Lead the preparation of client offers and development of the practice' service offering
Coach and assist junior consultants on a day-to-day basis
Benefits
Extensive training opportunities (e.g. FRM and CFA certifications)
Structured career progression - at Reply we encourage career growth and will give you the tools and guidance to achieve subject matter expertise and management capabilities
Diverse and vibrant environment - you will be surrounded by peers who share your passion for technology and innovation
Your education doesn't need to stop here! Reply pride themselves on continuously learning about emerging technologies
Opportunity to work on projects with some of the world's leading brands
Qualifications
At least 5 years Financial Risk Management experience, whether in the industry or in a management consulting firm
Masters degree in Economics, Finance, Actuary, Business Management or relevant business field
Knowledge of bank accounting (IFRS 9) and prudential regulations (CRR / CRD, BRRD, SREP, etc)
Quantitative skills and proficiency with VBA, R, Python and/or SAS
About Avantage Reply Avantage Reply, part of the Reply Group, specialises in Financial Services consulting with a focus on Governance, Risk and Finance Transformation, Treasury and Capital, Quantitative Modelling, Compliance and Regulatory Advisory. With offices across Europe, we count some of the world's most significant financial groups among our clients, including in Investment, Retail and Commercial Banking, Custodian Banking, Insurance and Investment Management.