Key Responsibilities:
* Conduct assessments of existing risk management frameworks and identify areas for improvement.
* Support clients in designing, implementing, and optimizing risk methodologies, processes, and governance frameworks.
* Contribute to market risk model development and calibration (VaR, sensitivities, stress testing, backtesting).
* Assist in the implementation and enhancement of pricing and risk measurement tools.
* Work on credit risk modelling activities (PD/LGD/EAD models, scoring, stress testing) and support regulatory or IFRS 9 initiatives.
* Perform portfolio analyses including concentrations, limits, and risk appetite frameworks.
* Develop liquidity risk metrics (LCR, NSFR), conduct liquidity stress testing, and support liquidity monitoring frameworks.
* Participate in ALM analyses: interest rate risk (IRRBB), balance sheet projections, NII simulations, and gap analysis.
* Contribute to the deployment or enhancement of ALM and risk systems (e.g., QRM, Moody’s Analytics, Murex).
* Support regulatory compliance projects (Basel III/IV, CRR/CRD, ILAAP, ICAAP, EMIR, Solvency II).
* Produce project documentation (requirements, specifications, test plans) and coordinate stakeholders.
* Deliver training and change management support to risk, finance, and ALM teams.
* Maintain ongoing awareness of regulatory developments and innovations in risk analytics and data.
Qualifications:
* Master’s degree from an engineering school, business school, or university with a focus on finance, risk management, or quantitative methods.
* Solid understanding of financial risks: market, credit, liquidity, and ALM.
* Strong analytical and quantitative skills; familiarity with statistical and modelling techniques.
* Knowledge of financial products and market mechanisms.
* Experience with risk or ALM tools (e.g., Murex, Summit, QRM, Moody’s Analytics) is a strong asset.
* Proficiency in data and modelling tools (Python, R, SQL, VBA, Matlab) is a plus.
* Excellent communication, writing, and client-facing skills.
* Ability to work independently, manage multiple tasks, and operate in cross-functional teams.
* Fluent in English and French, additional languages are a plus.
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