Market Risk Management Consultant

A globally leading management consultancy is searching for a Market Risk Management Consultant to advise blue-chip banking clients on market and liquidity risk modelling solutions.

Responsibilities:

• Provide strategic advisory and implementation across the areas of market risk, treasury and liquidity management
• Contribute to the creation, optimisation and validation of market risk and derivatives valuation models
• Develop regulatory solutions across market risk
• Generate strategies to hedge market risk
• Create solutions for ALM, allocate tasks across the field of market risk
• Support the implementation of quantitative elements in relation to new regulations
• Mentor and develop junior colleagues

Requirements:

• Master’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline
• English language- professional level
• Experience managing large datasets in Excel
• Working experience using languages such as Python, R, VBA, SAS and SQL
• At least 3 years in financial risk within a bank or management consultancy with exposure to quantitative risk modelling