Senior Consultant Quantitative & Financial Risk - Financial Services
EYFlemish Brabant, Belgium
Posted June 9, 2025
Full Time
About the Company
EY is building a better working world by creating new value for clients, people, society and the planet, while building trust in capital markets.
Job Description
The opportunity is for a Senior Consultant Quantitative & Financial Risk in the Financial Services team. The role involves working on credit risk modeling, banking credit risk regulation, market risk modeling, and derivatives valuation. The team is looking for a skilled quantitative professional with experience in quantitative modeling techniques, practical experience with valuation of complex instruments, and a deep understanding of credit risk and derivative pricing.
Requirements
- Master’s degree in Physics, Mathematics, Statistics, Computer Science, Engineering or a relevant quantitative field
- Between 2-5 years of relevant professional experience
- Solid understanding of quantitative modeling techniques and practical experience with valuation of complex instruments (e.g. derivative, illiquid bonds) and/or market risk (e.g. FRTB, IRRBB, VAR models) is mandatory
- Deep understanding of quantitative modeling techniques, with practical experience in credit risk (IRB, IFRS9) and practical experience with derivative pricing in one or more asset classes (FX, rates, equity,...)
- Experience with building (risk) reports and experience with communication around (mathematical) complex issues at management level is a major plus
- Knowledge of some key vendor packages, and some frequently used programming languages (R, Matlab, C++, Python, SAS) in the risk and/or valuation domain is mandatory
- Strong interest in or some initial experience with machine learning algorithms
- Proficient level of business English and good communication skills; knowledge of Dutch and/or French is a major asset
- Team spirit, but self-sufficient and autonomous
- Pragmatic approach, with the ability to self-motivate and inspire the members of a team
- Eagerness to learn more about the Financial Services market in Belgium and Europe
Benefits
- Flexible working arrangements
- Extensive trainings on technical matters, as well as soft skills and project management
- Access to new technologies and innovative equipment
- Part-time working at client site and business traveling
- Opportunity to build a successful career and deliver excellent client service
- Lifestyle balance
