Operational Risk Modeler

Belgium / Hybrid
£45000 - £55000 per annum, Benefits: Bonus & Benefits
02 Sep 2022
02 Oct 2022
Rebeka Benzsay
Contract Type
Full Time

Operational Risk Modeller
Brussels, Belgium
€45000 - €55000

A global and unique financial services company is looking to hire a Credit Risk Modeller to grow their team. This opportunity offers a great career development path and opportunity to collaborate with team members across 80 countries. The company offers an excellent compensating package and hybrid working pattern.

Optional locations are London, Kraków, and Paris.

Your responsibilities as an Operational Risk Modeler:

  • You will be in responsible for creating, maintaining, and documenting the operational risk models
  • By running model runs, analysing the output, and reporting the results, you will play a significant part in the monitoring and assessment of operational risks.
  • You will routinely take part in business expert workshops and conduct independent risk assessments based on changes to the internal and external environment, company projections, new strategic prospects, and/or product development.
  • You will be accountable for model-related presentations and evaluations to senior management, control activities (internal validation and internal audit), and supervisory inspections. You will assist various risk management processes (such as ICAAP, Stress Testing, Pillar 3, etc.).

What they’re ideally looking for in you:

  • You have a lot of R and Python coding experience. You have excellent problem-solving, execution, and analytical skills.
  • You have experience in statistical analysis and risk modelling and have worked in the financial sector or in a relevant financial service. You are very adept at modelling copulas, Monte Carlo, and heavy tail distributions.
  • You are familiar with operational risk AMA modelling in general.
  • You are an exceptional writer who can produce high-level summaries with a business focus and extensive modelling documentation.

What they can offer to you:

  • €45000 - €55000 plus bonus / benefits
  • Hybrid working pattern
  • Help in relocation – relocation package

Sounds like you? Apply now!