Senior Consultant Quantitative Risk Management

Are you knowledgeable in climate risk modelling methodologies and interested in leveraging your skills to assist financial institutions in assessing and quantifying climate-related risks in their portfolios? Do you have a strong background in quantitative risk management and possess the skills necessary to contribute to the development, implementation, and testing of financial and risk models within the financial industry? If so, you might be a great fit for our team.

As a Senior Consultant in Quantitative Risk Management, you will be part of the beating heart of Capgemini Invent regarding credit risk portfolio management, credit risk modelling and implementation of risk regulations. You will support the development, implementation, and/or testing of financial and risk models, or you will engage in implementing financial regulations such as IFRS9, BCBS239 and BASEL IV. Here, you will be part of a diverse and inclusive team that supports financial institutions in their risk and regulatory processes and challenges.
In short: 

• You will engage in risk modelling for credit portfolios – modelling, validation and testing of PD, LGD and EAD models. You tackle the challenges concerning credit risk models, such as the translation of regulatory and business requirements, seeking the best drivers, managing data quality and managing judgement. You add value by explaining models to business stakeholders and supervisors. 
• You will take leadership and initiative as a senior advisor and are devoted to developing our propositions in the team.  
• You will keep track of the latest trends within the field of risk and regulation, such as climate risk, and you will actively seek out opportunities for how data and technology can aid in these developments. In addition, you will advise clients on how to overcome obstacles and seize opportunities.

As a Senior Consultant, we provide you with the opportunity to develop yourself in our Data-driven Risk & Compliance capability group within Capgemini Invent. Personal development, ambition, entrepreneurship, diversity, peer2peer coaching, fun and collaboration characterize our team. Because we prioritize a healthy balance between work and personal lifestyle, we encourage team members to participate in client and Capgemini events such as multi-day events and festivities. We provide you with the possibility of a flexible workspace, allowing you to work from home or different locations while planning your own time to work on your project. We care about you, and want to provide you with a job that fits your lifestyle, gives you energy and contributes to your own development.

• Cold feet? No idea what that is. With us, you get a permanent contract immediately.
• Get the future you want. From day one, you receive many opportunities to pioneer and develop yourself, including the possibility to follow various trainings. We offer you endless support.
• A generous holiday allowance and enough time (26 days) to spend it.
• A fully paid pension so you will remember Capgemini Invent with a fond smile.
• Work flexibly from any location in the Netherlands with our connectivity allowance.
• Your first necessity as a professional: a laptop and a SIM card that you can also use privately.
• Always on the road with your lease car or NS business card. Or choose to have your travel allowance paid.
• And, of course, an appropriate salary. We are happy to discuss this with you.

You possess strong analytical and communicative skills. You do everything to realize sustainable and effective results for our clients, actively collaborating with your team. You analyze information and data while actively managing stakeholders, leading to new insights and solutions for complex problems. You are a quick learner and focus on development.

In addition, you have:

• Completed Master's studies, preferably in the field of Economics, Econometrics, Quantitative Finance, Finance, Mathematics and Physics.
• At least three years of relevant work experience in a consultancy or a renowned financial institution. 
• Familiarity with processes within banks and insurance companies, specifically within the domain of lending and risk management, and related regulations such as BASEL III-IV, IFRS9, BCBS239 and EBA-LOM.
• Experience with programming in Python, SAS/Matlab or R.
• Fluency in English and residency in the Netherlands.