Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system and facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions. Acting as one team with our partners and clients, we bring a distinctive mix of financial and technological know-how. This unique blend of expertise, team spirit and fairness has contributed to more than 35 years of successful projects and trustful relationships.

At Finalyse, we believe that each member is unique and that diversity enriches us in many ways. We strive for an inclusive working environment that pursues mutual respect for each other’s beliefs and backgrounds. 

Responsibilities

• Acting as subject matter expert, business or functional consultant in the regulatory frameworks surrounding Structured Finance products, especially in Basel regulations or Europe-specific CRR.

• Applying Basel/CRR credit & market risk regulations to complex Structured Finance portfolios, and implementing them in existing/new capital calculations and reporting solutions.

• Liaising with different business stakeholders and the technical teams.

• Enhancing or update risk management policies & procedures.

• Participating to the development and implementation of various credit & market risk models, tools or solutions.

• Developing & automating the production of risk & regulatory reporting.

In addition to this role, you may be expected to:

• Build and maintain close relationships with our clients.

• Participate in business development initiatives and internal projects.

• Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events.

Must-have requirements

• Master’s Degree in econometrics, physics, mathematics, computer sciences or applied economics.

• At least 3-5 years of experience in the banking sector and good understanding of regulatory capital rules.

• Strong affinity with investment banking products, including but not limited to Structured Products, Securitizations and Derivative contracts.

• Relevant regulatory knowledge (Basel III, BCBS239, CRR/CRD, TRIM, IFRS9).

• Proven experience with complex regulatory topics of SA-CCR, Securitizations, and/or CVA calculations, in terms of both calculation and reporting requirements.

• Familiarity with analytical software such as SAS, R, Python, etc.

• Good communication, writing and presentation skills with the ability to explain sophisticated issues in a simple but professional way.

• Fluency (both verbal and written) and good presentation skills in English.

Nice-to-have requirements

• An advanced degree in finance and/or a certification like FRM or PRM is a distinct advantage.

• Relevant consulting experience in the financial industry is a plus.

• French or Luxembourgish language skills

We offer

• The opportunity to join a diverse, multinational, dynamic team of talented and passionate individuals with a broad range of analytical and technical skills.

• An excellent working environment with a space for defining your own specialization and career within our flat and flexible structure.

• The opportunity to take initiatives and responsibilities quickly in a fast growing company.

• Extensive training programs adapted to your personal needs, both on technical matters as well as on softs skills.

• Coaching and mentoring by more experienced colleagues.

• Flexible working arrangements - remote/hybrid work mode and 9/10 or 4/5 possible time schedules.

• Attractive remuneration package and extralegal benefits (health insurance, pension benefits, mobility package, etc.)

• Travel opportunities inside European countries.