At Finalyse, for over 35 years, we have supported (re)insurance and banking clients in navigating changes and embracing innovations in valuation, risk management, and regulatory compliance. Our commitment to contributing to a sustainable and resilient financial system drives us every day. We empower our talented consultants to design and implement efficient, pragmatic solutions, fostering a collaborative spirit with partners and clients. Our unique blend of financial and technological expertise has been the cornerstone of numerous successful projects and enduring relationships.
We embrace diversity at Finalyse, recognising the unique strengths everyone brings, and we are committed to creating an inclusive working environment that respects diverse beliefs and backgrounds.
We are looking for ambitious and dedicated advisors in the area of credit risk quantification: credit modelling (IRB), model validation, economic capital, stress testing, credit pricing, etc.
RESPONSIBILITIES
You participate to or lead engagements of our Risk Advisory practice in the quantitative area for our banking clients.
You assist our clients in the modelling of their credit risk models: PD, LGD, EAD/CCF, ECL ... from model design to model implementation while using the most advanced technologies or software packages.
You also participate to model validation assignments and provide our clients with adequate recommendations to improve their models and related processes.
Depending on your experience, you work as a member of our team of talented individuals or you will coordinate the workload in various projects while coaching more junior staff.
In addition to this role, you may be expected to:
Be involved in non-regulatory modelling activities: Machine Learning, AI, Data analytics related projects.
Build and maintain close relationships with our clients.
Participate in business development initiatives or 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 QUALIFICATIONS
Master Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field.
At least 4-5 years of experience in Financial Services in the banking sector.
Familiarity with risk management frameworks (Economic Capital, Risk Appetite, Stress Testing.
Good hands-on experience in the following areas: model development or model validation etc.
Relevant regulatory knowledge (e.g. CRR, CRD, IRB, IFRS9, …).
Good command of specific packages like SAS, Python or R.
Ability to work autonomously in a result-oriented environment.
Very good communication, writing and presentation skills in English
NICE TO HAVE
A certification like FRM or PRM would be an advantage.
WHY FINALYSE
A meaningful role and mission contributing to the stability and responsible innovation of the financial sector.
A diverse, multinational team of talented specialists and senior experts, committed to sharing knowledge, supporting each other, and driving collective success.
A clear and flexible career path, with the freedom to shape your own specialization and grow quickly in a flat, agile organization.
Personalised development through tailored technical training, recognised certifications, and continuous learning.
A healthy work culture and environment that values wellbeing, work–life balance, and sustainable consulting practices.
Flexible ways of working with hybrid/remote options, trust-based autonomy, and openness to part-time arrangements.
A competitive compensation and benefits package, including healthcare, pension, and sustainable mobility options, etc.
International exposure and opportunities to travel and work with clients and colleagues across Europe and beyond.
Innovation and thought leadership opportunities, including internal initiatives, research groups, and access to modern tools and structured methodologies.