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.
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THE ROLE
We are seeking a Senior Consultant in Quantitative Risk Modelling to join our Risk Advisory practice and support banking clients across a broad range of quantitative models. In this role, you will be involved throughout the full model lifecycle, from design and methodological development to implementation, testing, and independent validation.
You will advise banking clients on quantitative risk modelling, including credit risk, IFRS 9 provisioning, Pillar 2 modelling frameworks, stress testing, economic capital modelling. Senior team members also mentor colleagues and coordinate projects.
You will work on a wide spectrum of models, including credit risk (PD, LGD, EAD/CCF), IFRS 9, Economic Capital, and Pillar 2 models such as concentration risk, operational risk, and other non-Pillar 1 risks. Your work will help ensure that models are technically robust, well governed, and fully aligned with regulatory and supervisory expectations.
As a Senior Consultant, you will contribute to complex quantitative projects and collaborate closely with clients to translate analytical insights into practical, risk-informed decisions. This role combines strong quantitative expertise with applied problem solving, enabling banks to rely on accurate, transparent, and well-governed models for decision-making and regulatory compliance.
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, EC..., 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 (Dutch is a plus).
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.
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Nederlandstalige versie
VERANTWOORDELIJKHEDEN
Je neemt deel aan of leidt opdrachten binnen onze Risk Advisory-praktijk op het gebied van kwantitatieve modellering voor onze bancaire klanten.
Je ondersteunt onze klanten bij het modelleren van hun kredietrisico (PD, LGD, EAD/CCF, EC...) van het ontwerpen tot de implementatie van modellen, waarbij je gebruik maakt van de meest geavanceerde technologieën of softwarepakketten.
Daarnaast neem je deel aan validatieopdrachten van modellen en geef je onze klanten passende aanbevelingen om hun modellen en bijbehorende processen te verbeteren.
Afhankelijk van je ervaring werk je als lid van ons team van getalenteerde professionals of coördineer je de werkverdeling binnen verschillende projecten terwijl je junior medewerkers coacht.
Naast deze rol wordt mogelijk ook van je verwacht dat je:
Betrokken bent bij non-regulatory modellering: projecten rond Machine Learning, AI of data-analyse.
Nauwe relaties opbouwt en onderhoudt met onze klanten.
Deelnemt aan business development-initiatieven of interne projecten.
Het imago van Finalyse in de financiële sector versterkt via publicaties in onze Regbrief, deelname aan externe conferenties of netwerkevenementen.
VEREISTE KWALIFICATIES
Masterdiploma in econometrie, fysica, wiskunde of toegepaste economie met een academische achtergrond in een kwantitatief domein.
Minstens 4 à 5 jaar ervaring in Financial Services binnen de bankensector.
Vertrouwd met risicobeheerframeworks (Economic Capital, Risk Appetite, Stress Testing).
Aantoonbare praktijkervaring op het vlak van modelontwikkeling of modelvalidatie.
Relevante kennis van regelgeving (bv. CRR, CRD, IRB, IFRS9, …).
Goede kennis van softwarepakketten zoals SAS, Python of R.
Vermogen om zelfstandig te werken in een resultaatgerichte omgeving.
Zeer goede communicatie-, schrijf- en presentatievaardigheden in het Engels en Nederlands.
TROEVEN
Een certificering zoals FRM of PRM is een voordeel.
WAAROM FINALYSE
Een functie met impact: draag bij aan de stabiliteit en verantwoorde innovatie van de financiële sector.
Een divers en internationaal team: werk samen met getalenteerde specialisten en ervaren experts, deel kennis en bouw mee aan gezamenlijke successen.
Een duidelijke en flexibele carrièreweg: bepaal zelf je specialisatie en groei snel binnen een wendbare, vlakke organisatie.
Gerichte ontwikkeling: volg op maat gemaakte technische opleidingen, behaal erkende certificeringen en blijf continu bijleren.
Een gezonde werkcultuur: we hechten veel belang aan welzijn, een goede werk–privébalans en duurzame consultancypraktijken.
Flexibele werkmethodes: hybride of remote werken, autonomie op basis van vertrouwen, en mogelijkheden voor deeltijdse arrangementen.
Aantrekkelijke verloning en voordelen: inclusief gezondheidszorg, pensioenplan, duurzame mobiliteitsopties en meer.
Internationale exposure: werk samen met klanten en collega’s overal in Europa en reis waar relevant.
Innovatie en thought leadership: neem deel aan interne initiatieven en onderzoeksgroepen, en maak gebruik van moderne tools en gestructureerde methodologieën om je ideeën te ontwikkelen.