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Managing Consultant - Quantitative Risk Modelling - Job Opportunity at Finalyse

Amsterdam, Netherlands
Full-time
Senior
Posted: March 20, 2025
Hybrid
EUR 120,000 - 160,000 annual base salary plus bonus potential of 20-30%, aligned with Amsterdam financial sector compensation for senior risk roles

Benefits

Comprehensive health insurance package with above-market coverage
Competitive pension benefits aligned with European financial sector standards
Progressive sustainable mobility package supporting environmental responsibility
Flexible working arrangements including hybrid/remote options, demonstrating modern work culture
Extensive professional development program with personalized training paths
International travel opportunities within Europe for professional growth
Mentorship program with senior industry experts
Work-life balance support through flexible scheduling options

Key Responsibilities

Lead strategic expansion of banking risk advisory services in the Netherlands market
Direct complex quantitative risk modeling projects focusing on IRB, TRIM, and economic capital implementations
Serve as technical authority on regulatory compliance and risk management frameworks
Drive innovation in machine learning and AI applications for financial risk modeling
Develop and maintain strategic client relationships in the financial services sector
Guide implementation of regulatory and economic capital stress testing frameworks
Contribute to thought leadership through industry publications and conference presentations

Requirements

Education

Master Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field

Experience

7-8 years of experience in Financial Services in the banking sector

Required Skills

Risk management frameworks (Economic Capital, Risk Appetite, Stress Testing) Credit model development or model validation (PD, LGD, EAD/CCF) ICAAP and ILAAP reporting procedures Regulatory knowledge (CRR, CRD, IRB, IFRS9) SAS, Python or R programming Very good communication, writing and presentation skills in English

Certifications

FRM or PRM (preferred but not required)
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Sauge AI Market Intelligence

Industry Trends

Increasing regulatory scrutiny on internal models following Basel IV implementation is driving strong demand for quantitative risk expertise Growing integration of machine learning and AI in traditional risk modeling frameworks is creating new specialization opportunities ESG risk quantification is emerging as a critical new area requiring sophisticated modeling approaches Market shift towards cloud-based risk calculation engines is changing technical skill requirements

Role Significance

Typically leading teams of 3-6 quantitative specialists while managing multiple concurrent projects
Senior leadership position with significant influence on risk methodology and strategic direction

Key Projects

Basel IV compliance and TRIM remediation programs Integration of machine learning approaches in credit risk modeling Development of next-generation stress testing frameworks Implementation of climate risk quantification methodologies

Success Factors

Deep understanding of regulatory evolution and ability to anticipate future requirements Strong balance of technical expertise and business acumen for client engagement Proven ability to translate complex quantitative concepts for business stakeholders Track record of successful project delivery in regulatory risk modeling

Market Demand

Very High - Current market conditions show strong demand for quantitative risk specialists due to regulatory changes and technological transformation

Important Skills

Critical Skills

Advanced statistical modeling and validation techniques essential for regulatory compliance projects Deep understanding of banking regulations and their practical implementation implications Strong programming skills in risk modeling languages and frameworks

Beneficial Skills

Knowledge of cloud computing platforms for risk calculations Experience with ESG risk quantification methodologies Expertise in machine learning applications in finance

Unique Aspects

Combination of traditional risk modeling with emerging technologies creates unique learning opportunities
Direct involvement in shaping risk management practices across major financial institutions
Balance of technical depth and client-facing responsibilities uncommon in many consulting roles

Career Growth

2-4 years in role before progression to higher leadership positions

Potential Next Roles

Head of Risk Modeling Chief Risk Officer Director of Quantitative Analytics Partner in Financial Risk Advisory

Company Overview

Finalyse

Specialized financial risk consultancy with strong European presence and growing Dutch market share

Mid-sized player with strong reputation in regulatory risk modeling and implementation
Growing influence in Benelux region with established presence in major European financial centers
Professional services environment with emphasis on technical excellence and collaborative problem-solving
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