Hybrid Quantitative Risk Consultant

Posted 5 hours ago

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About the role

  • Quantitative Risk Consultant supporting Nordic clients at Advisense. Focused on modeling credit risk and implementing risk management frameworks for financial institutions.

Responsibilities

  • Support clients in matters related to Quantitative Risk
  • Modelling of credit risk
  • Credit risk capital adequacy assessments
  • Implementation of Loan Loss Provision requirements under IFRS9
  • Implementation of framework for Credit Risk Appetite
  • Credit portfolio analyses and Stress Testing
  • Defining and implementing minimum required credit risk reporting for Senior Management
  • Market risk management

Requirements

  • Masters degree in Economics, Finance, Mathematics, Statistics, Engineering or similar
  • At least 1 - 7 years of experience from Credit Risk or Market Risk Management in the financial sector or from an audit or consultancy firm
  • Communication fluency in spoken and written Swedish and English
  • Proficiency in German (preferred)
  • Programming skills in SAS, R, and Python
  • Experience from COREP/FINREP Reporting and implementation of CRD/CRR

Benefits

  • Opportunity to work with exciting clients and projects
  • Flexibility for employees
  • Team-oriented environment

Job title

Quantitative Risk Consultant

Job type

Experience level

SeniorLead

Salary

Not specified

Degree requirement

No Education Requirement

Tech skills

Location requirements

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