Career Opportunities: Financial Risk Manager (10455) Requisition ID: 10455 Posted Years of Experience: (2) Consulting Where: (1) Job Responsibilities Refine how banks measure their expected credit losses and report their loan loss provisions (PD/LGD modelling) Tackle emerging risks in particular with regards to the impact of climate change on banks portfolios Assess the impact of fluctuations in interest rates on banks balance sheet (IRRBB & CSRBB) Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAA Anticipate the impact of upcoming regulatory changes (CRR3/CRD6) and draw roadmaps to tackle the identified gaps Lead the preparation of client offers and development of the practices service offering Coach and assist junior consultants on a day to day basis. Training and Development Extensive training opportunities (e.g. FRM and CFA certifications) Structured career progression at Reply we encourage career growth and will give you the tools and guidance to achieve subject matter expertise and management capabilities. Diverse and vibrant environment you will be surrounded by peers who share your passion for technology and innovation. Your education doesnt need to stop here! Reply prides themselves on continuously learning about emerging technologies. Opportunity to work on projects with some of the worlds leading brands. Qualifications At least 5 years of Financial Risk Management experience, whether in the industry or in a management consulting firm. Master''s degree in Economics, Finance, Actuary, Business Management or relevant business field. Knowledge of bank accounting (IFRS 9) and prudential regulations (CRR / CRD, RD, SREP, etc). Quantitative skills and proficiency with VBA, R, Python and/or SAS. Previous Project Management experience and/or Project Management Certification (e.g. Agile, Prince2, Lean, Six Sigma). Fluent in English and either Dutch or French. About Avantage Reply Avantage Reply, part of the Reply Group, specializes in Financial Services consulting with a focus on Governance, Risk and Finance Transformation, Treasury and Capital, Quantitative Modelling, Compliance and Regulatory Advisory. With offices across Europe, we count some of the worlds most significant financial groups among our clients, including in Investment, Retail and Commercial Banking, Custodian Banking, Insurance and Investment Management. #J 18808 Ljbffr