Quantitative Risk Consultant

1 week ago


Stockholm, Stockholm, Sweden FCG Risk & Compliance Oy Full time

Advisense Risk & Finance has been redefining the finance industry since 2008 and continues to grow. We are building a market-leading GRC (governance, risk, and compliance) practice in Europe and strive to be the best place to work for GRC experts.

As a Quantitative Risk Consultant,you will work independently and in a team supporting our clients in the Swedish market as well as in the Nordics. You will provide reliable, innovative, and hands-on solutions, designed to generate value both to the client and our team. We are looking for team members for our Stockholm and Malmö offices.

In the role, you will shouldervarious exciting and challenging projects, therebybroadening your profile in quantitative risk. You will get access to deep knowledge and expertise from ourconsultancy team.We actively search for and share knowledge and experiences with each other, and we embrace a growth mindset that encourages sharing and collaboration.

You will support our clients in matters related to Quantitative Risk, including, but not limited to:

  • Modelling of credit risk (CRD IV/CRR and Basel IV)
  • Credit risk capital adequacy assessments for the ICAAP
  • Interpretation and implementation of Loan Loss Provision requirements under IFRS9
  • Implementation of framework for Credit Risk Appetite; measures, appropriate limits and follow-up
  • Credit portfolio analyses and Stress Testing
  • Defining and implementing minimum required credit risk reporting for Senior Management

Qualifications

  • Masters degree in Economics, Finance, Mathematics, Statistics, Engineering or similar is required
  • At least 2 -7 years of experiencefrom Credit Risk or Market Risk Management in the financial sector or from an audit or consultancy firm
  • Fluent in English

We are looking for a person with strong communication skills who has the ability to build professional networks, an eye for detail, and an innate entrepreneurial spirit. Finally, you share and naturally act according to the same core values as we do: passion, expertise, agility, and kindness.


Meritorious

  • Proficiency in the Swedish language
  • Programming skills in SAS, R, and Python as well as experience from COREP/FINREP
  • Reporting and implementation of CRD/CRR
  • An extensive and established network for the relevant role

Company culture
At Advisense , we strive to have an inclusive workplace and we, therefore, have a strong focus on diversity and equality. We care about each other and invest in the development of our employees in order to maximize each consultant's potential and performance. Advisense organization is informal with a high ceiling, and we value the balance of employees in life.

We are constantly improving ourselves to help our customers to handle and mitigate their challenges and guide them in a constantly dynamic environment. By thinking differently and also encouraging our people to do the same, we can create and offer effective and sustainable solutions within the Governance, Risk and Compliance area that in turn generate value both today and in the future. Advisense Risk & Compliance contributes to the success of its clients, a better financial sector and a healthy society.

What we can offer you

  • Be part of a fast-growing company with an entrepreneurial spirit
  • Work closely with dedicated and team-spirited colleagues
  • A clear career path and leveling steps for development
  • Competitive salary
  • Hybrid remote environment with offices in central Stockholm


Information

If interested, do not hesitate to send in your application. We will start interviewing candidates as soon as possible. Please note that we do not accept applications by e-mail with reference to GDPR. We work competence-based throughout the process, including work psychological tests, interviews, and reference taking.

We understand that it is essential for candidates to feel engaged throughout the entire process. We're always available to answer any questions and keep you updated.

More about Advisense


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