Senior Consultant ALM Risk Modeling | Banking | Permanent Contract | M/F
6 Hours ago • 3 Years +
Risk Management
Job Description
PwC's Financial Services Risk division has an Enterprise Risk Modelling (ERM) team of actuaries and quantitative finance specialists. This team, comprising over 100 experts, assists banks, insurance companies, asset managers, and FinTechs in addressing the growing importance of risk and value models in the financial sector. These models are crucial for risk measurement and decision-making, driven by prudential regulations. The role involves strategic missions related to ALM regulatory and transformation challenges, including risk modeling, ALM diagnostics, internal transfer rate definition, capital management, ILAAP implementation, and liquidity/interest rate/exchange risk management, while exploring innovative topics like data science and blockchain.
Good To Have:
- Interest in new technologies and tools (data science, automation)
Must Have:
- Degree in finance, statistics, or applied mathematics
- Minimum 3 years of experience in financial institutions or consulting, with ALM or financial risk expertise
- Proficiency in SAS, R, Python, Excel, and PowerPoint
- Excellent writing and communication skills
- Intellectual curiosity and adaptability
- Good interpersonal skills, leadership, and ability to manage teams and client relationships
- Professional English level (B2/C1)
Perks:
- Flexibility with the FlexWork charter (extended remote work, geographical mobility, FlexTime, Dress for your day)
- Crystal Park amenities (private park, concierge, music room, gym, Café Joyeux)
- International mobility and internal mobility from 12 months of seniority
- New World. New Skills program for upskilling (ESG, technologies, diversity inclusion)
- Access to an on-demand training platform
- Credit of 3 days per year on working time for societal engagement missions
- Sustainable mobility pass to cover your sustainable mobility expenses
- Be Well, Work Well program to take care of your health (Gymlib partnership, United heroes application, sports associations, mindfulness training)
- Family Care program to support you in your parenting projects as well as in difficult times
- RTT (Reduction of Working Time)
- Health and provident insurance
- Company restaurants and meal vouchers
- Benefits from the Inter-Company Committee
- Open to people with disabilities
Job Description & Summary
Risk and value models are becoming increasingly important in the financial sector today. At the heart of innovation, they have become indispensable for measuring risks and decisive for decision-making. This evolution is constantly reinforced by prudential regulation and is gradually gaining all economic sectors.
To meet these challenges, within its Financial Services Risk division, PwC has created a multidisciplinary team bringing together actuaries and quantitative finance specialists: ERM (Enterprise Risk Modelling).
Serving banks, insurance companies, asset managers and FinTechs, our division brings together more than 100 modeling and risk experts (actuaries, quantitative engineers and data scientists).
What you can expect from us
Strategic missions at the heart of regulatory challenges and the transformation of ALM frameworks:
- Participate in ALM/ERM risk modeling projects and regulatory compliance
- Carry out diagnostics and audits of ALM frameworks, including asset-liability management and performance
- Contribute to the definition of calculation methodologies and internal transfer rates (ITR) to optimize profitability
- Lead work on economic and regulatory capital, with impact simulations and stress testing/back testing
- Implement and review ILAAP frameworks, define risk appetite and ALM indicators
- Assist clients in managing liquidity risks (including intraday), interest rate and exchange rate risks
- Explore innovative topics such as data science and blockchain applied to risk management
What we expect from you
- Graduate of an engineering school, business school or university with a specialization in finance, statistics or applied mathematics.
- Minimum 3 years of experience in a financial institution or consulting/audit firm, with ALM or financial risk expertise
- Good command of programming languages (SAS, R, Python) and Pack Office (Excel, PowerPoint)
- Excellent writing and communication skills, intellectual curiosity and adaptability
- Good interpersonal skills, leadership and ability to manage teams while optimizing client relationships
- Interest in new technologies and tools (data science, automation)
- Professional English level (B2/C1)
These benefits we offer you
Work Environment and Flexibility
- Flexibility with the FlexWork charter: extended remote work, geographical mobility, FlexTime, Dress for your day
- Crystal Park (Neuilly-sur-Seine site): 2-hectare private park, concierge, music room, gym, Café Joyeux
Development
- International mobility and internal mobility from 12 months of seniority
- New World. New Skills program to develop skills on tomorrow's challenges (ESG, technologies, diversity inclusion) and access to an on-demand training platform
Commitment
- Credit of 3 days per year on working time for societal engagement missions
- Sustainable mobility pass to cover your sustainable mobility expenses
Health/Well-being
- Be Well, Work Well program to take care of your health (Gymlib partnership, United heroes application, sports associations, mindfulness training…)
- Family Care program to support you in your parenting projects as well as in difficult times
And also: RTT, health and provident insurance, company restaurants and meal vouchers, benefits from the Inter-Company Committee…
All our offers are open to people with disabilities.
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