Avantage Reply (a member of Reply) is a pan-european specialised management consultancy delivering change initiatives in the areas of Risk, Finance, Compliance, Treasury and Operations.
Our difference takes the form of a specific subject-matter focus, which is also supported by our excellent reputation for delivering solutions to our clients’ most challenging issues.
Our local offices work closely with our other European offices, meaning we have both a local and global approach to doing business.
Our risk consulting team and help international financial institutions develop strong risk management methodologies and meet regulatory and supervisory requirements.
For our Luxembourg office, we are looking for a talented Senior Quantitative Risk Consultant, to support our growth of business.
Your activities will include
Assisting clients with different stages of the model lifecycle (model development, validation, backtesting, benchmarking .)
Advising clients on enhancing their current modelling processes (improvement of current processes, documentation, automation, optimization of data usage)
Supporting client with their internal risk models (credit risk, market risk, liquidity, etc)
Advising clients on implementing newest regulatory requirements in their current framework
Your expertise should include
At least 2 years work experience in data modelling and be familiar with concepts such as credit modelling, Monte Carlo simulations, etc.
Strong understanding of math and statistics
Good SAS / Python programming knowledge
Strong analytical skills, fast to learn and fast to adapt
Fluent French and English
What we can offer
We offer a dynamic and challenging working environment with clients and colleagues where opportunities will be provided for further development and training.
You will have the opportunity to participate in domain-related trainings, organise events together with important institutions and to write publications.
Development opportunities We invest in the development and progression of our people to maximise their potential.
We provide you a great place to work We are a non-hierarchical organisation and promote openness, teamwork and knowledge sharing within the firm and its wider Group of companies.
Competitive remuneration We offer a competitive salary and flexible benefits package. In addition, we offer a range of incentives and bonuses to reward performance and to align individuals’ incentives with those of the firm and our clients.