Responsibilities:
• Support the capital planning processes (e.g. ICAAP) via operationalization, calibration and maintenance of financial risk quantification and projection models.
• Support the implementation of capital and financial risk methodologies through the institution.
• Automation of financial risk quantification processes.

Qualifications:
• University degree, preferably at postgraduate level, in Quantitative Finance, Mathematics, Physics, Actuarial sciences, Data science, Engineering or related fields;
• A minimum of three (3) years’ relevant professional experience in financial risk;
• Excellent knowledge of English, both oral and written. Knowledge of other EU languages would be an advantage.

Competencies:
• Professional level experience with Python, SQL and Excel.
• Ability to work within tight deadlines, to react swiftly and effectively to new situations in a client-focussed and high quality service environment;
• Excellent organisational skills with an ability to prioritise;
• Disciplined approach whilst maintaining creativity and lateral thinking towards troubleshooting and problem solving;
• Excellent interpersonal skills for dealing with internal and external counterparts;
• Team player.