Market Risk Manager

Market Risk / ALM Consultant (Full-time / Part-time)

Location: Brussels

Your Responsibilities

As a Market Risk / ALM Consultant, you will work closely with banking clients as part of our Risk Advisory practice, supporting the development and implementation of solutions related to:

• Market Risk
• Liquidity Risk
• Interest Rate Risk (IRRBB)

You will:

• Lead or contribute to quantitative projects, particularly the development and enhancement of market risk models-including those related to interest rate and behavioral risk.
• Analyze, test, and manage risk-related applications used for calculations, reporting, and modeling.
• Participate in model validation assignments and advise clients on how to improve their models and internal processes.
• Collaborate with stakeholders to identify needs, define functional and technical requirements, and lead workshops with business users.

You may also be involved in:

• Developing and maintaining strong client relationships.
• Contributing to business development initiatives or internal innovation projects.
• Representing Finalyse in the financial sector through published articles, conference participation, or networking events.

Your Profile

• Master's degree in a quantitative discipline (e.g., econometrics, mathematics, physics, engineering, applied economics).
• Minimum of 4 years of experience in banking or financial services.
• Strong knowledge of banking products and financial markets (both retail and non-retail).
• Hands-on experience in developing or validating market risk models, or valuing financial instruments.
• Familiarity with regulatory frameworks such as Basel III, CCR, FRTB, and IRRBB.
• Proficiency in programming and analytical tools such as SAS, Python, R, Matlab, or VBA.
• Independent, result-driven mindset with strong problem-solving skills.
• Excellent communication skills in French and English-both written and spoken.
• Willingness to travel across Europe and the Middle East as needed.

What We Offer

• A dynamic, multicultural, and supportive team environment.
• Flexibility to shape your role and specialization within our flat organizational structure.
• Rapid opportunities for responsibility and initiative in a fast-growing firm.
• Personalized training programs covering both technical (hard) and interpersonal (soft) skills.
• Mentorship from experienced professionals and regular knowledge-sharing.
• Flexible working options (remote, hybrid, full- or part-time).
• Competitive compensation package, including health insurance, pension, and mobility benefits.
• Opportunities to travel and work on international assignments.