Credit risk managing consultant

Senior Credit Risk Quant Advisor – Managing Consultant Level

Location: Belgium (Hybrid/Remote Possible)

We are seeking driven and experienced Senior Advisors to join our growing Credit Risk Quantification team. Your expertise may include IRB credit modelling , model validation , economic capital , stress testing , credit pricing , and related areas.

Key Responsibilities

As a Managing Consultant , you will play a key role in expanding our Banking Risk Advisory practice in the Netherlands. You will:

• Lead complex client projects focused on credit risk model development and/or validation.
• Provide expert guidance on regulatory topics including IRB modelling , TRIM remediation , economic capital , stress testing models , and broader risk management frameworks .
• Stay abreast of regulatory developments (e.g. CRR, CRD, IRB, IFRS 9) and advise clients on their implications.
• Act as a trusted advisor to clients and help maintain and grow strong client relationships.

You may also be involved in:

• Supporting projects in adjacent areas like machine learning , AI , and data analytics .
• Contributing to business development initiatives and preparing client proposals.
• Enhancing our firm’s visibility by contributing to industry publications (e.g., our Regbrief), and participating in conferences or professional events.

Your Profile

Must-Have Qualifications:

• Master’s degree in econometrics , physics , mathematics , applied economics , or similar quantitative fields.
• A minimum of 7–8 years’ experience in the banking or financial services sector.
• Solid knowledge of risk management frameworks including economic capital , risk appetite , and stress testing .
• Practical experience in credit model development or validation (PD, LGD, EAD/CCF).
• Familiarity with ICAAP/ILAAP processes and modelling of Pillar II risks (e.g. liquidity, operational, strategic risks).
• Strong understanding of relevant regulatory frameworks.
• Proficiency in tools such as SAS , Python , or R .
• Ability to operate independently in a results-driven environment.
• Excellent written and verbal communication skills in English (Dutch is a plus).

Nice-to-Have:

• Professional certifications such as FRM or PRM .

What We Offer

• Join a diverse and dynamic team of passionate professionals with a range of technical and analytical expertise.
• Enjoy a flat, flexible structure that encourages initiative and ownership.
• Shape your career with personalized training programs (both technical and soft skills).
• Receive hands-on mentorship from senior colleagues.
• Benefit from flexible working arrangements , including remote/hybrid work and part-time options .
• Attractive compensation package including health and pension benefits , sustainable mobility support , and more.
• Opportunities to travel across Europe for projects and client engagements.