Quantitative Risk Modeller

Brussels – permanent – full-time

Quantitative Risk Modeller

Brussels – permanent – full-time

What does this job entail?

The Risk department within KBC Group uses a variety of quantitative models to measure the financial risks the Group is exposed to. We continuously aim for robust, efficient and transparent risk models which provide an answer to a quickly evolving and strongly regulated environment and this for multiple risk types (market risk banking book, market risk trading book, credit risk, technical insurance risk,…).
We are searching for a new colleague to strengthen the Risk Model Development team and to help us improve existing risk models and develop new ones.

What do we expect from you?

  • You build new financial risk models hereby using or improving your quantitative expertise;
  • You use your analytical skills to improve risk models where needed;
  • Together with ICT colleagues, you implement the models in our risk infrastructure;
  • You apply your statistical skills for quantitative analyses;
  • You work together with expert risk managers to bring our models in line with new insights;
  • You document your work in a transparent way and present this to senior management.

Your key strenghts?

  • You have a healthy interest in quantitative modelling and analysis;
  • You are eager to quickly pick up new and complex concepts;
  • You are a team player and actively participate in a debate;
  • You can express yourself fluently in English, both oral and written;
  • You can explain complex topics in a transparent and understandable way to colleagues with less quantitative skills;
  • You have a master degree (or PhD) with a quantitative specialization (mathematics, physics, engineering, applied economics,…);
  • Experience with machine learning or financial models is an asset, though not required;
  • You have a minimal programming experience (e.g. Matlab, Python, R, C++, java,…)

What can we offer you?

You can count on KBC for:

  • active support during your career;an exceptional range of training and development opportunities;
  • many different career opportunities;a permanent contract;
  • a competitive salary package, including an extensive package of additional benefits and special terms for employees for our banking and insurance products;
  • possibilities to integrate your work and private life;
  • a dynamic working environment with an open culture and pleasant atmosphere.

Questions?

If you have any further questions about the job content, please contact the recruiter: sara.demoor@kbc.be

And don't forget to check out our frequently asked questions as posed by other 'creators'. They'll also tell you how you yourself can monitor your application's progress.

Published on 07/03/2019

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