3-months assignment - Risk Management Consultant

For one of our client, a consulting firm, we are looking for a Risk Management Consultant to support their ongoing projects.

Key Responsibilities:

• Conduct assessments of existing risk management frameworks and identify areas for improvement.

• Support clients in designing, implementing, and optimizing risk methodologies, processes, and governance frameworks.

• Contribute to market risk model development and calibration (VaR, sensitivities, stress testing, backtesting).

• Assist in the implementation and enhancement of pricing and risk measurement tools.

• Work on credit risk modelling activities (PD/LGD/EAD models, scoring, stress testing) and support regulatory or IFRS 9 initiatives.

• Perform portfolio analyses including concentrations, limits, and risk appetite frameworks.

• Develop liquidity risk metrics (LCR, NSFR), conduct liquidity stress testing, and support liquidity monitoring frameworks.

• Participate in ALM analyses: interest rate risk (IRRBB), balance sheet projections, NII simulations, and gap analysis.

• Contribute to the deployment or enhancement of ALM and risk systems (e.g., QRM, Moody’s Analytics, Murex).

• Support regulatory compliance projects (Basel III/IV, CRR/CRD, ILAAP, ICAAP, EMIR, Solvency II).

• Produce project documentation (requirements, specifications, test plans) and coordinate stakeholders.

• Deliver training and change management support to risk, finance, and ALM teams.

• Maintain ongoing awareness of regulatory developments and innovations in risk analytics and data

• Master’s degree from an engineering school, business school, or university with a focus on finance, risk management, or quantitative methods.

• Solid understanding of financial risks: market, credit, liquidity, and ALM.

• Strong analytical and quantitative skills; familiarity with statistical and modelling techniques.

• Knowledge of financial products and market mechanisms.

• Experience with risk or ALM tools (e.g., Murex, Summit, QRM, Moody’s Analytics) is a strong asset.

• Proficiency in data and modelling tools (Python, R, SQL, VBA, Matlab) is a plus.

• Excellent communication, writing, and client-facing skills.

• Ability to work independently, manage multiple tasks, and operate in cross-functional teams.

• Fluent in English and French, additional languages are a plus