General Information

Position
Market and Quantitative Risk Senior Consultant
Work arrangement
Full-time
City
Budapest
Country
Hungary
Department
Risk Advisory
Team
Financial Industry Risk & Regulatory
Area of interest
Risk & Regulatory Management
Way of work
Hybrid

Description & Requirements

Who we are looking for

If you are interested in risk modelling, data science and financial markets risk, moreover if you want to gather experience in working with different clients in multiple areas of the financial industry, join us and you will enjoy the work we do.

 

We are looking for:

Market and Quantitative Risk Senior Consultant

 

What skills and interests make you a good candidate?

  • 3+ years experience in the financial sector (preferably financial risk area) or at a consultancy firm with experience in financial regulation or quantitative risk modelling (or a combination of both)
  • Strong interest in data science, portfolio and risk models, with a special focus on market risk
  • People management and/or project management experience is a plus
  • Strong ability to handle and analyze large datasets in Excel. Additional fluency in languages such as R, Python, VBA, SAS 4GL and SQL is an advantage
  • Working proficiency of English language. Knowledge of Hungarian or Polish languages is an advantage.

Your future role

As part of our high-performing Financial Institution Risk & Regulatory Team you will have the opportunity to:

  • Conduct advisory projects in the area of market risk, treasury and liquidity management
  • Work on construction, modification and validation of market risk measurement and derivatives valuation models
  • Develop solutions for regulatory requirements in the area of market and liquidity risk
  • Develop strategies, limit systems and methods to hedge market risk
  • Develop and implement of IT solutions/systems supporting such functions as: analysis and control of market risk and liquidity, treasury, treasury controlling, ALM.
  • Develop solutions and models in the field of asset and liability management (e.g. FTP, deposit modelling)
  • Determine the organization and division of responsibilities in the field of market risk management, treasury, ALM, controlling
  • Support treasury teams in the implementation of quantitative elements related to new regulations such as MIFID II, PRIIPS or new capital requirements for market risk (e.g. IRRBB).
  • Share knowledge and develop junior colleagues while coordinating their work
  • Work closely together with other service lines and teams in other locations
What we offer

What do you gain by joining us?

  • Firsthand working experience in the latest developments within the financial services industry
  • Challenging international environment at a globally recognized professional services firm, with opportunities for progressive career paths
  • Environment encouraging and supporting personal development and growth, including coaching and mentoring
  • Rapid knowledge development through on-the-job training and participation in trainings, conferences, projects
  • The opportunity to obtain professional certificates
  • Modern working environment, with top-notch technologies and software supporting your success
  • Competitive salary including a wide range of benefits
 

Diversity and inclusion

We are committed to supporting and empowering all of our colleagues in achieving their full potential and making an impact that matters. For more details, visit our Diversity & Inclusion homepage.


About Deloitte
Deloitte is a variety of people, experience, industries and services we deliver in 150 countries of the world. It is an intellectual challenge, a good starting point for your career, and an excellent opportunity for continuous development and gaining valuable life experiences.What you only must do is to take the first step – press the apply button and send us your CV, go through all the stages of the recruitment process and sign a contract with us. Deloitte is simply your best choice.
About the team

In Risk Advisory, we help our banking clients transform their Risk Management to enhance the accuracy of their quantitative modelling, adhere to regulatory expectations, achieve sustainable finance goals and improve business outcomes.