Division
The Risk Management (RM) division is a central part of Euroclear’s second line of defence and its mission is to support Euroclear in achieving its goals and delivering its strategy through providing robust, independent oversight of risk-taking activities across the Group. We are a team of around 80 risk professionals, based across a number of locations, including Brussels, London, Paris, Hong Kong and Krakow. Our activities cover the entire Euroclear group.
Role & responsibilities
You will join the Risk & Capital Modelling team, which is part of the Risk Management division.
The Risk & Capital Modelling team provides quantitative support to the Risk Management division and relevant governance committees in measuring, monitoring and reporting risks at Euroclear.
As part of your role:
- Together with other risk modellers, you will be responsible for the development, maintenance and documentation of risk models used at Euroclear.
- You will participate in the monitoring and assessment of various risks by executing model runs, analysing their output and reporting the results to different stakeholders.
- You will regularly participate to the workshops with various stakeholders of the institution, including business lines (i.e. treasury, banking, product, etc.) and control functions (e.g. Model Validation and Internal Audit).
- You will also support various key risk management transversal processes (e.g. ICAAP, SREP, Stress Testing, Pillar 3, etc.).
Required qualifications
- You have extensive experience in coding (R and/or Python).
- You have strong analytical, problem-solving and execution skills.
- You have strong knowledge in statistics and econometrics. In particular you are familiar with modelling heavy tail distributions, copulas, Monte Carlo, etc.
- You are able to able to convey technical concepts to a non-technical audience.
- You are adaptable and flexible to evolving business needs, objectives and priorities.
- You speak English fluently and expertly in a professional environment.
Good to have:
- You have high level understanding of risk models (e.g. PD, LGD, EAD, AMA, ESG, etc.) and you are motivated to build your experience in this direction.
- You are familiar with the business and risk profile of financial market infrastructures
- You have a view on European regulation and guidelines related to risk modelling (Capital Requirements Regulation, EBA Guidelines, etc.)
- You have obtained or are in the process of obtaining a risk or financial professional certification (e.g., FRM, CFA)
New ways of working
At Euroclear we believe in an ideal balance between office and remote work toward business, team and individual needs, enhancing more flexibility, trust and individual accountability.
What we offer
An excellent opportunity to practice and develop your talents in a highly professional international environment.
Working closely with inspiring, supportive and engaged colleagues from 80+ different countries, interacting with many stakeholders at all levels across the organization.
A learning and development focused environment with an emphasis on knowledge sharing, training, and reskilling.
We’re agile, we’re growing and so will you!
Great Place to Work for All
We believe that our people are our strength. The diverse talents that our employees bring to the table, are directly linked to our global success. We are committed to creating an inclusive culture that celebrates diversity, and strive to be a Great Place to Work for All. All qualified applicants will be considered for employment, regardless of their race, religion, color, national origin, gender, sexual orientation, gender identity or expression, age, marital status, pregnancy, neurodiversity, disability, or any other aspect that makes them unique. if you need any specific accommodation due to disability or any other reason, you can let the recruiter know during your application process.
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