Senior Consultant - Consulting

Join us on our Business Transformation Journey within risk management and business consulting to banks and large corporates. Our services aim to enhance business growth and revenue through an enriched service portfolio, emphasizing derivatives, market, structural and treasury risk consulting.

We are seeking a highly qualified Senior ALM, Structural and Treasury Risk Consultant (ALM / IRRBB & Liquidity & FX) to join our specialized business risk & CIB team. This role involves working with Global Teams to transform business units, adapt to new regulatory and industry trends, and develop new offerings that align with our clients' priorities, such as regulatory strategy and a better management.

Participate in consulting projects on asset-liabilitiy management (ALM), banking book market and liquidity risk, from quantitative and business perspectives, including front-to-back product cycle, risk management and validation. Assess on ALM and structural risk vendor capabilities, including user testing, development of new features to cover balance sheet risk factors, etc.

Work with large amounts of reference, market and client data to optimize and structure data sets for modelling and metric calculation purposes

Develop new solutions on FTP and treasury risk monitoring and management

Desirable master's degree in Quantitative Finance or Risk Management

FRM, CFA, CQF is a plus.

Professional experience in Business Consulting and / or Financial Services. Experience in Global Markets and Risk Management transformation initiatives within the banking sector.

Advanced business English and Spanish; additional languages are advantageous.

Proficiency in Microsoft Office, with advanced skills in Excel and ALM and market risk software such as FIS, QRM, MAT, Murex, Bloomberg, Reuters, etc.,

Desirable : SQL, Python, R

High-quality performance orientation