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