Join OMOTE and develop your Risk Management expertise
As part of the strong growth of our consulting activities, we are immediately looking to strengthen our team with Risk Management interns.
Your Responsibilities
ALM & Finance
- Improvement and calibration of the ALM framework.
- Support in ECB and Internal Audit missions.
- Definition of interest rate and liquidity risk metrics.
- Optimization of structural risk management, certification of metrics.
- Implementation and review of IRRBB.
- Implementation of regulatory indicators (LCR, NSFR, AER, ALMM).
- Creation of consolidated reporting and proposals for hedging strategies (gap hedging, option risk, basis risk).
- Review of models and stress tests (credit, market, counterparty, etc.).
- Optimization of ALM reporting and communication.
- Modeling of balance sheet products.
- Production and audit of ICAAP/ILAAP reports.
Risk & Compliance
- Monitoring, development and certification of market and credit metrics.
- Production and audit of ICAAP/ILAAP reports.
- Compliance with COREP, FRTB, AnaCredit and other regulations.
- Tail risk estimation.
Data Management
- Governance, mapping and data quality management.
- Design of tools and frameworks to ensure data quality.
- Qualification and use of Open Data.
Transformation
- Program scoping and organization.
- Management of complex projects.
- Change management.
- Management systems and communication.
- Information systems master plan.
Candidate Profile
Required skills:
- Strong command of prudential regulation, financial modeling and financial products.
- ALM "project" skills (business analysis, change management, etc.).
- Knowledge of ALM and/or financial tools/software (FERMAT, Fusion Risk, etc.).
- Excellent verbal and written communication.
- Organized, rigorous and responsive, with the ability to lead both the firm's consultants and our clients' teams.
- Proficient in English in a professional setting.
Job reference: OMOTE Junior Consultant/Intern