Consultant Madrid - Risk Management
- An advanced degree in business or a quantitative discipline (Statistics, Mathematics, or Physics)
- 3+ years of work experience and extensive knowledge within Risk management in the banking sector (from a bank, advisory firm, or regulator), and/or a PhD
- Proven record of leadership in a work setting and/or through extracurricular activities
- Exceptional analytical and quantitative problem-solving skills
- Ability to work collaboratively in a team environment
- Ability to work effectively with people at all levels in an organization
- Ability to communicate complex ideas effectively – both verbally and in writing – in English and the local office language(s)
- Willingness to travel
Who You'll Work With
You'll work with our Risk practice in Madrid. This global practice supports clients in many different industries facing challenges of developing and implementing tailored concepts for risk recognition, measurement, and control.
What You'll Do
You will work with client teams to solve client business-related problems of a primarily quantitative nature.
You'll conduct state-of-the-art quantitative analyses across the risk management spectrum in the banking sector, including tool building, implementation, and maintenance. You'll work at a client location as part of a consulting team in order to conduct comprehensive quantitative analyses to be used as a basis for implementing risk-based decision frameworks and for making strategic decisions.
You'll have the opportunity to advance our overall knowledge base by providing rigorous analysis to and problem solving for our proprietary knowledge investments. At more senior levels, you'll also focus on developing new analytical approaches and techniques. You'll collaborate with a firm-wide community and work with a global network of colleagues in order to codify existing knowledge and develop new knowledge.
There is flexibility to hire at either the Specialist or Expert level depending on the experience and qualifications of the candidate.
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