Structured Finance Regulatory Capital Expert

At Finalyse, for over 35 years, we have supported (re)insurance and banking clients in navigating changes and embracing innovations in valuation, risk management, and regulatory compliance. Our commitment to contributing to a sustainable and resilient financial system drives us every day. We empower our talented consultants to design and implement efficient, pragmatic solutions, fostering a collaborative spirit with partners and clients. Our unique blend of financial and technological expertise has been the cornerstone of numerous successful projects and enduring relationships.

We embrace diversity at Finalyse, recognising the unique strengths everyone brings, and we are committed to creating an inclusive working environment that respects diverse beliefs and backgrounds.

THE ROLE

As a Structured Finance Regulatory Capital Expert, you will join our Risk Advisory practice, working on challenging projects for leading financial institutions. You will contribute to the development of the niche and upcoming Securitizations/SRT practice which delves into how regulatory capital can be optimized by SRT deals, for originator and investor positions. You will also deep-dive into the CRR regulations pertaining to Securitizations and its evolution impacting the capital relief across different Banking portfolios.

RESPONSIBILITIES

• Acting as subject matter expert, business or functional consultant in the regulatory frameworks surrounding Structured Finance products, especially in Basel regulations or Europe-specific CRR.
• Applying Basel/CRR credit & market risk regulations to complex Structured Finance portfolios, and implementing them in existing/new capital calculations and reporting solutions.
• Liaising with different business stakeholders and the technical teams.
• Enhancing or update risk management policies & procedures.
• Participating to the development and implementation of various credit & market risk models, tools or solutions.
• Developing & automating the production of risk & regulatory reporting.
• Building and maintaining close relationships with clients.
• Participating in business development initiatives and internal projects.
• Raising and promoting the company’s image in the financial industry through publications in the Regbrief and participation in external conferences and networking events.

REQUIREMENTS

• Master’s degree in econometrics, physics, mathematics, computer sciences or applied economics.
• An advanced degree in finance and/or a certification like FRM or PRM is a distinct advantage.
• At least 3-5 years of experience in the banking sector and good understanding of regulatory capital rules.
• Relevant consulting experience in the financial industry is a plus.
• Strong affinity with investment banking products, including but not limited to Structured Products, Securitizations and Derivative contracts.
• Relevant regulatory knowledge (Basel III, BCBS239, CRR/CRD, TRIM, IFRS9).
• Proven experience with complex regulatory topics of SA-CCR, Securitizations, and/or CVA calculations, in terms of both calculation and reporting requirements.
• Familiarity with analytical software such as SAS, R, Python, etc.
• Good communication, writing and presentation skills with the ability to explain sophisticated issues in a simple but professional way.
• Fluency (both verbal and written) and good presentation skills in English.
• French or Luxembourgish language skills.

WHY FINALYSE

• A meaningful role and mission contributing to the stability and responsible innovation of the financial sector.
• A diverse, multinational team of talented specialists and senior experts, committed to sharing knowledge, supporting each other, and driving collective success.
• A clear and flexible career path, with the freedom to shape your own specialization and grow quickly in a flat, agile organization.
• Personalised development through tailored technical training, recognised certifications, and continuous learning.
• A healthy work culture and environment that values wellbeing, work–life balance, and sustainable consulting practices.
• Flexible ways of working with hybrid/remote options, trust-based autonomy, and openness to part-time arrangements.
• A competitive compensation and benefits package, including healthcare, pension, and sustainable mobility options, etc.
• International exposure and opportunities to travel and work with clients and colleagues across Europe and beyond.
• Innovation and thought leadership opportunities, including internal initiatives, research groups, and access to modern tools and structured methodologies.