Business consultant (Amsterdam, Netherlands)

Fastflex is looking for a business consultant with specific knowledge and experience on the market risk management of retail products (on-demand products). At this moment a scenario tool has been developed and a number of scenarios have already been calculated. The research needs to be finished and the going-concern replication methodology needs to be rolled out to the local market risk management units. You will perform a scenario analysis to compare the performance of the going-concern replication with existing methods. He or she will communicate the findings of the analysis in documents and presentations. If necessary, he or she will expand the functionality of the existing scenario tool (which has been implemented in Java) Knowledge/experience in designing replication/hedging strategies for variable rate savings accounts is necessary. Even as broad experience in prototype implementation (Java and Python).