Credit Risk Management Consultant

Job Description

• You will intervene more particularly within the Credit and operational risk team of this department, which is in charge of all the issues relating to the management and modeling of credit and operational risks, mainly in the areas following:
• Development and validation of credit models (rating, IRBA models and portfolio models) and quantification of operational risks (statistical analysis, back-testing);
• Conducting critical reviews of credit risk provisioning models;
• Evaluation of trade receivables portfolios and quantification of the cost of risk;
• Accompaniment to the definition and implementation of stress-testing methodologies;
• Implementation of Basel II / Basel III or other prudential reforms (diagnosis, data, calculation methods, modeling);
• Advice to the rating of companies;
• Review of risk management systems (organization of the risk management system, governance);
• Assistance in optimizing ALM credit commitment and pricing policies.
• You will be trained in our methodologies and will have the opportunity to work in multidisciplinary and international teams.
• Your profile
• You are a graduate of a large school (business, engineering) or a university with a specialization in risk management and a good knowledge of risk modeling issues.
• You want to value a first experience of 1 to 3 years acquired either within an audit firm serving international clients, or within a company in an internal audit department or risk, or in the office in which you have built significant credit risk experience and related issues.
• You have strong skills in statistical analysis and as such, adapted specific tools (SAS environment) and have a concrete experience of VBA programming.
• Organized and rigorous, you know how to work independently.
• Prior knowledge of the regulations (notably Basel II / Basel III) as well as operational issues related to their implementation is an asset.
• Your proven ability to work in a team will be appreciated.
• You are fluent in oral and written English.