Our client, an international consultancy company is looking for a Credit Risk (Senior) Manager to strengthen the Credit Risk Department. The department advises leading financial services organizations on a wide variety of risk and capital management issues. These range from the implementation of new regulatory requirements, such as Basel III and IFRS 9, and the remediation following supervisory inspections, to defining and setting risk appetite and improving risk management throughout the organization. The Credit Risk (Senior) Manager will work on credit risk quantification: capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc.
The Credit Risk (Senior) Manager will :
- Strengthen client relationships through tailor made professional services for the clients and develop new business networks.
- Prepare and present proposals to clients for end-to-end solutions.
- Keep track of new regulations and their impact on the market.
- Work closely with the colleagues and team members in other areas especially in delivering cross-functional projects.
- Provide consultancy and expertise on regulatory developments and/or credit risk modelling; TRIM remediations, credit risk modelling, validation and model audit.
- Involvement in non-regulatory modelling projects to support the credit business of the clients, this includes but is not limited to, pricing, profitability, early warning, fraud and/or collection models.…
- Hold a master’s degree or a PhD in economics, statistics, quantitative finance, mathematical or engineering discipline
- At least 5 years of professional experience in credit risk departments of banks in regulatory models (development and/or validation of PD, LGD and EAD models).
- Knowledge of a risk management framework (risk appetite framework, risk identification, risk measurement and risk mitigation), Basel agreements and recent developments (Basel IV) and general credit risk related regulatory requirements (CRR/CRD IV and IFRS 9 requirements).
- Knowledge of credit risk quantification: capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc
- Good knowledge of programming languages such as Python, R or SAS.
- Excellent written and oral communication skills as well as presentation skills.
- Fluent in English and either in French or Dutch.