Key skills
Risk ManagementCollaborationRemote Work
About this role
Role Overview
- Contribute to the following assignments: Projects related to the Model Risk Management framework: MRM governance, inventory review and decommissioning plans, model tiering, model reviews
- Model reviews and methodologies for calculating credit and counterparty risk
- Assignments related to integrating climate risk into risk frameworks (stress testing, risk mapping, materiality assessment, monitoring / credit decision indicators)
- Implementation and evolution of risk management frameworks and associated methodologies (ICAAP – internal / regulatory / economic capital), Risk Appetite Framework, risk mapping and materiality assessment
Requirements
- Master's degree from a top business school, engineering school or university (Bac+5)
- At least 4 years' experience in banking risk management
- At least 3 years in a consulting firm
- Advanced knowledge of credit risk parameters (PD, LGD, EAD/CCF)
- Models and calculation standards for credit metrics (RWA, NPL, ECL)
- Fluent English
Benefits
- Guaranteed flexibility: remote work options that enable geographic mobility while respecting our clients' needs
- International opportunities: immediate prospects abroad within a rapidly growing business
- High-quality learning: mentorship and close collaboration with diverse senior stakeholders
- Meaningful assignments: collaborate with you to select client missions, training plans and internal mobility according to the direction you want for your career