Credit Risk Manager

Role Overview

• Lead teams and carry out assignments: Projects related to the Model Risk Management framework (MRM governance, inventory review and decommissioning plan, model tiering, model reviews)
• Conduct model reviews and develop methodologies for calculating credit and counterparty risk: advanced knowledge of credit risk parameters (PD, LGD, EAD/CCF), models and calculation standards for credit metrics (RWA, NPL, ECL)
• Carry out assignments related to integrating climate risk into risk frameworks (stress testing, risk mapping, materiality assessment, monitoring and credit-granting indicators)
• Implement and evolve risk management frameworks and associated methodologies (ICAAP – internal / regulatory / economic capital), Risk Appetite Framework, risk mapping and materiality assessment
• Implement requirements and methodologies related to operational risk
• Work alongside the Head of the Unit and Management to manage teams and to drive and enrich topics within the RCCO Business Unit (Credit, Climate and Operational Risks)
• Ensure proper integration and anticipation of current and upcoming prudential banking regulations for our clients (climate risks, Basel IV, Non-Performing Loans, MRM, Stress Tests)
• Perform and supervise benchmarks on specific topics (climate risk, indicators, governance)
• Participate in MLAdvisory internal activities: team evaluations, supervision of research papers and firm publications (one-pagers, service offering materials)
• Contribute to the firm's business development: business sourcing and opportunity identification
• Supervise teams on client engagements and internal projects
• Regulatory watch: stay informed of relevant regulatory developments, particularly regarding Basel IV and climate-related initiatives, and ensure clients are informed and prepared for these changes.

Requirements

• You have managerial experience in supervising and leading teams
• You have previously worked on risk topics related to those described above
• You enjoy contributing to the development of an organization and leading curious, dynamic and motivated teams
• You are entrepreneurial and want to be recognized within a small
• to medium-sized firm
• Master's degree (Bac+5) from a top business school, engineering school or university
• You have at least 7 years' experience in banking risk management, within a financial institution or a consulting firm, and are seeking new professional challenges
• You are fluent in English

Benefits

• Meaningful work: choose your client assignments, training path and internal mobility within the firm according to the direction you want for your career
• High-level learning: receive close supervision and collaboration with senior partners; be involved in the firm's internal and external activities (teaching, developing new offerings, non-profit engagement, contributions to internal communities)
• Guaranteed flexibility: teleworking options enabling geographic mobility while respecting our clients' needs
• International opportunities: immediate opportunities abroad as the business experiences strong growth