At the forefront of risk management, we seek an expert in credit risk assessment to join our dynamic team.
Job Description
The successful candidate will be responsible for:
* Ensuring data quality and integrity in RFO Master and other related systems;
* Maintaining accurate records and coordinating with stakeholders to ensure compliance;
* Reconciling data during fast-close production with the accounting department to guarantee financial accuracy;
* Calculating Credit Risk Weighted Assets (RWA) based on Basel III framework for capital adequacy ratio (pillar I);
* Producing Expected Credit Losses (ECL) according to IRFS9 standards;
* Providing regular reports on data quality and RWA/ECL evolution to inform business decisions;
* Simulating RWA and ECL scenarios to anticipate potential risks;
* Collaborating with the Risk Management department to ensure expertise in RWA and ECL subjects;
* Meeting deadlines for ECL/RWA computation process to ensure timely financial reporting;
* Coordinating tasks among the team and exchanging calendars with stakeholders to ensure seamless communication;
* Anticipating quarterly points to be addressed/solved/improved; collaborating with data owners/IT teams/stakeholders;
* Monitoring data quality during fast-close and addressing each issue discovered at each step to the adequate contact and implementing action plans via corrections in the 'roadbook' to ensure RWA and ECL correctness;
* Performing analysis and explanations on quarterly RWA and ECL variations to provide actionable insights;
* Acting as a subject matter expert on ECL and RWA calculation within the organization;
* Continuously improving IT controls' framework to ensure data security and integrity;
* Understanding data transformation flows (run/push/push backs);
* Participating actively in testing programs to validate system performance;
* Providing RWA and ECL simulations for all business lines to inform strategic decisions;
* Performing ad-hoc analyses to address specific business needs.
The ideal candidate will possess:
* A master's degree in Finance or Business Administration (BAC+4/5);
* A minimum of three years of experience in Risk Management, Finance, or Audit in the banking sector;
* Knowledge of CRR2 and/or IFRS 9;
* An appetite for coding and working with data in software;
* Familiarity with Moody's Risk Authority tool (RAY), DataIku, Python, and SQL;
* Strong communication and interpersonal skills to collaborate effectively with stakeholders;
* A team-oriented mindset to work collaboratively towards common goals;
* Curiosity, willingness to learn, and share knowledge to drive innovation;
* Problem-solving skills to address complex challenges;
* A positive and constructive attitude to foster a productive work environment;
* Effective time management and prioritization skills to meet deadlines;
* Client-oriented mindset to deliver exceptional service;
* Risk Management Certification is an advantage;
* Fluency in French and English to communicate effectively with diverse stakeholders.
We offer a range of challenging projects and career paths to support professional growth. Your personal development is our priority, and we encourage you to explore different business areas for the broadest possible experience. We value diversity & inclusion, which contributes to increasing collective performance. Our culture promotes individual development with equal opportunities for all.