Credit Risk Analyst Job Description
Our organization seeks a talented Credit Risk Analyst to perform quality controls of data used in credit risk models, adjustments within credit risk models according to a specific process, reconciliations during fast-close production with the accounting department, computation of Credit Risk Weighted Assets (RWA) based on Basel III framework, production of Expected Credit Losses (ECL) according to IRFS9 standards, internal reporting regarding data quality and RWA/ECL evolution, RWA and ECL simulations, and expertise in RWA and ECL subjects.
Required Skills and Qualifications
* At least five years of higher education or master's degree in Finance or Business Administration;
* A banking/audit experience of at least 3 years in Risk Management, Finance or Audit;
* Knowledge of CRR2 and/or IFRS 9;
* An appetite for coding and working with data;
* Knowledge of Moody's Risk Authority tool, Python, SQL;
* Strong communication and interpersonal skills;
* Team spirit;
* Curiosity, willingness to learn and share knowledge;
* Problem-solving skills;
* Positive and constructive attitude;
* Time management: prioritization, effective planning;
* Taking ownership and becoming expert of the data used in ECL/RWA calculation;
* Client-oriented mindset;
* Risk Management Certification considered as an advantage;
* Fluent in French and English.
Benefits
We offer a broad range of challenging projects and career paths. We prioritize personal development and encourage exploration of different business areas for a broad experience. Our culture values diversity & inclusion, contributing to increasing collective performance.