In order to support constant growth, our firm is strengthening its center of expertise dedicated to banking risk management, in particular to support our clients in their development and transformation projects in credit risk management.

Missions:
In your role as a senior consultant/expert in credit risk, you will support our risk CIO customers in maintaining the prudential chain in operational conditions, using an engine to calculate regulatory credit RWAs, major risks, CVA RWAs and standard specific rate risk, and an internal credit stress test engine.

Participate in production support and various regulatory and internal projects (EEPE, SACCR, EBA stress tests…) Participate in the application maintenance of the calculation engine: collection of requirements, drafting of specifications, approval, management of recipes and support to users in response to the integration into the ECU of new instruments and new functionalities Develop simulations of impacts in weighted and expected loss assets requested by the regulator or by internal customers as part of specific projects related to Baloise issues Provide expertise risk on financing and market products and securitisation and financing.

Depending on your areas of expertise, you may have a Project Manager or Strategic MOA role.