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Systèmes d’information (SI)

Credit Risk Consultant / CVA - Credit Value Adjustment

CDI

Paris

Algofi

30K €

Sur site

Job description

As part of the development of its credit risk competence center, our firm is looking to recruit a consultant with expertise in CVA (Credit Value Adjustment) issues, to support our customers in their regulatory compliance projects. You’ll have the opportunity to work for an expert firm, enabling you to progress and take part in projects within risk management departments.

Examples of credit risk / CVA projects :
You will be involved in a varied and rewarding range of assignments combining business expertise and consultancy (non-exhaustive list):

  • Implement the new CVA / DVA measure
  • Simulate and value CVA for new restructuring deals
  • Provide support to FO and structuring teams on counterparty risk pricing, taking into account: regulatory developments (Basel III), bilateral agreement risks, customer risk profiles
  • Carry out sensitivity analyses and monitor sensitive exposures
Profile sought

You have an engineering degree or a postgraduate diploma in finance.

You have at least 5 years’ experience in credit risk-related subjects acquired in a consulting firm or banking establishment (organization, inspection, risk management, ALM). Ideally, you are certified in Lean Six Sigma methodology (Green belt minimum).

Autonomous, you are recognized for your interpersonal and communication skills.

Finally, your ability to manage cross-functional projects and your versatility enable you to work with a wide range of contacts (credit risk, market risk, etc.).

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