My Banking client in Paris is looking for a Credit Risk Manager and a Credit Risk SME for a project to review current IFRS 9 and Credit Risk Standards/Framework. Full Expenses included.
- Analysis of internal models - PD. LGD etc
- Challenge Risk Models
- Modelling methodologies
- Walk-through testing, sampling and validation of data
- Strong knowledge of IFRS 9 principles for credit risk accounting
- Strong assessment of credit risk parameters (PD and LGD estimates) and modelling (validation and back-testing)
- Good knowledge of regulatory and accounting regulation (IFRS) for credit risk
- SAS, Excel
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.