Job Description
Refine Credit Loss Provisions and Manage Emerging Risks
We are seeking a seasoned Financial Risk Manager to join our team. This role involves optimizing banks' expected credit losses, developing loan-loss provisions (PD/LGD modeling), and mitigating emerging risks such as climate change impacts on banks' portfolios.
You will also be responsible for assessing fluctuations in interest rates on banks' balance sheets, specifically IRRBB & CSRBB.
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Required Skills and Qualifications
To succeed in this role, you must have at least 5 years of experience in Financial Risk Management, either in the industry or in a management consulting firm. A Master's degree in Economics, Finance, Actuary, Business Management, or a relevant business field is required.
You should possess knowledge of bank accounting (IFRS 9) and prudential regulations (CRR / CRD, BRRD, SREP, etc.). Additionally, you need to have strong quantitative skills and proficiency with VBA, R, Python, and/or SAS.
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Benefits
We offer extensive training opportunities, including FRM and CFA certifications. Our company encourages career growth and provides the necessary tools and guidance to achieve subject matter expertise and management capabilities.
You will work alongside peers who share your passion for technology and innovation, and collaborate on projects with leading brands.