We are currently recruiting for a Credit Risk Specialist for a company in the banking industry. The role is based on the development and implementation of an internal governance framework for reviewing model performance and regulatory interactions regarding the models.what we offer
- B2B contract for 12 months
- Our team is made up of people from all over the world, so in order for our communication to be fluent, we all speak English on a daily basis.
- Working in a hybrid model
- Flexible work environment
- Becoming part of a dynamic and passionate team
- Coordination and organisation of regular Counterparty Credit Risk (CCR) IMM model related regulatory reporting, including multifunctional internal coordination/interaction.
- Support the management of regulatory notification of CCR IMM model changes and extensions, to the Regulator, in line with relevant requirements.
- Support the implementation of IMM compliant internal model governance framework.
- Arranging, coordinating and support running IMM governance forums’ meetings for the review of model performance, IMM model changes and related regulatory questions
- Engaging with internal stakeholders for the implementation of Regulatory requirements pertaining to internal risk models;
- Coordinate the replies to Regulators’ Information Requests, e.g. prior to regulatory visits and production of replies to their formal feedback letters, as required.
- Relevant working experience in wholesale banking and exposure to derivative products and models; knowledge of basic principles associated with Counterparty Credit risk models would be highly appreciated.
- Working knowledge of regulatory requirements and change, specifically those from Basel and relevant local regulatory authorities.
- Relevant working experience in a bank, consultancy or advisory firm would be considered.
- Governance type of work including Committee and Working Group meetings of experts to review model performance.
- Excellent communication and interpersonal skills necessary to deal with colleagues at all levels across the firm.
- Flexibility to work with colleagues and stakeholders in an international team, operating across different regions and time zones.
- Excellent organizational and project management skills.
- Strong analytical skills and proven ability to solve problems independently.
Employment agency entry number 47
this job offer is intended for people over 18 years of age...