Description
Manager/Principle Consultant/Risk/Finance/Basel/IFRS/Stress Testing
My client, a large financial institution, is currently looking for a Senior Manager/Principle Consultant to strengthen their Risk and Banking team. This team focuses on providing their clients with the best solutions around credit capital. They are looking for somebody with in depth experience around Basel 2/3 credit internal model applications in line with the EU regulators.
The responsibilities of the Senior Manager/Principle Consultant are: -
- Providing technical guidance and interpretation of risk regulation relating to Basel 3 ( CRD IV, CRR, EMIR)
- Impact analysis, interpretation, and preparation of regulatory requirements on RWA, Credit Risk Management, and IFRS 9
- Review and analyse credit risk frameworks; risk methodology, processes, system implementations, and controls
- Ability to understand parameters/drivers of underlying RWA/Credit Risk models and IFRS 9 processes
- Lead reviews of stress testing methodologies
- Basel 3 implementation including input into solution design, risk management & regulations, and project management ensuring successful delivery
- Manage several projects implementing small and large scale complex projects within credit risk
- Develop and manage client relationships portfolios across the financial services industry to support business growth
To be considered for this Senior Manager/Principle Consultant position you must have:
- 2:1, Masters or PhD degree
- Have detailed understanding of Capital, financial risk and relevant control techniques, both practical as in theory
- Experience stress testing with a good understanding of traded market and a good understanding of credit risk exposure measurements (VaR, CVA, PFE, EPE).
- Experience providing considered views and impact analyses of current/emerging regulations on operations of financial institutions
- Experience providing examples of how the industry is implementing the relevant regulatory requirements and create awareness of the key challenges
- Proven experience of working in a Risk Management role, a Change role, or as Management Consultant
- Strong IT skills and/or experience with risk packages is highly advantageous