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Credit Risk

Employer
Clear Edge Consulting
Location
Luxembourg (LU)
Salary
€100,000 - 125,000
Closing date
28 Sep 2019

Job Details

One of the largest Banks in Luxembourg is looking to add to their Risk Control team.

Objective

Strengthen the Bank’s Credit Risk Control team on the following topics:

● Development and maintenance of IFRS 9 and pillar II Credit risk models

● Design and implementation of Credit risk stress testing

● Definition of a framework to assess credit risk concentration risks Assignments

● Review and enhance the Banks’s IFRS 9 and pillar 2 credit risk models

● Design and Implementation of internal stress testing scenarios ● Implementation of regulatory stress tests (EBA stress test)

● Global credit risk assessment via dedicated reports and metrics

● Analysis and implementation of new regulatory requirements (e.g. Definition of default)

● Development of methodologies to define and/or challenge credit risk limits

Requirements

● University degree in mathematics /statistics or finance ● Banking experience of at least 20 years

● Good knowledge of credit risk modelling techniques and regulatory requirements

● Highly developed analytical skills and capacity for synthesis

● Team-player, with a high degree of autonomy in the performance of assigned tasks

● In-depth knowledge of quantitative / statistical techniques used in credit risk modelling and stress testing

● Knowledge of data management software and techniques (e.g. SQL or SAS)

● Fluent in English (French being an advantage), both in speech and writing

Company

Clear Edge is a dynamic new search and selection consultancy. Placing long-term relationships before short-term remuneration, our international experience, skills and contacts put clients and candidates first. Funded by Recruitment Specialist Gary Laurence’s Private Equity firm (Krypton Capital), the company’s Partnership model drives exceptional service levels and swift, decisive outcomes.


With both search and contingency remits, Clear Edge unites high calibre, optimally-matched candidates with dynamic, quality-conscious employers. Our expertise includes all areas of Corporate Governance as well as Accounting and Tax.


Permanent and contract placements. International clients. Native-speaking consultants. Clear Edge has the resources, acumen and ethos to put professionals first.

Company info
Telephone
0207 947 9553
Location
70 St Mary Axe
London
EC3A 8BE
GB

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