Details.
VNCA recruits an expert consultant to work independently and alongside a Manager or Partner within the Credit Risk departments of major banking and insurance groups. Responsibilities may include operational and managerial support or project management involving credit risk modelling under IFRS 9 and Basel 3, RWA calculation or optimisation, and implementation of regulations. Candidates should have a Master's level education, ideally in Finance or Risk Management, at least 3 years of experience in credit risk management within a consulting firm or financial institution, knowledge of current banking or insurance regulations, banking and insurance activities, products and processes, strong analytical skills, and experience using or configuring queries in tools such as SAS or Python. Adaptability, interpersonal skills, availability and commitment are also required.