Go back to your selection

Featured Ad


Credit Risk Consultant / CVA - Credit Value Adjustment

50K €
/ 75K €
Sur site
Job description

As part of the development of its competence center dedicated to credit risk, our firm seeks to recruit an expert consultant on CVA (Credit Value Adjuste) topics in order to support our clients in their regulatory compliance projects. You will have the opportunity to intervene within an expert firm that will allow you to progress and intervene in the context of projects taking place within risk departments.

Examples of credit risk / CVA projects:
You will intervene in the context of varied and rewarding missions that combine business expertise and consulting (non-exhaustive list):

  • Implement the new CVA/DVA measure
  • Simulate and enhance the CVA for new restructuring deals
  • Provide support to the FO and structuring teams on the price of counterparty risk taking into account: regulatory developments (Basel III), bilateral agreement risks, client risk profiles
  • Perform sensitivity analyses and monitor sensitive exposures
Profile sought

You are a graduate of an engineering school or a 3rd university cycle specialized in finance.

You have at least 5 years’ experience on topics related to credit risk acquired in a consulting firm or banking institution (organization, inspection, risk management, ALM). Ideally you are certified to the Lean Six Sigma methodology (Green belt at least).

Autonomous, you are recognized for your interpersonal and communication skills.

Finally, your ability to manage cross-functional projects and your versatility allow you to intervene with various interlocutors (credit risk, market risk, etc.).

    Maximum 8 files accepted: PDF, DOC, JPEG, 2MB max per file.