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