Credit risk / Basel 3 reporting production assistance

Duration: 6 months | Start: 10/2022 | Location: Paris La Défense | TJM: €500-€800

DESCRIPTION OF THE MISSION:

We are looking for an experienced/senior consultant, expert in the production of Credit Risk / Basel 3 reporting, to work with one of our Bank clients based in Paris-La-Défense.

Within the Credit Risk Reporting team, the consultant will participate in the Basel3 closing process, consisting in particular of the production of regulatory reporting and other analyzes on the “Risk Weighted Assets” (RWA) and credit risk exposures of the Risk for Risk department. the whole group.

Roles & expected deliverables:

1. Produce or participate in the production of internal or regulatory reporting for the group, by carrying out the relevant controls necessary for the validation of quarterly RWAs within the schedule defined for each decree.
2. Actively participate in the work of the decrees: monitor the evolution of the portfolio and the quality of monthly and quarterly data reports, identify problems, resolve them or ensure their resolution, report appropriate data quality indicators.
3. Participate in the work of reconciling assets between risks and accounting in the approval process.
4. Respond to requests for controls and traceability of the processes concerned and write or update operational procedures.
5. Produce analyzes or simulations with rigor and great efficiency at the request of management.
6. Monitor regulatory developments and participate in their implementation either via local solutions or via robust solutions in the systems.
7. Participate in the definition of new reporting needs and the recipe for these developments as part of a formalized project management process.
8. Maintain strong communication and cooperation with all stakeholders (Risk Management teams, other sectors, IT, at headquarters and in the subsidiaries) to anticipate needs and share a common vision of the action plans necessary to achieve the tasks of producing reports or analyses. He is therefore required to work with a wide range of collaborators (IT department, Risk teams, Finance, market/credit BO, etc.). The diversity of data reported to be analyzed allows it to have a transversal view of the different activities linked to credit risk.

Required profile :

• Confirmed / senior consultant (4 to 10 years of experience)
• Significant experience in Credit Risk
• Good knowledge of regulatory reporting (COREP, LE, LR)
• Good knowledge of Basel 3 regulatory requirements
• Good understanding of accounting principles and good knowledge of structured products and transactions
• Understanding market risks
• Good command of office tools (Excel, VBA, ACCESS), Business Object and database management (mastery of SQL)

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