Consultant Senior Risques Crédit at MLAdvisory assisting financial institutions in risk management and new system implementations. Collaborating on climate risk integration and supporting regulatory compliance.
Responsibilities
Contribute to the following assignments: Projects related to the Model Risk Management framework: MRM governance, inventory review and decommissioning plans, model tiering, model reviews
Model reviews and methodologies for calculating credit and counterparty risk
Assignments related to integrating climate risk into risk frameworks (stress testing, risk mapping, materiality assessment, monitoring / credit decision indicators)
Implementation and evolution of risk management frameworks and associated methodologies (ICAAP – internal / regulatory / economic capital), Risk Appetite Framework, risk mapping and materiality assessment
Requirements
Master's degree from a top business school, engineering school or university (Bac+5)
At least 4 years' experience in banking risk management
At least 3 years in a consulting firm
Advanced knowledge of credit risk parameters (PD, LGD, EAD/CCF)
Models and calculation standards for credit metrics (RWA, NPL, ECL)
Fluent English
Benefits
Guaranteed flexibility: remote work options that enable geographic mobility while respecting our clients' needs
International opportunities: immediate prospects abroad within a rapidly growing business
High-quality learning: mentorship and close collaboration with diverse senior stakeholders
Meaningful assignments: collaborate with you to select client missions, training plans and internal mobility according to the direction you want for your career
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