Senior Risk Consultant

il y a 4 semaines


Paris, Île-de-France Capteo Temps plein

Capteo is seeking experienced Senior Consultants/Managers with a strong background in Credit Risk and a proactive mindset to enhance the development of its Risk division.

Key Responsibilities:

  • Design and assess credit models (including rating, granting, pricing, IRBA models, and portfolio models)
  • Perform thorough evaluations of credit risk provisioning frameworks
  • Incorporate advanced data analysis tools such as Business Intelligence or Machine Learning to refine statistical modeling processes
  • Analyze commercial credit portfolios and assess risk costs
  • Support the establishment and execution of stress-testing methodologies
  • Apply Basel II / III standards or other regulatory reforms
  • Examine risk management systems
  • Enhance credit engagement and pricing strategies in relation to Asset Liability Management (ALM)

Additionally, you will contribute to the advancement of the Risk practice by:

  • Engaging in ongoing regulatory and technological surveillance
  • Leading research initiatives and publications
  • Structuring and advocating commercial proposals
  • Responding to requests for proposals
  • Providing training (both internal and external)
  • Assessing candidates

Candidate Profile:

You hold a degree from a prestigious business school, engineering institution, or a finance postgraduate program.

You possess a minimum of 3 years of professional experience in auditing/consulting or within a financial organization, where you have cultivated robust credit risk expertise (including BALE II, III, Probability of Default (PD), Loss Given Default (LGD), Credit Conversion Factor (CCF), IFRS 9 phase 2, statistical provisioning, and New Default definition), as well as Prudential Solvency reporting (COREP, Large Risks, International Commitments, etc.).

Your skill set includes Project Management or Organizational abilities along with a keen sensitivity to data (Data Quality, Business Intelligence Tools, Machine Learning, Robotic Process Automation, VBA/Excel, Access, SQL, Moody's Analytics, etc.).

You are fluent in English.

Ultimately, you embody an entrepreneurial mindset and possess a strong desire to further develop your commercial and managerial capabilities.


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