Financial Services Risk Management Consultant (BBBH458056) Lisboa, Portugal
Kelly Services is recruiting a Financial Services Risk Management Consultant, for a prestigious company in the financial sector, located in Lisbon.
Responsabilities:
Providing a well-integrated broad array of risk management services for financial institutions
with a high level of efficiency and quality;
• Supporting financial institutions through the definition of the governance models, policies,
processes and procedures in accordance to local, national and global requirements;
• Assisting in establishing, monitoring, evaluating and interpreting data with a risk management
focus;
• Supporting the implementation of key regulatory requirements and guidelines;
• Developing Probability of Default and Loss Given Default risk rating models for commercial &
corporate borrowers;
• Developing time series Stress Test models to support capital planning initiatives;
• Supporting performance monitoring and model validation;
• Performing data manipulation and analysis using SQL, SAS and other tools and present results
and recommendations to Credit Risk Management;
• Contributing to the analysis of impairment models;
• Participating in regulatory risk assessment exercises and independent reviews of the
applicable prudential framework;
• Identifying risk and/or improvement opportunities;
• Understanding and adhere to the clients’ risk and regulatory standards, policies and controls
in accordance with the clients risk Appetite;
Requirements:
• Academic Degree in Management, Economics, Finance, Statistics, Mathematics or similar fields
• 2-5 years of experience in risk management analysis and projects, mainly in banking sector.
• Knowledge of local and international banking regulations that affect models and rating
systems;
• Relevant experience in development or validation end-to-end statistical models, including
credit IRB, IFRS 9 provisioning and stress testing;
• Knowledge and previous experience of PD / LGD / EAD modelling or validation;
• Knowledge in SAS, SQL, R, VBA and other's;
• Ability to work in multicultural projects and environments;
• Fluent in English;
If you are interested in this offer, please submit your updated CV.