Consultant Risk de Crédit - RWA / Quantitatif - H/F/X
Core
Consultant specializing in Credit Risk and Risk-Weighted Assets (RWA) optimization, simulation, and regulatory impact analysis for financial institutions.
Role type
Senior IC quantitative risk consultant
Builds
RWA simulation models, regulatory impact analyses, and budget trajectory reports
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit Risk modeling, RWA calculation, Regulatory impact analysis, SAS, SQL, Data analysis, Quantitative simulation
Preferred skills
Advanced mathematical modeling, Stakeholder management, Complex problem solving
Technologies
SAS, SQL
Responsibilities
Analyze RWA simulation scope and track reduction trajectories, Re-simulate RWA reductions to measure impacts, Evaluate regulatory changes' impact on RWA, Maintain and evolve the RWA simulator, Collaborate with Risk, Finance, and Regulatory teams, Present quantitative analyses to stakeholders