Expert Revue Réglementaire Risque de Crédit - CDI - 80/90K - PARIS
Core
Independent consultant validating credit risk models and regulatory non-regression for a major French bank's transformation, ensuring compliance with BCE requirements.
Role type
Senior independent consultant (credit risk model validation)
Builds
Regulatory compliance reports and model validation evidence for bank governance and BCE notifications
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
client delivery
Required skills
Independent model review (IRB), regulatory texts (CRR, BCE expectations), model change policy, materiality assessment, credit risk chain (ratings, exposure classes, RWA), UAT, non-regression testing
Preferred skills
TRIM/IMI missions, internal control, general inspection
Technologies
CRR, BCE guidelines, Model Change Policy, Regulation (EU) No 529/2014
Responsibilities
Participate in business acceptance and UAT for modeling and stress testing teams; Conduct regulatory non-regression tests comparing pre- and post-transformation risk processes and tools; Identify gaps impacting ratings, exposure classes, or RWA; Review central risk team test results; Review evidence dossiers for governance instances; Assess materiality of changes against model change policy and delegated regulation; Write the regulatory non-regression review report for BCE notification
Seniority
Senior, hands-on IC
