If you have an highly skilled background in Risk Management, this job offer could be interesting for you!
Responsibilities
- Develop and implement credit risk policies, procedures, and guidelines in accordance with regulatory requirements, risk policy and best practices
- Develop and maintenance internal model for delinquencies and expected credit losses estimating PD, LGD ( e.g impairment model for personal loan portfolio)
- Conduct analysis using market risk parameters (e.g VaR, ES, volatility) for collateral underlying lombard loans
- Conduct for credit exposures capital absorption analysis and RWA optimization according to Basel standards and FINMA regulation (nice to have)
- Manage counterpart risk monitoring credit limits, country risk and large exposure
- Monitor and report for credit exposures arise from counterparties derivatives transactions warning, remediation actions etc
- Assess metrices and target in order to monitor ESG risk factors into credit portfolios (e.g mortgages loans)
- Prepare various comprehensive business analytical reports to upper management, Credit risk Committee, Audit & Risk Committee and documentation for the rating agency in te context of annual company credit rating assessment and review
Profile
Bachelor and Master’s degree (3+2) in Finance, Economics, Statistics or Mathematics. P.h.D nice to haveMinimum of 3 years of experience in credit risk management within the financial services industryStrong understanding of credit risk principles, including credit scoring models and Basel regulatory requirementsProficiency in financial analysis and modeling with strong IT skills and advanced programming Knowledge (Phyton, R, SQL)Excellent communication and interpersonal skills, with the ability to effectively collaborate with stakeholders at all levelsAbility to work under pressure, set priorities and meet tiny deadlinesProfessional certifications such as FRM, PRM, CFA are a plusBenefits
Solid company frameOpen term contractInteresting career perspectivesContact information
If your profile matches what we are looking for, do not hesitate to submit your personal cv via our web site.
ref. : JN -082024-636746)
About Us
Adecco is the market leader for staffing solutions in Switzerland and worldwide. Every day, our teams in our 50 locations throughout Switzerland ensure the best match between candidates and clients in various professional fields and industries. Adecco Switzerland is part of the Adecco Group, the world’s leading talent advisory and solutions company. We believe in making the future work for everyone, and every day enable more than 3.5 million careers. We skill, develop, and hire talent in 60 countries, enabling organisations to embrace the future of work.