Minimum of 6-9 years of banking experience or in FRM consulting services for financial institutions or relevant roles in industry
Expertise on Basel 2/3 and Basel implementation projects
Experience with advanced approaches (Market, Operational and Credit) Basel 2/3 accreditation
Expertise in credit and counterparty risk modelling (PD, LGD, EAD, CVA)
Strong technology and model building skills: Expertise in Excel, ability to implement programs in VBA or SQL from ground up, knowledge of database skills (MS SQL) a plus
Excellent verbal and written communication skills in English (French speaking is a plus)
Must be a Credit Risk expert with BASEL III Implementation experience.