Job title: Associate – Commercial Banking Risk Management Projects and Basel 2 Data Quality
Company: Crédit Agricole
Job description: Associate – Commercial Banking Risk Management Projects and Basel 2 Data Quality
Vacancy details
General information
Entity About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)
Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2021). Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and Africa support the Bank’s clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital markets activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.
For more information, please visit www.ca-cib.com
Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/
Reference 2022-69954
Publication date 21/06/2022
Job description
Business type
Types of Jobs – Risk Management / Control
Job title
Associate – Commercial Banking Risk Management Projects and Basel 2 Data Quality
Contract type
Permanent Contract
Job summary
Summary:
Responsibilities
– Responsible for the data quality of key parameters to ensure accurate RWA computation (Rating, PD, LGD, Maturity)
– Management of Commitment of Commitment and refinancing transactions structures and parameters to ensure
appropriate RWA computation
– Full calculation of RWA for certain transactions which structure cannot be managed downstream by the RWA engine
– Reconciliation of transactions:
(1) Between Local transactional Database (ICTD) and central transactional database (SDP)
(2) Between local Accounting and Risk data
– Responsible of various Reporting Requirements under the Enhanced Prudential Standard for any US Covered Entity,
more specifically production of multiple analysis related to Credit Risk for the US Risk Committee.
– Involvement in all Projects that impact the flow of information to the HO Risk System (BO system upgrades,
enhancements, enhancing the data quality of information to HO, new activities, etc) to ensure they flow into all Risk
systems correctly, including all specifications and UAT’s
– Responsible for Reporting on counterparties with Overdue Rating (Rating review has not been reviewed
1yr)
– Responsible for capturing all Defaulted Loans’ Recovery and Write Off details/ Cash flows in the historical database used
to calibrate and Back test of parameters used in regulatory RWA computation.
Position location
Geographical area
America, United States Of America
City
NEW YORK
Candidate criteria
Minimal education level
Bachelor Degree / BSc Degree or equivalent
Academic qualification / Speciality
Essential
– College degree BA/BS
Desirable
– In finance/business preferred
Level of minimal experience
3-5 years
Experience
3-5 years commercial banking experience in risk department or middle office
Required skills
Detailed Oriented and articulate
Excellent Analytical Skills
Ability to work independently
Involvement in Projects – specifications and UAT’s
Resourceful in identifying, following up and resolving issues
Excellent skills in Power Point, Excel and Access Databases
Comfortable with implementing equations in Excel.
Good understanding of Credit Risk concepts and related capital charge computation
Expected salary:
Location: New York City, NY
Job date: Thu, 23 Jun 2022 03:19:28 GMT
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