Job Vacancy Associate – Commercial Banking Risk Management Projects and Basel 2 Data Quality Crédit Agricole


Job title: Associate – Commercial Banking Risk Management Projects and Basel 2 Data Quality

Company: Crédit Agricole

Job description: 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

Knowledge of Commercial Products

Expected salary:

Location: New York City, NY

Job date: Thu, 23 Jun 2022 06:51:47 GMT

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