Credit Risk Manager IRB (PD / LGD)
- Zaventem, Flemish Region, Belgium
- Permanent, Full time
- 20 Sep 17
Credit Risk Manager IRB (PD / LGD) - (170000GK)
Deloitte is a world leading professional services firm, providing accounting and auditing services, management consulting and legal and tax advice. In Belgium we are the largest professional service provider. Our offices offer services to multi-national and large organisations, public institutions and innumerable small, fast-growing companies. Thanks to a strong regional presence and our multi-disciplinary approach, we are ideally placed to meet the requirements of a wide range of public institutions and small and large companies.
Our Risk Advisory practice is a global leader in helping clients manage risk and uncertainty from the boardroom to the network. We provide a broad array of services that allow our clients around the world to better measure, manage and control risk to enhance the reliability of systems and processes throughout their organization.
You will be part of a dynamic team that draws together specialist knowledge and Financial Services Industry experience. Our professionals are focusing on actuarial & insurance advisory work, financial risk management, regulatory compliance and implementation of new financial sector regulation. This includes topics such as Basel III, Solvency II and IFRS9 implementation work, actuarial services, model development and validation, corporate and internal governance, compliance organization and monitoring, optimization of the risk function and internal audit.
With a strong understanding of the challenges our clients face, you will:
- Contribute to business development in the domain of financial risk advisory, both nationally and internationally, such as for the upcoming IFRS9;
- Design, implement, review and audit credit risk models;
- Advise on capital and accounting standards;
- Do both advisory assignments for our clients and actively contribute to audits on our audit mandate clients;
- Participate in the career and performance development of the Deloitte practice by serving as a career counselor, training consultants and providing timely and specific performance feedback;
- Be trained and coached in order to develop your knowledge and skills, management and business development capabilities.
- You have a Master degree in Economics, Finance, Engineering or a related field;
- You have at least 6 years of relevant experience;
- You have a thorough understanding of Credit Risk Models (PD, LGD, EAD) in the context of capital, accounting and modelling;
- You have experience with topics such as Basel II(I), IFRS9, AQR, and stress testing;
- You have experience in model development or model validation for a broad range of loan products and sectors;
- Your are open, creative, enthusiastic and your flexible attitude makes you a great team player;
- A good understanding of and a keen interest in the regulatory and accounting context within which insurance companies operate;
- Your approach is client and result oriented and you have excellent social, communication and presentation skills;
- Next to English, you are fluent in Dutch and/or French.
- The occasion to work with a team of other Financial Services Industry consultants (risk measurement experts, risk modelling consultants, actuaries, business process experts, regulatory consultants, …) on large-scale projects;
- A challenging, innovating environment with a good team spirit where personal development and growth are encouraged;
- A people focused culture of continuous learning and coaching;
- An attractive and competitive salary package with fringe benefits;
- Real career opportunities.