CRR3/Basel IV Functional Consultant

CRR3/Basel IV Functional Consultant

Finalyse Group

Brussels, Belgium

THE ROLE

As a CRR/Basel IV Functional Consultant, you will join our Risk Advisory practice, working on challenging projects for leading financial institutions. You will contribute to the development, validation, deployment and inspection of CRR/Basel RWA calculations for regulatory capital management, and working with different calculation engines in the market, including in-house tools. You will also gain insights into the changes in the Basel regulations for Credit Risk and how it impacts exposure class derivations and regulatory reporting.

RESPONSIBILITIES

• Acting as subject matter expert, business or functional consultant in credit risk, especially in Basel regulations or Europe specific CRR.
• Analysing complex regulatory aspects in the Basel/CRR credit risk regulations and implementing them in existing/new capital calculations.
• Liaising with different business stakeholders and the technical teams
• Enhancing or update risk management policies & procedures.
• Participating to the implementation of various credit risk models, tools or solutions.
• Developing & automating the production of risk & regulatory reporting
• Building and maintaining close relationships with clients.
• Participating in business development initiatives and internal projects.
• Raising and promoting the company’s image in the financial industry through publications in the Regbrief and participation in external conferences and networking events.

REQUIREMENTS

• Master’s degree in econometrics, physics, mathematics, computer sciences or applied economics.
• An advanced degree in finance and/or a certification like FRM or PRM is a distinct advantage.
• At least 3-5 years of experience in the banking sector and good understanding of credit risk regulatory aspects.
• Relevant consulting experience in the financial industry is a plus.
• Affinity with banking products: retail and non-retail.
• Relevant regulatory knowledge (Basel III, BCBS239, CRR/CRD, TRIM, IFRS9.
• Proven experience with complex regulatory topics in Basel/CRR such as CRM allocation, NPE Prudential Backstop calculations, SA-CCR, Securitizations, Large exposure reporting, Leverage Ratio and Capital Adequacy Ratio reporting.
• Familiarity with analytical software such as SAS, R, Python, etc.
• Good communication, writing and presentation skills with the ability to explain sophisticated issues in a simple but professional way.
• Fluency (both verbal and written) and good presentation skills in English.
• French or Dutch language skills.