Freelance Credit & Counterparty Risk Expert Bardi

Freelance Credit & Counterparty Risk Expert
Bardi
Emilia Romagna, Bardi

Freelance Credit Risk & Counterparty Risk Expert. For an exciting project working with an international regulator, we are currently looking for several Freelance Credit Risk & Counterparty Risk Experts based in Northern Italy. We are looking for both Manager & Senior Manager level contractors who are available for a new project full-time at the end of April. If you fit the below requirements, please reach out with your updated CV as soon as possible. Project Overview: Review of financial institution's Credit Risk and Counterparty Risk by the means of: Loan Tape, Inventory Tape and Recovery Rate data validation Performing Credit File Review of SME debtors Reviewing IFRS 9 provision based on bank data evidence, specifically PD, LGD, EAD and Significant Increase of Credit Risk criteria. Challenging the IFRS9 impairment approach as necessary, via collateral estimation of collateral haircuts, development of loss curves, PDs, SICR thresholds among others. Using a variety of inspection techniques such as observation, information verification and analysis, targeted interviews, walk-through testing, sampling and validation of data against IT source systems. Required Experience: Proven experience in working with modelling databases form IFRS9 and IRB purposes. Modelling techniques for PD/LGD/SICR and collateral haircuts in the context of IFRS9 impairment models. Data reconciliation with IT source systems. Additional: On site presence in Italy is a hard requirement The project duration is 4 months initially Italian speaking is a plus, but not a hard requirement Looking forward to your applications via email Regards, The Hamlyn Williams Contract Team