Freelance Credit & Counterparty Risk Expert Milano

Freelance Credit & Counterparty Risk Expert
Milano
Lombardia, Milano

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 validationPerforming

Credit File Review

of SME debtorsReviewing

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 requirementThe project duration is 4 months initiallyItalian speaking is a plus, but not a hard requirement

Looking forward to your applications via email!

Regards, The Hamlyn Williams Contract Team