Credit Risk Manager

SCOR; Les Ulis; Sur place; EUR 70 000 - 100 000; Plein temps

Résumé du poste

Une entreprise internationale de services financiers recherche un Credit Risk Manager pour superviser les risques de crédit liés aux actifs investis. Vous serez responsable de l'analyse et du reporting concernant la qualité de crédit de divers investissements, tout en travaillant étroitement avec plusieurs parties prenantes. Si vous avez une forte expérience en gestion des risques dans les marchés financiers et une passion pour l'analyse des données, cette opportunité est faite pour vous.

Qualifications

• 5 à 10 ans d'expérience en gestion des risques dans les marchés financiers.
• Capacité à gérer des risques de crédit sur divers types d'actifs.
• Fluent en français et anglais.

Responsabilités

• Identifier les signaux d'alerte précoce de détérioration de la qualité de crédit.
• Participer à la consolidation des calculs de Pertes de Crédit Attendues selon la méthodologie SCOR.
• Contribuer au reporting régulier sur la gestion des risques.

Connaissances

Analytical capabilities

Interpersonal skills

Strong interest in financial markets

Formation

Bac +5 en économie, finance

Outils

MS Office

SQL

Power BI

Description du poste

The Credit Risk Manager is in charge of all topics related to credit risk on SCOR invested assets portfolio with a strong focus on financial risks that may arise in a foreseeable future due to evolution of issuers risk profile or market deterioration. SCOR’s assets are invested worldwide and in a broad range of asset classes. Credit exposures cover mainly fixed income securities, loans and securitized products but can also be linked to off balance sheet exposures. You will help us to better manage the invested assets portfolios by monitoring its creditworthiness as well as proposing actions to mitigate any risk that may arise. You will be involved in the IFRS9 credit risk process and to fostering best practice in Credit Risk Management.

You will work closely with the other team members of the Group Investment Office and with various other stakeholders (asset managers, accountants, IT, Group Risk coverage team, auditors…).

Key duties and responsibilities

Credit Risk and reporting

• Identify early warning signals of deterioration of credit quality (on a sectoral or individual names basis)
• Report on material drivers of credit risk, provide explanations based on robust analysis
• Contribute to regular reporting to top management level on a quarterly basis in connection with Group Risk Management (Risk report, dashboard)
• Produce sectorial and geographical analysis, with specific focus on banks and cyclical exposure (Fixed Income and Loans)
• Ratings monitoring for main exposure and riskiest assets (Loans and Fixed Income)

IFRS9

• Participate to the quarterly landing and closing of Expected Credit Losses calculation based on SCOR methodology using Moody’s Analytics solution (Impairment calc)
• Participate actively to the IFRS9 accounting run
• Ensure the correct application of IFRS9 staging rules of the Group
• Monitor the riskier exposures
• Link with Moody’s Analytics solution teams regarding the model upgrades and updates

Required experience & competencies

Experience :

• 5 to 10 years of successful experience of risk management in financial markets or equivalent
• Ability to manage credit risks on various types of assets
• Expertise in process design and control and strong ability to document processes
• Ability to report clearly on complicated technical or business credit topics to senior management
• Strong analytical capabilities, rigor
• Good interpersonal skills and multicultural awareness and sensitivity
• Ability to build efficient relationships with various stakeholders
• Strong interest in financial markets
• Fluency in french & english (written & spoken)
• MS office (VBA), SQL basic knowledge, Power BI
• Not necessary but a plus : Bloomberg, Moody’s analytics Credit Edge, Impairment Calc

Required Education

• Educated to bachelor’s degree level Experience, bac +5 in economy, finance or equivalent (business school, engineer…)
• Professional certification in Finance would be a plus