Support project managers in developing and implementing rating, LGD, EAD, stress-testing, and credit value-at-risk portfolio models. Contribute to consulting projects for medium and large financial intermediaries within Enterprise Risk Management teams.
Analyze financial intermediaries’ risk positions and support financial projections, business-performance monitoring, and valuation using proprietary tools and risk models. Contribute to risk reporting and manage activities related to ICAAP, recovery plans, and stress testing.