Beschreibung
München und REMOTE: AUTOMATISIERUNG im RISK Umfeld POS211001 Kreditrisiko BankingEinsatzort: München REMOTE
Position: AUTOMATISIERUNG im RISK Umfeld
Gesucht wird eine Unterstützung im Bereich Automatisierung des Kreditrisikos, mit folgenden Eckdaten:
Volumen: 80 Pojekttage
Zeitraum: –
Einsatzort: München und remote
Skill-Level: Consultant, Senior Consultant, Lead Consultant (W/M/D)
Support for Automatization of Risk KRIs
Project scope and targets:
Aim of the present request is to support the structure in automatization of planning regarding NPE dynamics
and Risk KRIs
Planning Process requires on almost monthly basis KRIs, e.g.
• Generic Loan Loss Provisions
• Specific Loan Loss Provisions
• Expected Loss Performing Loans
• Expected Loss Non-Performing Loans
• Non-Performing Loans exposure
The current solution is calculated in Excel and needs significant manual intervention.
Requested Professional Services:
• Expected skills: senior consultant, potentially supported by a junior
• Soft skills: Analytical in a complex environment
• ARAMIS database, Credit Risk Calculation Engine: method and result table
Requested deliveries and activities:
Planning Process automatization should support the regular tasks:
• Establishment of an integrated process with a workflow (tool) and automated calculations
• Implementation of a calculation engine which can run simulations from deviating starting points Performance
Duration