{"id":38272,"date":"2025-04-22T14:54:42","date_gmt":"2025-04-22T12:54:42","guid":{"rendered":"https:\/\/www.spotwork.com\/?p=38272"},"modified":"2025-04-22T14:59:11","modified_gmt":"2025-04-22T12:59:11","slug":"expert-risque-de-credit-specialisation-leasing-automobile-loa-lld","status":"publish","type":"post","link":"https:\/\/www.spotwork.com\/en\/expert-risque-de-credit-specialisation-leasing-automobile-loa-lld\/","title":{"rendered":"Credit Risk Expert \u2013 Specialization in Automobile Leasing (LOA, LLD)"},"content":{"rendered":"
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Credit Risk Expert \u2013 Specialization in Automobile Leasing (LOA, LLD)<\/strong>
Duration: 6 months | Start: ASAP | Location: Paris \/ Remote | Daily rate: According to profile<\/h2>\nAs part of a strategic mission with a major player in the automotive sector, we are looking for a expert in credit risk applied to leasing operations (LOA, LLD, etc.)<\/strong> to support a critical study on the advisability of moving from the standard approach to the IRBA (Internal Ratings-Based Approach) for calculating RWA (Risk-Weighted Assets).\nMission context<\/strong>
The client wishes to assess the feasibility and implications of a change in regulatory methodology (CRR, etc.) for measuring its credit risk exposures in vehicle leasing activities. The mission will focus on:\n
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  • \nAnalysis of regulatory requirements (CRR, EBA Guidelines, etc.)\n<\/li>\n
  • \nAssessment of the work required on data, models, processes, and governance\n<\/li>\n
  • \nCarrying out an estimate of the calculation of RWAs according to the IRBA approach\n<\/li>\n
  • \nIdentification of leasing specificities impacting calculations, such as:\n
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    • \nTaking into account the residual value in the EAD (Exposure at Default)\n<\/li>\n
    • \nManaging early terminations\n<\/li>\n
    • \nTreatment of the variation in the value of financed assets\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\nRoles and responsibilities<\/strong>\n
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      • \nCarry out a regulatory benchmark on the IRBA requirements applicable to leasing\n<\/li>\n
      • \nIdentify gaps between the current situation and IRBA expectations\n<\/li>\n
      • \nPropose a roadmap of the work to be carried out\n<\/li>\n
      • \nEstimate a first level of RWA using the IRBA approach\n<\/li>\n
      • \nFormalize the main responses to the specific issues of leasing\n<\/li>\n
      • \nSupport discussions with risk, finance, and compliance teams\n<\/li>\n<\/ul>\nRequired profile<\/strong>\n
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        • \n5+ years of experience in banking credit risk\n<\/li>\n
        • \nDemonstrated expertise in IRBA approach (retail and\/or corporate)\n<\/li>\n
        • \nSolid knowledge of automotive leasing products (LOA, LLD)\n<\/li>\n
        • \nMastery of CRR, CRD regulatory requirements\n<\/li>\n
        • \nAbility to conduct analyses on processes, data and internal models\n<\/li>\n
        • \nExcellent writing and communication skills\n<\/li>\n<\/ul>\nMission Details<\/strong>
          Location: Paris \/ teleworking possible
          Duration: 6 months
          Start: End of April \/ beginning of May
          Rhythm: Full time
          Freelance\n

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          We look forward to receiving your application and discussing this opportunity with you.<\/p>\n

          _____<\/p>\n

          If you are not available, WIN \u20ac1000<\/strong> by sponsoring a consultant for this mission!<\/strong> *<\/p>\n

          (*) 1000\u20ac excluding tax paid into your professional account in the event of placement of the consultant on this mission | provided that it is not already referenced in our databases.<\/p>\n\t\t\tApply for the offer Sponsor a consultant\t\t\n\t\t\t\t

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            Apply to the ad <\/h2>\n