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Credit Risk & Capitalization Sr Analyst

Credit Risk & Capitalization Sr Analyst

AccentureMexico City, Mexico
Hace 16 días
Descripción del trabajo

Role Mission

Support in the analysis of credit risk models and capital adequacy assessments, providing reliable

inputs to business units and the Risk Committee. This role integrates with strategic areas, ensuring

the delivery of robust analysis that strengthens risk-based decision-making.

Detailed Responsibilities

  • Analyze credit risk models (PD, LGD, EAD), validating outputs and identifying key trends.
  • Review and analyze reserves and provisions under IFRS9 and CNBV frameworks (not

responsible for generation, but for validation and analysis).

  • Support capital adequacy testing (ICAAP, DIESC, ESC-ES), ensuring alignment with regulatory
  • and internal standards.

  • Automate and present capitalization metrics for specialists, management, and committees.
  • Collaborate in the preparation of strategic information for senior management and business
  • stakeholders.

  • Contribute to the documentation of methodologies and ensure consistency with Basel and local
  • regulations.

  • Provide actionable insights to support origination, pricing, and capital allocation strategies.
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    Risk Analyst • Mexico City, Mexico