Credit Risk Control Consultant – Stress Testing

Location:
Luxembourg Are you ready to take your career to the next level? Do you thrive in environments that challenge and inspire you? Would you like to grow within a team that values both excellence and enjoyment at work? Taleo Consulting is an international management consulting group with offices in France, Luxembourg, Belgium, The Netherlands, Switzerland, Spain, Singapore, Portugal, and Italy. We’ve grown into a team of 450+ talented professionals across 10 offices worldwide, partnering with leading organizations in Financial, Life Sciences, Retail, and Energy
- Sectors, to drive transformation and deliver lasting impact. At Taleo, you’ll find more than just a job. You’ll join a community of ambitious consultants who share a passion for growth, innovation, and teamwork. Together, we create an environment where you can develop your skills, take on new challenges, and truly make a difference. What Will You Do? At Taleo Consulting, we believe that our growth starts with our people. When our consultants thrive, so do our clients. Motivated, curious, and passionate professionals make a real impact, not only on their own careers but also on the success of the organizations they support. We’re looking for individuals who embody our values and help us foster strong, trust-based relationships with both our clients and our teams across the globe. Our success is built on the talent, collaboration, and commitment of our people and we’re now looking for a Credit Risk Control Consultant – Stress Testing to join our journey.
• Perform and execute second-line controls on provisions.
• Produce reporting on credit risk indicators.
• Perform and execute second-line controls on the ICAAP (ECL and credit RWA projections).
• Participate in the 2027 Stress Test, particularly on functional controls and data quality assurance.
• Run the WebFOCUS and Python programs required to produce controls and reporting.
• Update procedures and work instructions related to the activities in scope.
• Propose process improvements across all activities covered. How do we imagine our future Credit Risk Control Consultant – Stress Testing ?
• Strong knowledge of credit risk and the related regulatory framework (IFRS 9, CRR, EBA guidelines, Pillar 2), mandatory.
• Proven experience with Stress Test exercises (global solvency) in the credit risk domain, mandatory.
• Experience with second-line controls, ideally on provisions and ICAAP (ECL, credit RWA).
• Good data processing skills, notably using the Python packages Pandas and Polars.
• Ability to run WebFOCUS and Python programs; functional knowledge is prioritised, and coding skills are not required.
• Comfortable drafting procedures and work instructions.
• Rigorous and analytical, with a proactive approach to process improvement.
• Able to integrate quickly into an existing team and work autonomously. We hire great people and give them the playing field to become awesome Rather than a diploma or extensive experience, it’s your state of mind that will allow you to reach your potential and meet the target with Taleo Why should you join us? You will be part of a talented and dynamic team You will be able to benefit from career advancement and have the possibility to develop international and long-lasting work relationships. If these words resonate with you and you identify with this description, send us your CV We will be delighted to meet you.