OverviewAn exceptional role for a seasoned risk leader seeking to shape the future of balance sheet management. As Head of Financial Risk, you will oversee the integrity of IRRBB, liquidity and funding risk frameworks, providing strategic challenge and insight at the highest levels of decision-making. Operating from Brussels, this position offers both influence and impact within a dynamic regulatory and business landscape.
Your responsibilities
Lead the 2nd LoD framework for IRRBB and ALM risk, ensuring robust policies, limits and monitoring across behavioural and modelling risks
Provide independent challenge to ALM and Treasury strategies, funding plans, budgets, product pricing (FTP), hedging decisions, and balance sheet optimisation actions
Ensure sound methodologies for IRRBB measurement (EVE, NII sensitivity, optionalities, CSRBB); liquidity measurement and modelling (behavioural NMDs, LCR, NSFR, survival horizon, funding stability and diversification), and assess integrity of assumptions
Lead IRRBB and liquidity stress testing frameworks, ensuring severe but plausible scenario coverage, clear management actions and feasibility assessments, and integration with the Bank's Liquidity Contingency Plan
Lead the development of Liquidity Risk and IRRBB risk appetite limits
Drive ICAAP and ILAAP contributions covering IRRBB, liquidity and funding risk
Oversee model validation findings and drive remediation
Act as the primary contact with the ECB/NBB for IRRBB and Liquidity risk topics, inspections, and follow-ups
Oversee compliance with regulations (e.g. IRRBB, CSRBB, SOT, LCR, NSFR) and standards whilst ensuring implementation of EBA IRRBB guidelines, CSRBB requirements and EU banking package changes
About you
You have a minimum of 10–15 years of experience in ALM, Treasury, IRRBB, or Liquidity Risk, ideally within a regulated banking environment
Experience in the Belgian regulated environment is required
You combine a strong quantitative background with deep knowledge of IRRBB, liquidity, behavioral modelling and optionality, and balance sheet dynamics
You are familiar with ECB/NBB frameworks and comfortable engaging with regulators
You can challenge senior stakeholders and communicate effectively at board level
You are fluent in English; French or Dutch is an advantage
You hold a master's degree, possibly complemented by FRM, CFA, or PRM certification
The offer
A key leadership position influencing strategic balance sheet and liquidity risk management
High visibility with senior management and regulators
Competitive compensation and a stimulating environment fostering expertise and autonomy
This is a chance to make a real impact as Head of Financial Risk in Brussels. A pivotal role driving excellence in ALM and risk oversight across the banking landscape.
Robert Walters Belgium is acting as an Employment Agency in relation to this vacancy.
About the jobContract Type: Permanent
Workplace Type: Hybrid
Experience Level: Mid Management
Location: Brussels
Specialism: Banking & Financial Services
Focus: Risk & Compliance
Industry: Banking
Salary: Negotiable
Job Reference: V3G5WR-46C8119B
Date posted: 5 January 2026
Consultant: Stephen Fournier
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