Financial Risk Manager Position
We are seeking an experienced Financial Risk Manager to join our team. The ideal candidate will have a strong background in financial risk management, with a focus on governance, risk and finance transformation.
About the Role:
The Financial Risk Manager will be responsible for refining how banks measure their expected credit losses and reporting their loan-loss provisions. They will also tackle emerging risks, assess the impact of fluctuations in interest rates on banks' balance sheets, and perform stress tests to assess capital and liquidity adequacy.
The successful candidate will have at least 5 years of experience in financial risk management, a Master's degree in Economics, Finance or relevant field, and knowledge of bank accounting and prudential regulations.
Key Responsibilities:
* Refine how banks measure their expected credit losses and report their loan-loss provisions (PD/LGD modelling)
* Tackle emerging risks in particular with regards to the impact of climate change on banks' portfolios
* Assess the impact of fluctuations in interest rates on banks' balance sheet (IRRBB & CSRBB)
* Perform stress tests to assess capital and liquidity adequacy as part of ICAAP/ILAA
* Anticipate the impact of upcoming regulatory changes and draw roadmaps to tackle the identified gaps
What We Offer:
As a Financial Risk Manager at our company, you will have the opportunity to work on projects with some of the world's leading brands, develop your skills and expertise, and contribute to the growth and success of our team.
Our company offers a dynamic and supportive work environment, opportunities for career growth and development, and a competitive salary and benefits package.