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Head of financial risk

Bruxelles
Robert Walters
Publiée le 2 novembre
Description de l'offre

PAn exceptional role for a seasoned risk leader seeking to shape the future of balance sheet management. As strongHead of Financial Risk /strong, 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. /p br / br /pstrongYour responsibilities as a Head of Financial Risk : /strong /pulliLead the 2nd LoD framework for IRRBB and ALM risk, ensuring robust policies, limits and monitoring across behavioural and modelling risks /liliProvide independent challenge to ALM and Treasury strategies, funding plans, budgets, product pricing (FTP), hedging decisions, and balance sheet optimisation actions /liliEnsure 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 /liliLead IRRBB and liquidity stress testing frameworks, ensuring severe but plausible scenario coverage, clear management actions and feasibility assessments, and integration with the Bank#39;s Liquidity Contingency Plan /liliLead the development of Liquidity Risk and IRRBB risk appetite limits /liliDrive ICAAP and ILAAP contributions covering IRRBB, liquidity and funding risk /liliOversee model validation findings and drive remediation /liliAct as the primary contact with the ECB/NBB for IRRBB and Liquidity risk topics, inspections, and follow-ups /liliOversee 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 /li /ul br /pstrongAbout you : /strong /pulliYou have a minimum of 10-15 years of experience in ALM, Treasury, IRRBB, or Liquidity Risk, ideally within a regulated banking environment /liliExperience in the Belgian regulated environment is required /liliYou combine a strong quantitative background with deep knowledge of IRRBB, liquidity, behavioral modelling and optionality, and balance sheet dynamics /liliYou are familiar with ECB/NBB frameworks and comfortable engaging with regulators /liliYou can challenge senior stakeholders and communicate effectively at board level /liliYou are fluent in English; French or Dutch is an advantage /liliYou hold a master#39;s degree, possibly complemented by FRM, CFA, or PRM certification /li /ul br /pstrongThe offer : /strong /pulliA key leadership position influencing strategic balance sheet and liquidity risk management /liliHigh visibility with senior management and regulators /liliCompetitive compensation and a stimulating environment fostering expertise and autonomy /li /ul pThis is a chance to make a real impact as strongHead of Financial Risk /strong in Brussels. A pivotal role driving excellence in ALM and risk oversight across the banking landscape. /p br / Balance Sheet, ICAAP, Financial Risk, Bank, PRM, Sensitivity, Liquidation, Frameworks, Strategies, Product Pricing, Treasury, Validation, Budget, Findings, Testing framework, Inspection, Hedge Accountancy, Monitoring, NSFR, FRM, Policy, Board Level, Emergency Planning, Financing, Liquidity Risk, IRRBB, CFA, Optimization, Management, Lead development, Senior Stakeholders, Stress Testing, Communication, Risk Appetite, Methodology, Diversification, Remediation, Microsoft Dynamics, FTP, Behavioral modeling, Act with integrity, Banking, Implementation

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