Senior Risk Management Officer recruitment
Reporting to the Head of Capital Adequacy and Risk Reporting Unit, the successful candidate will:
- Continually assess the Bank’s Basel II framework, and propose and implement necessary updates:
- Monitor and interpret recent developments in regulation and best practice and directly contribute to the implementation thereof
- Propose amendments to the Bank’s risk management methods and support the Bank’s chosen approaches
- Review and improve the Bank’s internal credit risk models
- Analyse and advise on Basel II implications of new products
- Coordinate related projects, in conjunction with IT when appropriate
- Compute and review the Bank’s capital adequacy figures, in detail and on a regular basis, and report on the evolution of the solvency ratio
- Perform regular and ad hoc stress tests, capital adequacy projections, concentration analyses, parameter calibration, etc.
- Contribute to the regular assessment of the Bank’s capital adequacy policy and the preparation of Internal Capital Adequacy Assessment Process (ICAAP) reports
- Provide ad hoc analyses and prepare written communications on specific Basel II/credit risk matters to senior management or external bodies
- Participate in the Bank’s efforts to ensure ongoing compliance with its framework of best banking practice in the area of risk management
- Liaise with external and internal auditors and other counterparts, as appropriate
Candidates should be fluent in English with a knowledge of French and ideally have fluency in either Czech, Danish, Dutch, Hangarian or Italian.