Senior Financial Risk Officer

The Risk Management department is looking for an experienced colleague to monitor (retail) credit risks, stress test capital, validate credit risk models within the IFRS9 ECL framework and further integrate ESG risk factors into credit risk management. You will join a team responsible for 2nd line monitoring of all the bank's financial risks, where you will focus on credit risk, but where contributions to monitoring liquidity and interest rate risks are also welcome. You will report directly to the CRO and supervise a junior member of staff.

Description

  • Manage periodic internal credit risk reporting, including quality assurance and further development, and perform ad hoc analysis through independent database exploitation;
  • Manage the preparation and control of regulatory reporting on credit risk, and provide expert support for the implementation of prudential reporting (including the CRR3 standard approach for credit risk);
  • Design, implement and report stress tests on credit risk and capital, for the business plan (regulatory capital), ICAAP (economic capital), Recovery Plan and ad hoc needs; you are also responsible for the development of stress test tools (end user computing);
  • Periodic validation and monitoring of the implementation of recommendations concerning ECL provisions (including rating models, PD and LGD);
  • You collaborate with the Credit (1st line credit risk manager) and Finance departments (database manager, production of recurring reports, owner of ECL models);
  • Prepare and present reports to senior management via the Credit Review Committee where 1st line managers and Risk Management discuss credit risks and their management with senior management and make adjustments if necessary;
  • Strong focus on continuous integration of ESG risk factors into the credit risk management framework: identification and quantification of ESG risk factors, implementation of data enrichment (among others PEB data), expert support on ESG regulations (CSRD, EUT, CRR3-ESG) and raising awareness/initiating/monitoring the implementation of these regulatory requirements in the credit area;
  • You use your experience to guide a junior member of staff.

Your profile

  • You have a university degree and, as a senior expert, 5 to 10 years' practical experience in a credit institution in the field of (retail) credit risk and capital analysis, stress testing and reporting;
  • You have in-depth knowledge of the (forthcoming) regulatory framework for (retail) credit risk and the associated (standardized) capital requirements and ESG dimension (CRR3, CSRD, EUT);
  • You are analytically and quantitatively oriented, with a thorough knowledge of Excel, and programming languages for database operations (e.g. R, Python, PowerBI, SQL).
  • You are familiar with (validation of) credit risk modeling (mortgage and investment loans) and the IFRS9 ECL framework;
  • You are creative and results-oriented, with a view to the qualitative implementation of new internal and regulatory requirements in terms of credit risk management, ESG and capital stress tests;
  • You can quickly convert the results of your analyses and conclusions into an accessible summary and communicate them fluently, both orally and in writing;
  • You are fluent in at least 1 national language and English, both written and spoken.

Offer

  • An attractive salary package based on your experience and results;
  • Attractive fringe benefits such as hospitalization insurance, group insurance, meal vouchers, eco-vouchers and a company car;
  • A Flex Income Plan where you can convert your year-end bonus into additional benefits (electric bike, multimedia, etc.);
  • An open, flat structure within which you can develop flexibly and autonomously;
  • A professional and stimulating work environment in which your ideas are always welcome.

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