Senior Financial Risk Officer

Responsabilities :

• Keep up to date the Financial Risk Management Framework (Policies and Procedures for credit, market, and liquidity risks)
• Lead the implementation of new regulations (i.e. CRD VI, CRR III) and CSSF circulars, working together with the Deputy CRO, CRO and external advisors when required
• Lead the yearly Model Risk methodology review, assessing existing models for Operational / Non-Operational Deposits for LCR purposes, CVA and stress testing (credit, liquidity -incl. reverse / back testing- operational stress testing, IRRBB and CSRBB), assisted by the CRO and external advisors
• Prepare applications for the approval of credit, market and settlement risk limits. Review the system set-up and monitor the proper use of approved limits
• Produce the yearly Business Recovery Plan (BRP) Internal Capital and Liquidity Adequacy Assessment (ICLAAP), Pillar III disclosures and Risk Management Report
• Draft materials, decks and presentations for the monthly Credit & ALM Committee, drafting of minutes and getting committee member’s approvals
• Together with his / her colleagues, monitor quantitative regulatory ratios (capital adequacy, LCR, NSFR, Leverage, MREL, Large Exposures), escalating breaches and ensuring compliance with the Risk Appetite Statement
• Assist his / her supervisor on replying CSSF requests and BCL / ECB supervisory reviews
• Act as a back-up of her / his team members involved in Financial Risks monitoring

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