Financial Risk Officer (Capital Management & Stress Testing)
Role Summary:
We are seeking a highly motivated and analytical Financial Risk Officer to join our dynamic Capital Management & Stress Testing (CM&ST) unit. In this key role, you will be at the heart of our risk management framework, contributing directly to the institution's financial stability and strategic planning. You will work on sophisticated models and processes that quantify and project financial risks, ensuring our capital adequacy under various economic scenarios.
This is an excellent opportunity for a quantitative professional looking to make a significant impact within a leading financial institution.
Your Impact & Responsibilities:
Capital Planning & ICAAP: Play a pivotal role in our core capital planning processes, particularly the Internal Capital Adequacy Assessment Process (ICAAP). You will be responsible for the operationalization, calibration, and continuous maintenance of our advanced financial risk quantification and projection models.
Methodology Implementation: Drive the implementation of cutting-edge capital and financial risk methodologies across the organization. You will collaborate with various teams to ensure these frameworks are robust, understood, and effectively integrated into our daily operations and decision-making.
Process Automation & Optimization: Lead initiatives to automate and streamline financial risk quantification workflows. You will leverage your technical skills in Python and SQL to enhance the efficiency, accuracy, and scalability of our risk reporting and analysis.
Who You Are: Your Profile & Qualifications:
Educational Background: A university degree is required, with a strong preference for a Master's degree or PhD in a quantitative discipline such as Quantitative Finance, Mathematics, Physics, Actuarial Science, Data Science, or Engineering.
Professional Experience: A minimum of three (3) years of relevant, hands-on experience in a financial risk management role. Demonstrable experience in capital management, stress testing frameworks, risk modeling, or ICAAP is essential.
Technical Skills:
Professional proficiency in Python for data analysis, modeling, and automation.
Strong command of SQL for complex data querying and manipulation.
Advanced capabilities in Microsoft Excel.
Language Skills: Full professional proficiency in English (both written and spoken) is mandatory. Fluency in another official EU language would be a significant asset.
Key Competencies for Success:
Analytical & Problem-Solving Mindset: You possess a disciplined and structured approach, balanced with the creativity and lateral thinking needed to tackle complex problems and troubleshoot issues effectively.
Execution & Adaptability: You thrive in a fast-paced environment, demonstrating an ability to manage tight deadlines, prioritize tasks efficiently, and react swiftly to new challenges without compromising on quality.
Collaboration & Interpersonal Skills: You are a natural team player with excellent communication skills, capable of building strong working relationships with internal stakeholders and external counterparts.
