Lead and further develop the financial risk management framework for the bank, encompassing liquidity risk, interest rate risk in the banking book (IRRBB), market risk, and counterparty credit risk
Job Summary
Lead and further develop the financial risk management framework for the bank, encompassing liquidity risk, interest rate risk in the banking book (IRRBB), market risk, and counterparty credit risk.
Prepare and present high-quality risk reports and dashboards for Local Management Committee, Board of Directors, Group Risk, and supervisory authorities, ensuring clarity, accuracy, and actionability.
Provide strategic leadership and mentorship to direct reports, fostering a high-performance culture grounded in learning, accountability, and ethical conduct.
Matching Summary
Lead and further develop the financial risk management framework for the bank, encompassing liquidity risk, interest rate risk in the banking book (IRRBB), market risk, and counterparty credit risk.
Skills & Requirements
Must-have
Financial risk management framework
Liquidity risk, IRRBB, market risk
Counterparty credit risk oversight
Risk model validation and monitoring
Internal stress testing programs
Risk reporting and dashboards
Nice-to-have
Entrepreneurial and impactful
Trusted advisor to senior management
Prudent risk culture
Enterprise-wide understanding of risks
Key Requirements
Minimum 10 years' experience in financial risk management
Private banking experience under EU/Luxembourg supervision
Expertise in LCR, NSFR, IRRBB, market risk
Experience with risk systems and tools
Familiarity with model risk management lifecycles
Professional certification (FRM, CFA, PRM) highly regarded