Senior Risk Manager (M / F)

Within our Enterprise Risk Management (ERM) team, you will be responsible for both the coordination and production of the Bank's regulatory and cross-functional reports in relation to the Risk Management function

As 2nd line of defense, the role will also aim to facilitate and monitor the implementation of effective risk management practices by operational management and assists risk owners in defining the target risk exposure and reporting adequate risk-related information throughout the organization.

You will report directly to our Head of Transversal Enterprise Risk Management.

RESPONSIBILITIES

1.Participate in the monitoring of all the Bank's risks and develop and manage the risk management reports and the risk dashboard.

2.Participate in the implementation of action plans and lead the various projects to meet all internal and external cross-functional risk management requirements. This function concerns, but is not limited to, the following projects :

• ICAAP / ILAAP
• Recovery Plan
• Resolution Plan
• Pillar III report
• Internal control report (CSSF 12 / 552_20 / 759)
• Long Form Report
• Risk contribution to the Bank's annual and semi-annual reports
• Internal reports for external rating agencies (Moody's, S&P)

3.Participate in meeting the requirements of the regulatory authorities, notably the European Central Bank, the Commission de Surveillance du Secteur Financer in Luxembourg (CSSF) and the SRB

4.Produce a series of periodic reports to highlight the evolution of regulatory projects and lead internal implementation projects;

5.Participate in recommending risk appetite and risk tolerance statements;

6.Participate in the development and planning of stress tests on which risk appetite is based;

7.Develop the various plans for capital management, compliance with Basel II / III requirements and planning for compliance with the final post-crisis Basel III reforms (known as Basel IV);

8.Monitor the bank's overall risks through reporting to the Management Body (Risk Dashboard);

and develop all charters, policies and procedures for ERM. Coordination and centralization of all work aimed at structuring the body of documentation related to ERM;

10. As a component of the 2

nd

line, participate and play an active role in the embedment of the 3-Lines-of-Defense framework in the Group’s internal governance and its operational model;

11. Disseminate the risk management culture and the concept of capital at the Bank level.

MUST HAVE REQUIREMENTS