Responsibilities:
- Lead cross-risk stress testing activities with specialists from various offices.
- Manage the Risk Division's role in ICAAP, ECB Stress Testing, and Recovery and Resolution Planning.
- Enhance methodologies for economic capital and stress testing.
- Maintain the Group's Risk Strategy and Risk Appetite Framework.
- Oversee the quarterly Risk ID process and set portfolio-level limits.
- Present management information on portfolio risks and stress testing.
- Develop policies and procedures for Risk Identification, Stress Testing, and ICAAP.
- Support regional and global Risk Division projects and regulatory requests.
Qualifications:
- Bachelor's degree in Finance, Economics, Sciences, or Engineering.
- Experience in financial risk management, ideally in banking or consulting.
- Proven track record in leading change initiatives.
- Experience with financial regulators on topics like SREP.
- Strong understanding of ICAAP and Stress Testing.
Skills:
- Strong organizational skills and ability to prioritize under pressure.
- Confident in proposing and challenging ideas, with strong influencing skills.
- Excellent written and verbal communication with diverse stakeholders.
- Fluency in English; German is a plus.
- Effective in a small team and able to coordinate with a wide network.
