Senior Risk Reporting Manager

Quintet Luxembourg, , LUX, L-2955
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Purpose of the Job

As part of the Group Risk Control function, the Financial Risk & Reporting department is 

  • in charge of assessing, quantifying and monitoring the financial risks arising from the Group activities,
  • the competence centre for risk reporting to internal and external audiences, 
  • the competence centre for quantitative modelling,
  • the central architect of the function risk data warehouse dedicated to regulatory and internal risk reports.

To reinforce its Risk Projects & Reporting team, the Financial Risk & Reporting department is actively looking for a Senior Risk Reporting Officer, whose role will be to define, plan, implement and maintain reporting solutions and contribute to transversal risk projects.

Key Accountabilities

  • Co-own risk projects such as the ICLAAP and the Group Recovery Plan (GRP)

o    Review and challenge of the Group’s yearly strategic plan through the regulatory lens of the ICLAAP
o    As part of the ICLAAP, support the building of Group-wide stress tests and reverse stress tests including calibration and computation of the scenarios
o    As part of the GRP, support the building of Group recovery options including calibration of the options with relevant representatives from the 1st line of defense 
o    Support the risk embedment efforts throughout the Bank and at top management level (AMC/BoD) including internal and external workshops preparation
o    Support feedback loop process between the Group’s ICLAAP and the Group’s Risk Appetite (including relevant Group KRIs)

  • Monitor Capital, Business and Climate Risks

o    Monitoring and reporting of capital risk, business risk and climate risk at consolidated level
o    Provide advice and support regarding the regular update and embedment of the Risk Appetite Statements and Frameworks for capital risk, business risk and climate risk

  • For each applicable task, ensure timely and accurate production through the implementation, whenever possible, of standard and automated processes 

o    Produce risk reporting for senior management and/or external stakeholders according to the team reporting calendar, ensuring respect of strict deadlines while preserving accuracy
o    Build relevant processes and reports with the objective to become standard and automated processes at Group level

Knowledge and Experience

  • University degree, preferably in Finance, Engineering or Economics
  • Minimum 5 years of relevant professional experience gained in a risk or financial 
  • Experience in reviewing and challenging financial plans and regulatory ratio projections 
  • Knowledge and skills in stress-test modelling
  • Knowledge of risk regulatory frameworks (Capital and Liquidity aspects)
  • Knowledge of EU regulatory environment (CRD and CRR, EBA and BIS guidelines and principles, among others) and their implementation in a Banking environment
  • Experience in Recovery plans and SRB reporting is a plus 
  • Experience with custodian and depositary bank activities is a plus

Attributes and Qualities

  • Problem solver
  • Transversal view
  • Organised, stick to plans
  • Can work autonomously

Technical Skills

  • Proficiency in MS Office suite, especially MS Excel
  • Financial modelling
  • Knowledge of SQL and WKFS regulatory reporting tool would be an advantage

Languages Skills

  • Fluent in English, French is an advantage
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