Head of Risk Projects & Reporting

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

 

Join us to lead the Risk Projects & Reporting (RPR) team, part of the Quintet Group Financial Risk & Reporting Center of Competence (FRR CoC). The FRR CoC is responsible, a.o., for the monitoring of market and liquidity risks, for the development and maintenance of the risk function data warehouse, and is the excellence center for risk modelling and quantitative analysis. 
In your new role, you will be in charge of addressing transversal risk topics with a small team of subject matter experts (3 persons), showing agility in the fast-paced Banking regulatory environment. In particular, you will leverage your expertise on regulatory matters and hands-on abilities to ensure the RPR team meets its objectives; that is, 
-    the production of risk-owned regulatory reports (e.g., ICLAAP, Recovery Plan, Resolution Plan, Pillar III) and the FRR contribution to non risk-owned regulatory reports, 
-    the oversight on the maintenance, development and implementation of financial risk frameworks and related risk appetite matters,
-    the provision of advice on transversal risk-related matters (e.g., climate risk-related or SFDR disclosures) and regulatory recommendations (e.g., SREP measures), 
-    the production of internal and external periodic reports (e.g., KRI dashboard),
-    the monitoring of depositary and custodian activities in a 2LoD capacity. 
 

Key Accountabilities

 

•    Management of RPR team.
•    Timely production of risk-owned regulatory reports (ICLAAP, Group recovery & resolution plans, Pillar III) that nurture the risk management process and the related disclosures, in compliance with regulatory and audit requirements, whilst ensuring their embedment with senior management (AMC/BoD) and the closing of the feedback loop with the Group Risk Appetite. 
•    Oversight of risk frameworks and risk appetite matters:
    o    Ensure that financial risk frameworks follow their prescribed lifecycle.
    o    Align internal governance with regulatory requirements.
•    For each applicable task, ensure timely and accurate production through the implementa-tion, whenever possible, of standard and automated processes:
    o    Produce risk reporting for senior management and/or external stakeholders ac-cording to the team reporting calendar, ensuring respect of strict deadlines while ensuring accuracy.
    o    Build relevant processes and reports with the objective to become standard and automated processes at Group level.
•    Be the SME for transversal risk matters.
 

Knowledge and Experience

 

•    University degree, preferably in Finance, Engineering or Economics
•    Minimum 8 years of relevant professional experience 
•    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 BCBS guidelines and principles, among others) and their implementation in a Banking envi-ronment
•    Experience in recovery plans and SRB reporting is a plus 
•    Experience with custodian and depositary bank activi-ties is a plus
 

Attributes and Qualities

 

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

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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