Job offer
Risk Manager
Risk Manager
Mission.
Typical responsibilities (depending on your expertise and the assignment):
- Identify, assess, measure and monitor financial risks across banking and investment activities, including market, credit, counterparty and liquidity risk, depending on the assignment.
- Design, execute and analyse stress-testing exercises (historical, hypothetical and reverse scenarios), evaluate portfolio resilience and propose mitigation actions.
- Monitor relevant risk indicators and limits: VaR, Expected Shortfall, sensitivities, exposures, concentration metrics, PD/LGD/EAD, LCR or NSFR, as applicable.
- Analyse risk exposures and portfolio changes, investigate breaches and anomalies, document findings and coordinate escalation and remediation.
- Assess counterparty creditworthiness, potential exposure, collateral and concentration risks where relevant to the scope.
- Contribute to liquidity risk monitoring, cash-flow and funding analyses, and liquidity stress scenarios when required.
- Review financial instrument valuations, market data, pricing assumptions and independent price verification (IPV), where applicable.
- Produce risk dashboards, management and regulatory reporting; support risk governance, internal controls and audit requests.
- Participate in model and methodology reviews, backtesting, data-quality controls and improvements to risk processes and tools.
- Collaborate with Front Office, Risk, Finance, Treasury/ALM, Compliance and other stakeholders to communicate key risks and recommendations.
Required profile.
- Experience in financial risk management, risk analysis or risk control within a bank, asset manager or financial institution.
- Solid understanding of risk frameworks and at least one area of expertise: market, credit, counterparty, liquidity or valuation risk.
- Familiarity with stress testing, scenario analysis, risk limits, exposure monitoring and relevant quantitative indicators.
- Knowledge of financial products, portfolio risks and banking/asset-management processes; regulatory awareness (e.g., Basel/CRR) is an advantage.
- Strong analytical skills and proficiency in Excel; Python, SQL, VBA or dedicated risk systems are a plus.
- Ability to interpret complex data, investigate discrepancies, produce clear risk reporting and challenge stakeholders constructively.
- Rigour, autonomy, communication skills and professional working proficiency in English.