Senior Risk Manager - ICAAP/ILAAP

Senior Risk Manager - ICAAP//ILAAP

Within this role, you shall ensure both the coordination and the production of the Bank's regulatory and cross-functional reports in connection with the "Risk Management" function.

RESPONSIBILITIES

1. Participate in monitoring all of the Bank's risks and developing and managing risk management reports and the risk dashboard;

2. Participate in implementing action plans and leading the various projects aimed at meeting all internal and external cross-cutting risk management requirements. This function relates to, 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 regulatory authorities, in particular the European Central Bank, the Commission de Surveillance du Secteur Financer in Luxembourg (CSSF), the Single Resolution Board (SRB);

4. Produce a series of periodic reports aimed at highlighting the evolution of regulatory projects and directing internal implementation projects;

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

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

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

8. Monitor all of the bank's risks through a report for the Management Body (Risk Dashboard);

9. Review and develop all charters, policies and procedures for ERM. Coordination and centralization of all work aimed at structuring the documentary corpus related to ERM;

10. Disseminate the culture of risk management and the notion of capital at Bank level.