H/F Manager Risk Advisory - Stress Testing & Capital Management
Core
Specialized Manager leading regulatory stress testing, capital optimization, and risk function transformation for major European banks.
Role type
Manager, Risk Advisory (Stress Testing & Capital Management)
Builds
Regulatory stress testing programs, capital optimization strategies, and risk function transformation initiatives
Domain
Banking, Risk Management, Regulatory Compliance
Required skills
Regulatory stress testing, Capital management, Gap analysis, Scenario design, ICAAP/ILAAP implementation, Risk modeling, Strategic advisory
Preferred skills
Climate stress testing, Reverse stress testing, Economic capital modeling, Process transformation
Technologies
CRR/CRD, BCE, EBA, Bâle III/IV, CRR3, CRD6, ICAAP, ILAAP
Responsibilities
Pilot and supervise regulatory and internal stress tests (EBA, ICAAP, climate, reverse stress testing), Analyze and interpret regulatory requirements (CRR/CRD, BCE, EBA) and perform gap analysis, Define and calibrate stress scenarios and evaluate impacts on prudential indicators (CET1, RWA, P&L, liquidity), Support implementation and improvement of ICAAP and ILAAP frameworks, Design and optimize economic capital and risk management methodologies, Participate in regulatory capital optimization and profitability programs, Contribute to Risk & Finance function transformation and decision-making process improvement