Manager – ALM, Stress Testing & Capital Management
Core
Manager specializing in ALM, Stress Testing, and Capital Management to support large French and European banks in managing structural risks, liquidity, capital, and regulatory stress testing exercises.
Role type
Senior IC Manager (Risk & Capital Management)
Builds
Regulatory stress testing frameworks (EBA/BCE), ICAAP/ILAAP plans, capital and liquidity projections, and risk governance policies for banking clients.
Domain
Banking / Financial Risk Management / Regulatory Compliance
Required skills
ALM and structural risk management, Stress Testing methodology, Capital and Liquidity Management, ICAAP/ILAAP frameworks, Risk Appetite definition, Financial Steering, Scenario analysis, Regulatory frameworks (CRR3/CRD6, SREP, BRRD/SRM, MREL/TLAC), Project management, Team leadership, Quantitative analysis, Financial modeling
Preferred skills
Data and AI expertise, Emerging risks, Recovery and resolution, Risk modeling
Technologies
Excel, SQL, Python, R, Bloomberg, Risk management software, Stress testing platforms
Responsibilities
Pilot and execute regulatory and internal stress tests (EBA/BCE), define and calibrate risk appetite indicators and limits, manage capital and liquidity planning (CET1, LCR, NSFR), lead client engagements and coordinate multidisciplinary teams, develop and review ALM methodologies and governance policies, integrate risk metrics into strategic decision-making and pricing.
Seniority
Senior, hands-on IC with management responsibilities
