Senior Risk Manager

Job description

About our team BCR is the place where you learn, grow, and contribute to shaping the future of banking. We are recognized as a school of excellence in banking, a top employer in the banking sector, and a team open to learning, where every colleague feels noticed and valued. We are an organization that values people and supports them in having a life that brings fulfillment, security, and balance. As a Risk Specialist within the RWA & ICAAP team , you will play a key role in managing and analyzing risk-weighted assets and capital adequacy, connecting regulatory capital requirements (Pillar I), internal capital adequacy assessment and Pillar II requirements, and public disclosure obligations (Pillar III). The role combines risk and regulatory expertise with strong technical skills in SQL, Python, and Microsoft Office. You will actively contribute to the implementation of automated reporting and validation solutions, ensuring consistent, accurate, and traceable data across regulatory reporting, ICAAP, public disclosures, and internal management reporting. You will also develop ad-hoc management reports and analyses, translating business and regulatory requirements into reliable data-driven solutions that support decision-making. How you will contribute Reconcile RWA and capital requirement results against internal methodologies and develop automated, periodic quality assurance (QA) controls using SQL and Python to validate the application of calculation rules, detect errors and inconsistencies, and support root-cause analysis and remediation; Understand large exposures and exposures to related parties, including their regulatory treatment and its implications for capital requirements; Contribute to Group-coordinated development and maintenance of methodologies, tools, and processes for RWA calculation, impact assessment by identifying and defining local specificities and requirements; Develop, automate and optimize reporting processes, controls, and data validation frameworks using SQL, Python, Power Query; Implement automated reconciliations and data quality checks to improve the efficiency, reliability, and auditability of internal and regulatory reporting; Monitor and investigate data discrepancies, identify root causes, and coordinate remediation actions with business, finance, risk, and IT stakeholders; Build/Maintain data extraction scripts and reporting solutions supporting RWA calculation, forecasting, stress testing, and ICAAP activities; Deliver ad-hoc management analyses and reports, supporting strategic decisions related to capital consumption, RWA evolution, and portfolio developments; Support RWA steering activities by assessing portfolio developments and providing recommendations regarding capital optimization opportunities; Collaborate with internal and Group stakeholders in regulatory and strategic initiatives, including Basel and IRB-related programs. What will help you be successful University degree in Economics, Statistics, Mathematics, Computer Science, Finance, or related fields; Professional experience in banking, risk management, regulatory reporting, finance, data analytics, or similar areas; Knowledge of Basel framework, RWA, ICAAP, capital adequacy, and banking regulatory reporting; Understanding of regulatory requirements applicable to risk and capital reporting; Analytical mindset with the ability to work with large datasets and complex reporting environments; SQL and Python knowledge, including data extraction, transformation, reconciliation, and analysis; Microsoft Office skills, especially Excel (Power Query, Pivot Tables, complex formulas), PowerPoint; Experience with reporting automation, process optimization, and data quality controls; Ability to develop management reports and perform ad-hoc analyses under challenging timelines; Experience working with large databases and risk or finance reporting systems represents a strong advantage; English: Advanced level. Sounds like you'd be a good fit? Well, check out what we provide for our passionate people Monthly budget for flexible benefits through the Benefit Online platform; Performance-based bonus; Banking facilities, benefits for private pension and discounts on insurance policies; Gifts for special occasions; Private medical services for you and your family; Hybrid and flexible work schedule; Up to 27 vacation days depending on your professional experience; Extra 7 days off per year if you have used up your vacation days; One day off for your birthday; Wellbeing, personal and professional development programs, and platforms that allow you to learn anytime, anywhere, and from any device; Subscription to Bookster.