La Banque européenne d’investissement recrute un Responsable des risques (associé) – Planification des capitaux à Luxembourg.

 

 

 

 

Purpose

As (Associate) Risk Officer in the Capital Planning Unit, you will contribute to the design, development, implementation, and maintenance of EIB’s capital planning framework to ensure capital sustainability, efficient capital allocation of the current and future EIB Group Operational Plans, and efficient capital planning process overall.

Operating Network

The Unit’s responsibilities are to:

  • Develop and maintain the Capital Sustainability Framework
  • Coherently with the above, contribute to the development and maintenance of the Risk Appetite Framework
  • Contribute to the development and maintenance of the Capital Contingency Plan and the Recovery Plan
  • Develop and maintain tools (e.g. projection models) to support the capital planning activities
  • Contribute to the ICAAP and to the Operational Plan process
  • Develop and maintain an appropriate capital allocation tool

As (Associate) Risk Officer, your focus will be on supporting the capital consumption estimation on a projected basis, and analysing and reporting (capital adequacy metrics, capital adequacy projections, implementation of changes in the regulatory framework, stress testing, simulations, compliance with best practice in risk management, etc.).

Reporting to the Head of Capital Planning Unit, you will work in close collaboration with colleagues of the Capital Planning & Stress Testing Division, with sporadic contacts both within Group Risk Management and Compliance and other Directorates (e.g. GR&C-RM/Group Financial Risk Department, Front Office lending, IT, Internal Audit, the Secretariat General, the EIB REP (Review and Evaluation Process) Team, and with the European Investment Fund (EIF).

Accountabilities

  • Contribute to the ongoing design, development, implementation, management, and maintenance of ElB Group’s capital planning framework, with a focus on capital consumption measurement, projection, stress testing, analysis and reporting
  • Support the assessment of anticipated impacts on the capital metrics of the EIB Group of regulatory or new business developments, new initiatives, methodological changes, or new modelling best practices, to provide Senior Management with solid decision-making tools
  • Support the production of projections of capital metrics
  • In conjunction with colleagues of the Division, support the development, implementation, and maintenance of the Bank’s capital projections tools, both from technical and methodological perspectives
  • Review, analyse and report on the actual evolution of capital metrics to the management and stakeholders
  • Support the capital adequacy assessment and planning processes, risk appetite setting, limits definition, etc.
  • Support activities related to capital consumption simulations, stress tests and analyses
  • Participate in projects and/or working groups and/or strategic initiatives of horizontal nature, and support the activities related to capital planning
  • Ensure methodological and data consistency between various capital measurement tools (regulatory capital, economic capital, rating agencies’ capital models)
  • Contribute to the development of a holistic risk management view
  • Ensure that adequate documentation of relevant methodologies, processes and tools is put in place
  • Support the Bank’s efforts to maintain compliance with applicable Best Banking Practice in capital management
  • Provide input to ad-hoc analyses and written communications on specific capital management matters to senior management or external bodies

Qualifications

  • University degree (minimum an equivalent to a Bachelor), preferably in a relevant or quantitative subject
  • At least 3 years of relevant professional experience in finance and/or banking, ideally gained in capital planning and management, capital requirements calculation, credit risk modelling or a similar role
  • Good understanding of the banking industry.  Exposure to risk management topics would be an advantage
  • Good knowledge of the EIB Group’s purpose, organisation, business activities and operational cycles
  • Solid IT background and ability to work with large data sets (database querying, SQL).  Excellent Excel and data-analysis knowledge
  • Good modelling skills, ideally including programming skills (e.g., SAS, Python) would be an asset
  • Good knowledge of PowerPoint and the ability to present complex technical topics to non-technical audience would be an advantage
  • Excellent knowledge of English and/or French (*) with a good command of the other. Knowledge of other EU languages would be an advantage.

Competencies

Find out more about EIB core competencies here

Deadline for applications: 13th September 2023 

Application process