Your mission:
- Join our team responsible for the calculation and monitoring of key regulatory indicators (RWA and ECL) and actively contribute to the regulatory reporting closing process.
- Perform Ad-hoc analyses and support for strategic projects.
- Follow-up the quality control of data entered in the Regulatory reporting platform and used by satellite systems.
- Manage the adjustments in the Regulatory reporting platform according to defined processes, in coordination with stakeholders.
- Follow-up the Reconciliations with the Accounting Department during closing cycles.
- Perform the Computation of RWA (Risk Weighted Assets) under the Basel III framework, for capital adequacy ratio (Pillar I).
- Support production of ECL (Expected Credit Losses) in line with IFRS 9 standards.
- Perform the Internal reporting on data quality and RWA/ECL evolution.
- Manage RWA and ECL simulations for various business lines (Luxembourg Market & CIB, Wealth Management, Financial Markets).
- Act as subject matter expert on RWA and ECL topics in coordination with Risk Management.
- Support production of regulatory reports (FINREP, COREP, Large Exposure, Anacredit...) with a particular focus on FINREP.
- Manage the closing process: meeting deadlines, planning tasks, anticipating critical issues.
- Analyze and explain quarterly variations in RWA and ECL.
- Follow-up continuous improvement of IT control frameworks and participation in testing programs.