**About the Role**
We are seeking a highly skilled professional to join our Risk Management Department. This role offers excellent opportunities for learning and collaboration with cross-functional teams across various business lines, governance, finance, and control functions.
You will gain a deep understanding of risk management best practices and develop your quantitative and analytical skills focusing on financial risk management. You will be part of innovative projects centered around the development of the Risk Management framework and its application within the Bank.
Key Responsibilities:
* Coordinate the implementation and contribute to the application of Group guidelines and policies on the identification, monitoring, and management of risks by the Bank and subsidiaries.
* Develop and implement quantitative risk and scenario models, including writing efficient code to handle large datasets, performing statistical analysis, and creating visualizations to communicate results.
* Implement and optimize data processes to enhance data analysis, design, and implement automated workflows to streamline routine tasks and produce reports.
* Monitor market risk, including interest rate risk and liquidity risk, in terms of quality, composition, and evolution, ensuring compliance with the Bank's risk appetite, guidelines, and strategy.
* Carry out Level II monitoring and controls on relevant operations and processes as per the Internal Control System Regulation.
* Communicate actively with internal stakeholders to enhance the risk culture and respond to their needs in terms of risk analysis, reporting, and support in risk management.
* Report on the Bank's risk profile to relevant committees.
Profile:
* A Master's degree in finance, economics, econometrics, or STEM faculties is required.
* Proficiency in programming languages such as R, SAS, or Python, data management language as SQL, and versioning tool as Git.
* A strong analytical mindset with a critical approach to data, ability to scrutinize data sources, validate data integrity, and ensure accuracy in analysis.
* Good knowledge of financial markets with a quantitative background.
* Familiarity with methodology/risk modeling/analytics covering either financial and market risk or credit risk.
* Understanding of local law requirements.
* Fluent in English; proficiency in French and/or Italian is an asset.