Enterprise Risk Management (ERM) Manager

Job Purpose

We are looking for a highly skilled ERM Team Member to join our Risk Management Department (RMD).

This is a unique opportunity to play a central role in shaping the Pillar II framework and enhancing our Market Risk capabilities. You will work on complex, high-impact initiatives such as ICAAP, ILAAP, Recovery & Resolution Planning, IRRBB, CSRBB, and capital optimization, while contributing to the Bank’s strategic development and regulatory alignment.

This position offers the chance to combine quantitative expertise, regulatory knowledge, and strategic insight—a perfect challenge for risk professionals seeking to make a real difference.

Main Responsibilities

The key responsibilities will include (but are not limited to):

• Redesign and enhance the IRRBB / CSRBB framework, developing advanced projection capabilities (EVE, NII, CSRBB) and supporting ALM optimization;
• Automate tools and methodologies using Python and other programming languages;
• Align the Risk Identification process with supervisory expectations (CSSF, SREP);
• Review and strengthen the Risk Appetite Statement (RAS) framework in line with OSI-Governance recommendations;
• Reshape ICLAAP, Recovery Plans, and ad-hoc projections, designing scenarios and remedial action frameworks;
• Review ECAP Pillar II metrics, ensuring robust modelling and supervisory compliance;
• Lead the production of Pillar 3 reports in line with new EBA requirements;
• Set up and deploy a strong data governance framework notably across Risk Management and Finance departments