The team is responsible for setting the requirements and the data definitions for the calculation of credit risk metrics and for several other regulatory requirements across the Credit Risk Life Cycle (like monitoring of exposures, obligors, groups of connected clients, credit approval, and portfolio monitoring).
The team comprises +/- 12 FTE's permanent staff and 8 FTE's temporary staff. You will be leading the team based on the developments in the model landscape, in the credit risk strategy, in the regulatory environment and on your vision on an appropriate organizational-set-up.
As Team Lead of the Credit Risk Requirements Setting team, you will be responsible for the remediation of ECB obligations, the development of principles, calculation standards and data requirements for the RWA calculation, COREP exposure classes, rating assignment, connected clients, group support, credit risk reporting, etc. The activity of the team relies on strong knowledge of the CRD/CRR/CoRep/FinRep and other areas of related regulation, in particular from the perspective of further specifying the implications of the CRR in precise requirements. For more complex discussions, the team is able to reach out to regulatory experts based on precisely articulated questions. A key aspect of the required setting is to further define data attributes that are already broadly defined in the Bank's Policies and Standards.
- You are effective in communicating your vision on the Credit Risk Life Cycle?
- You have 10-15 years working experience in a relevant position
- You are experienced in reviewing and challenging RWA and credit risk requirements in a complex IT and business environment?
- You have very strong knowledge in the context of the CRD/CRR/CoRep/FinRep and the credit risk regulatory framework
- You have an academic education in a relevant field
- You are a fast thinker that can work on detailed questions as well as overarching challenges.
- You have experience in stakeholder management discussions