Risk Manager - Big 4 - CA

Responsibilities

- With your specialist knowledge you will evaluate the adequacy and effectiveness of the implemented risk management processes, methods and models.

- Credit risk controlling/management, especially limit systems and credit portfolio modelling

- Market risk controlling/management, e.g. the modelling of interest rate risk, credit spread risk, FX risk etc.

- Liquidity risk controlling/management, e.g. limit systems, liquidity stress scenarios, deposit modelling, intraday liquidity modelling

- Management of non-financial risks e.g. self-assessment processes, OpVaR modelling, reputational risk and/or risk culture

- Controlling/management of other risks, e.g. ESG-risks, business risk etc.

- Model validation processes and/or model risk management

- Risk data aggregation and reporting processes (BCBS 239)