We are looking for an experienced Risk Management Officer to oversee credit, market, liquidity, and operational risks while ensuring compliance with regulatory requirements. The role includes managing regulatory reporting, conducting risk analysis, and implementing monitoring processes to support sound risk governance.
Key Responsibilities
* Conduct credit rating assessments, credit line reviews, and post-loan monitoring.
* Calculate credit risk-weighted assets (RWA) and monitor single customer exposure limits.
* Manage credit-related regulatory reporting, such as AnaCredit, Centrale dei Rischi, and maintain credit archives.
* Monitor market risk exposures, including foreign exchange and interest rate risk.
* Implement market risk limits management and review financial market transactions.
* Prepare daily and weekly market risk management reports.
Liquidity Risk Management :
* Oversee compliance with Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and High-Quality Liquid Assets (HQLA) requirements.
* Identify and track operational risk events and indicators.
* Conduct scenario analyses and draft operational risk management reports.
Regulatory Reporting :
* Prepare and submit periodic regulatory risk management reports, including daily, weekly, and monthly updates.
* Lead AnaCredit regulatory reporting, coordinating with outsourcing partners and promoting automation for data extraction.
* Verify and analyze credit business data for Centrale dei Rischi compliance.
Post-Transaction Supervision :
* Act as an independent supervisor to audit post-transaction activities.
* Generate periodical reviews and analysis reports on post-transaction monitoring.
* Participate in the implementation of Environmental, Social, and Governance (ESG) risk management initiatives.
Support and Other Duties :
* Serve as a backup to department colleagues, including acting as secretary for relevant committees.
* Perform other tasks as assigned by the Department Head
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