Manager - Banking Risk Management Consulting

BDO Luxembourg is looking for a Manager in Banking Risk Management Consulting.

What will you do?

• Be responsible for the coordination and the follow‑up of different missions. In this role, you will work on assignments with focus on risk management frameworks and regulatory compliance in banking and manage a team of consultants.
• Conduct and supervise modelling and validation of risk models (e.g., PD, LGD, EAD or VaR).
• Assist our clients in regulatory reporting (e.g., COREP, FINREP, ICAAP, ILAAP, IRRBB).
• Conduct and supervise a variety of analyses to support the development of client solutions (such as materiality assessments, gap analysis, reports, and recommendations for clients).
• Manage the preparation of proposals (project acquisition) to support business line development and play an active role in business development.
• Together with the consulting Partner, assist and foster the development of the BDO advisory Management Consulting offering.

This position is for you if:

You have/are…

• You have a master’s degree in management, (quantitative) finance, econometrics or related studies.
• You have at least 5 years of experience in the financial risk management and ideally in a credit institution and/or a consulting environment.
• Good knowledge of risk modelling, and data management frameworks and standards (e.g., IRB, IFRS 9, IRRBB, VaR, expected Shortfall, Monte Carlo Simulation, etc.).
• Strong knowledge of banking regulations and risk frameworks (e.g., Basel, CRR, CRD, EBA guidelines and RTS).
• Good knowledge of VBA, SQL, SAS, Python or R.
• Capacity to manage a team and contribute to the business development.
• You are a fast learner and a team player with strong communication skills and problem solving skills.
• You are fluent in English. French is an asset.

What´s in it for you:

• Competitive remuneration package including
  • a 13th month (representing a mobility budget offering a car leasing opportunity)
  • a discretionary performance bonus
• Pension plan
• Lunch vouchers
• Extra days of annual leave
• Flexible working hours and homeworking options
• Parking spots available for a fee within our building
• Possibility to charge electric vehicles in our parking
• On‑site employee restaurant with preferential prices
• Free access to our fitness room
• Sports sessions for small additional charge
• Internal sports groups (e.g., running, cycling and football)
• Career development opportunities through a wide range of trainings (e.g., technical and soft skills, language courses)

Our main office is ideally located in the modern and rapidly expanding Cloche d’Or area. This dynamic area offers easy access to public transport, stores and park-and-ride facilities.

In accordance with the provisions of the Luxembourg law of 23 July 2016 amending the law of 29 March 2013, candidates may be required to provide an extract from their criminal record. This document, issued by the authorities, must not be older than three months. Such a document will be requested with the aim of carrying out a character check on candidates, bearing in mind the area of activity of our establishment and, more particularly, the tasks described in the job description.