senior solvency metrics officer.

your role:

As a Senior Solvency Metrics Officer, you will be responsible for the production, analysis, and oversight of the bank's regulatory capital requirements. You will play a critical role in ensuring that  compliance with European prudential regulations (CRR/CRD) and maintains an optimized capital structure.

Key Responsibilities
1. Regulatory Production & Reporting
Capital Ratios: Calculate and monitor key solvency indicators, including CET1, Tier 1, and Total Capital ratios.

COREP Reporting: Lead the preparation and submission of COREP (Common Reporting) templates to the ECB and national regulators (ACPR).

RWA Analysis: Calculate Risk-Weighted Assets (RWA) across various risks (Credit, Market, and Operational) using both Standardized and Internal Rating-Based (IRB) approaches.

2. Analysis & Advisory
Variation Analysis: Provide detailed "step-by-step" analysis explaining movements in RWA and solvency ratios due to business evolution, market volatility, or regulatory shifts.

Advisory: Support the Front Office and Business Lines by assessing the capital consumption of new products or complex transactions.

Stress Testing: Contribute to regulatory and internal stress test exercises (e.g., EBA Stress Tests) to evaluate the bank’s resilience.

3. Regulatory Watch & Implementation
Basel IV: Lead the impact assessment and implementation of new regulatory frameworks (e.g., Basel III reforms/Basel IV).

Compliance: Ensure all processes align with BCBS 239 principles regarding risk data aggregation and reporting.

4. Process Optimization
Data Governance: Improve data quality and lineage from source systems to regulatory engines.

Automation: Drive the digital transformation of the finance function by automating reporting tasks using Python, SQL, or BI tools (Power BI/Tableau).

if you have:

Master’s degree in Finance, Economics, Financial Engineering, or a related quantitative field.

Experience: 5+ years of experience in Regulatory Reporting, Prudential Risk, or Audit within the banking sector.

Expert knowledge of CRR/CRD and Basel III/IV frameworks.

Proficiency in financial products and their impact on capital.

Advanced Excel skills; experience with regulatory software (e.g., AxiomSL) is a plus.

Strong analytical mindset with high attention to detail.

Ability to work in a fast-paced, international environment.

Languages: Fluency in English (mandatory). Proficiency in French is highly valued.

Integrate a renowned company in a multicultural environment in a temporary position, with possible extension.
salary + meal allowance;