(Senior) Credit Risk Analyst – Finance Data & Processing – Monitoring & Analyses

Your mission: Join our team responsible for the calculation and monitoring of key regulatory indicators (RWA and ECL) and actively contribute to the regulatory reporting closing process. Perform Ad-hoc analyses and support for strategic projects. Follow-up the quality control of data entered in the Regulatory reporting platform and used by satellite systems. Manage the adjustments in the Regulatory reporting platform according to defined processes, in coordination with stakeholders. Follow-up the Reconciliations with the Accounting Department during closing cycles. Perform the Computation of RWA (Risk Weighted Assets) under the Basel III framework, for capital adequacy ratio (Pillar I). Support production of ECL (Expected Credit Losses) in line with IFRS 9 standards. Perform the Internal reporting on data quality and RWA/ECL evolution. Manage RWA and ECL simulations for various business lines (Luxembourg Market CIB, Wealth Management, Financial Markets). Act as subject matter expert on RWA and ECL topics in coordination with Risk Management. Support production of regulatory reports (FINREP, COREP, Large Exposure, Anacredit...) with a particular focus on FINREP. Manage the closing process: meeting deadlines, planning tasks, anticipating critical issues. Analyze and explain quarterly variations in RWA and ECL. Follow-up continuous improvement of IT control frameworks and participation in testing programs.