Senior Risk Manager

About our team

BCR is the place where you learn, grow, and contribute to shaping the future of banking. We are recognized as a school of excellence in banking, a top employer in the banking sector, and a team open to learning, where every colleague feels noticed and valued.

We are an organization that values people and supports them in having a life that brings fulfillment, security, and balance.

Your Role

As Risk Specialist in the RWA & ICAAP team, you play a key role in managing and optimizing risk-weighted assets and capital adequacy by ensuring accurate calculation, monitoring, analysis, and regulatory reporting in line with internal and regulatory requirements.

How you will contribute

• Calculate, reconcile, and monitor RWA and capital requirements across risk types (Standardized and IRB approaches), at both individual and consolidated levels, in coordination with Erste Group;
• Calculate and oversee large exposures and exposures to related parties;
• Support the development and maintenance of methodologies, tools, and processes for RWA calculation, forecasting (budget/forecast), impact assessment, and stress testing;
• Ensure accurate and timely regulatory reporting to the National Bank of Romania (COREP, large exposures, related parties) and internal/external reporting to Erste Group and management (including actuals, forecasts, and stress testing);
• Monitor and analyse RWA evolution and capital adequacy, providing regular and ad-hoc insights, including stress testing results;
• Contribute to RWA steering by assessing portfolio developments and capital consumption drivers, while supporting the calibration and monitoring of RWA - related limits and providing analyses and recommendations in line with the bank's risk appetite and regulatory framework;
• Collaborate with internal stakeholders and support initiatives under the Basel IRB Program.

What will help you be successful

• BSc or higher education in economics and/or statistics fields;
• Minimum 3 years' professional experience in banking/financial;
• Knowledge of the banking field and BASEL II & III (RWA, Risk Parameters, ICAAP);
• Knowledge of BASEL II & III-compliant regulations and other NBR regulations applicable to the activity;
• Basic knowledge of statistics and modeling;
• Advanced technical knowledge for MS Office (Excel, PowerPoint, Word, Outlook);
• Nice to have Phyton, SQL;
• English: advanced level.

Sounds like you'd be a good fit? Well, check out what we provide for our passionate people

• Monthly budget for flexible benefits through the Benefit Online platform;
• Performance-based bonus;
• Banking facilities, benefits for private pension and discounts on insurance policies;
• Gifts for special occasions;
• Private medical services for you and your family;
• Hybrid and flexible work schedule;
• Up to 27 vacation days depending on your professional experience;
• Extra 7 days off per year if you have used up your vacation days;
• One day off for your birthday;
• Wellbeing, personal and professional development programs, and platforms that allow you to learn anytime, anywhere, and from any device;
• Subscription to Bookster.