Risk analyst
Job Location:
Job Location:
Kortenberg - Belgium
Monthly Salary:
Not Disclosed
Monthly Salary:
Posted on:
20 days ago
Posted on:
Vacancies:
1 Vacancy
Vacancies:
Job Summary
As a full-timeRisk Analyst you will be responsible to:
- DriveIFRS 9credit risk managementby delivering accurate ECL calculations robust models and high-quality data to ensure reliable provisioning and regulatory compliance.
- Provide actionable insights to managementthrough in-depth analysis of risk drivers portfolio evolution and cross-functional coordination supporting strategic decision-making.
Fluency in Englishis essential and proficiency inDutch or Frenchis highly valued.
Key Responsibilities:
- Calculate and monitor Expected Credit Losses (ECL)across portfolios (loss allowances cost of risk etc.).
- Manage IFRS 9 staging including DPD monitoring and analysis of stage migrations.
- Develop monitor and validate risk parameters (PD LGD EAD): model development calibration back testing and periodic validation.
- Monitor and validate scorecards.
- Prepare and validate IFRS 9 data: ensure data quality perform data checks and organize data delivery to reporting tools.
- Analyse and explain provisioning movements: assess drivers of loss allowance variations (volume portfolio mix parameter changes); explain movements (stage migrations write-offs recoveries); communicate impacts to management.
- Prepare internal and external reporting
- Ensure governance and coordinationwith Controlling and Accounting; manage methodological changes and obtain required approvals (e.g. models parameters).
- Maintain IFRS 9 documentation andensure regulatory compliance.
- Maintain strong cross-functional coordinationwith relevant departments (Collections Litigation etc.) to identify and analyse the root causes of staging movements write-offs and other credit risk developments.
- Contribute to and oversee risk and compliance initiativeswithin the organization.
About Company
Sansaone
30 employees
Welcome to Sansaone, a dynamic force in the realm of ICT talent acquisition. Born out of a passion for excellence and a vision for connecting outstanding professionals with forward-thinking organizations, we stand as a beacon for strategic recruitment solutions in the Information and ... View more
