Senior Solvency Metrics Officer

• Regulatory Production & Reporting: Calculate and monitor key solvency indicators, including CET1, Tier 1, and Total Capital ratios
• Lead the preparation and submission of COREP (Common Reporting) templates to the ECB and national regulators (ACPR)
• Calculate Risk-Weighted Assets (RWA) across various risks (Credit, Market, and Operational) using both Standardized and Internal Rating-Based (IRB) approaches
• Analysis & Advisory: Provide detailed 'step-by-step' analysis explaining movements in RWA and solvency ratios due to business evolution, market volatility, or regulatory shifts
• Support the Front Office and Business Lines by assessing the capital consumption of new products or complex transactions
• Contribute to regulatory and internal stress test exercises (e.g., EBA Stress Tests) to evaluate the bank’s resilience
• Regulatory Watch & Implementation: Lead the impact assessment and implementation of new regulatory frameworks (e.g., Basel III reforms/Basel IV)
• Ensure all processes align with BCBS 239 principles regarding risk data aggregation and reporting
• Process Optimization: Improve data quality and lineage from source systems to regulatory engines
• Drive the digital transformation of the finance function by automating reporting tasks using Python, SQL, or BI tools (Power BI/Tableau)

• Master’s degree in Finance, Economics, Financial Engineering, or a related quantitative field
• 5+ years of experience in Regulatory Reporting, Prudential Risk, or Audit within the banking sector
• Expert knowledge of CRR/CDR 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
• Fluency in English (mandatory)

Proficiency in French is highly valued