The role:
KBC Global Services is the engine behind KBC Group - a leading bank-insurance group with over 45,000 talented employees serving more than 12 million clients across Europe. Since 2021, we have been supporting the digital transformation of KBC Group providing software development, QA, AI and other IT solutions working on a wide range of projects combining classical IT with digital banking.
Risk management is at the core of KBC’s ability to grow sustainably and keep its promises to customers, employees and stakeholders. Within Group Risk, the Integrated Risk Team safeguards a holistic, quantitative, and forward looking view on risk across KBC Group.
Pillar 2 refers to KBC’s internal assessment of its capital adequacy, a forward looking framework that evaluates whether our risks are sufficiently covered by internal capital beyond regulatory minimum requirements (pillar 1).
As Quantitative Pillar 2 expert, you will contribute to the groupwide Pillar 2 framework. You cooperate closely with the conceptual model owners who will be direct colleagues, as well as with other colleagues across Group Risk, local risk functions in several countries, risk modelling experts and senior management.
Responsibilities:
• You ensure consistent high quality output on a broad range of quantitative Pillar 2 topics such as our internal capital model, risk adjusted performance measurement, economic balance sheet approach and earnings assessment.
• You perform earnings and capital impact assessments, both for quarterly reporting as well as in the context of multi year forward looking analyses for base case planning scenarios as well as stressed scenarios.
• You execute Pillar 1–Pillar 2 reconciliation analyses and support underpinning exercises to validate and strengthen our internal capital metrics.
• You prepare and consolidate quantitative Pillar 2 content for management reporting, ensuring clarity, accuracy and stakeholder alignment.
• Next to these key tasks related to our Quantitative pillar 2 approach, you can also be involved in other integrated risk management tasks, offering excellent learning opportunities.
Who are you?
You recognise yourself in the following characteristics:
• You have a genuine interest in risk management for a financial group. Familiarity with ICAAP, Pillar 2 frameworks, stress testing methodologies, or integrated risk measures is considered a plus.
• You like working with numbers. You have a strong analytical mindset and can translate complex quantitative content into clear and concise messages.
• You feel comfortable working with diverse stakeholders and challenging inputs in a proactive, constructive and professional way.
• You can work towards deadlines while using a pragmatic approach and without losing focus. You pay attention to detail.
• You communicate fluently in English.
• You have a master’s degree in a quantitative discipline (e.g. mathematics, statistics, engineering, physics) or a master’s degree in finance or economics with a strong quantitative component (e.g. financial engineering).
If you find this job opportunity interesting and you recognize yourself in the description above, apply via the button with your CV in English.
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Recruiter Name
Zlatina Ivelinova Petrova