- Implements enterprise wide risk management policies and méthodologies covering risk metrics; reportings, stress testing, ICAAP, risk appetite and capital planning,- Supports the CEO and CRO to develop an appropriate risk appetite framework, governance and risk limits through the organisation,- Supports other risk divisions in the definition of risk measurement techniques that are used to monitor the financial institution’s risk profile relative to its risk appetite,- Prepares the Risk Committee agenda and presentation, including a consolidation of risk metrics, risk limits and impacts on Risk Appetite- Assists the Management Committee in the preparation of the stress testing programme- Coordinates the production of ICAAP; ILAAP documents

-Lead ICAAP Framework and Stress Testing Standards in line with regulatory requirements or international standards, incorporating Pillar II concepts-review regulatory standards to ensure ICAAP / Stress Test approach is in line with requirements-Support the revised IFRS9 reporting standards using Expected Credit Loss for new impairment model-Lead and manage bank wide risk appetite Framework consistently with global strategy-Review regulatory standards for derivative exposure and risk weigthed asset assessment in line with requirements.-Propose projected risk weigthed asset for annual strategic planning-Build theCapital planning process

- implementation of the IRRBB New tool- coordinating and running the regulatory stress tests for net interest margin - leading behavioral model setting and review - defining and monitoring IRRBB indicators relevant to maintaining a consistent balance sheet with risk appetite - defining and applying hedging strategies

- Managing a team of 4 FTE - coordinating the set up and review of ALM behavioral models- managing the models review and validation process with risk and audit departments as well with external auditors - supporting group entities in understanding the models implication on IRRBB and liquidity risk indicators- coordinating the model evolution and tests in group ALM RISK software - managing options risk ( prepayment risk, …), assessing embedded options - Defining and implementing Fund transfer methodologies