Risk Management (DGR) | Technical Function (Lisbon)

The Risk Management Directorate is reinforcing its team!

The Risk Management Directorate (DGR) is a first-level structural body of CGD, with control functions, whose object is the protection of the CGD Group's capital, namely through the management of capital and solvency risks, credit, market, liquidity, interest rate risk of the banking portfolio, operational and non-financial risks incurred by the Group, the inter-relationships existing between them, and ensuring the coherent integration of their individual contributions. It is also responsible for the management of cross-cutting exercises such as the Risk Appetite Statement (RAS), the Internal Capital Adequacy Assessment Process (ICAAP) and Liquidity (ILAAP) self-assessments, the Recovery Plan and Stress Testing, as well as the dissemination of risk culture across the various Entities.

Function: Technical - Risk

Placement: Risk Management Directorate | Caixa Geral de Depósitos, Lisbon

• Bachelor's or Master's degree (preferred) in Mathematics, Economics, Finance, Management, Statistics, Information Technology, Engineering or similar areas;
• Orientation towards innovation, continuous improvement and the use of digital tools and artificial intelligence applied to risk management.
  Knowledge of the main banking risks (credit, market, liquidity, operational, non-financial, and climate);
• Knowledge of data analysis and reporting, preferably with experience in SAS, SQL, Power BI or other analytical tools;
• Good knowledge of MS Office tools, with a special focus on Excel and PowerPoint;
• Ability to interpret, evaluate and implement regulatory and internal normative requirements;
• Strong sense of responsibility, rigor, independence of judgment and high ethical standards;
• Ability to plan, organize and manage multiple priorities;
• High analytical capacity, critical thinking and orientation towards solving complex problems;
• Ease of written and oral communication, including the preparation of reports and presentations for management and supervisory bodies;
• Team spirit, interpersonal relationship skills and the ability to collaborate cross-functionally with different business areas and control functions;
• Resilience and the ability to work under pressure and in contexts of change;
• Proficiency in the English Language (oral and written).

• Experience in the banking sector in the area of risk management, audit, supervision, consulting or model validation;
• Knowledge of banking and prudential regulation (CRR/CRD, EBA Guidelines, IFRS 9, ESG/climate risk and internal governance framework);
• Experience in regulatory processes and integrated risk management, namely RAS, ICAAP, ILAAP, Stress Testing, Recovery Plan or equivalent exercises;
• Knowledge of quantitative methodologies and risk indicators (PD, LGD, EAD, Expected Loss, RAROC and capital metrics).