(Senior) Credit Risk Analyst – Finance Data & Processing – Monitoring & Analyses

Your mission: You will play a key role at the crossroads of Risk, Finance, Accounting and IT, contributing to the accuracy, reliability and continuous improvement of the bank’s regulatory reporting framework. The position combines hands‑on regulatory calculations, financial and risk analysis, and active involvement in COREP/FINREP production, with growing ownership and expertise expected over time. Regulatory Calculations Analysis Own and analyze key regulatory metrics, notably RWA under Basel III / CRR3 and ECL under IFRS 9, ensuring accuracy, consistency and auditability. Analyze, explain and document quarterly movements in RWA and ECL for management, internal committees, auditors and regulators. Perform simulation and scenario analyses across business lines (Luxembourg Market CIB, Wealth Management, Financial Markets). Act as a subject matter expert on RWA and ECL topics, in close coordination with Risk Management teams. Regulatory Reportings Accounting Alignment Play an active role in the regulatory reporting closing cycle, ensuring timely and high‑quality deliveries. Contribute to the production of FINREP, COREP, Large Exposures and AnaCredit reports, with a growing ownership and special focus on FINREP. Strengthen the understanding and application of accounting principles underpinning FINREP, ensuring correct interpretation of regulatory requirements. Perform and follow up reconciliations with the Accounting Department during monthly and quarterly closings, actively resolving discrepancies between regulatory and accounting figures. Ensure clear documentation and traceability of figures in line with internal governance and supervisory expectations. Data Quality Platform Management Oversee data quality controls within the regulatory reporting platform and ensure alignment across satellite systems. Manage data adjustments and remediation actions in accordance with defined processes and governance standards. Produce internal reporting and dashboards on data quality indicators, RWA and ECL trends. Continuous Improvement Contribute to process improvements across the regulatory data and reporting framework. Collaborate with IT and data teams on data flows, tooling, data lineage and automation initiatives. Participate in testing activities (UAT, regression tests) related to regulatory and data evolutions. Leverage Python, SQL and analytical tools to support automation, controls, reconciliations and efficiency gains in the closing process.