Banking Risk Management Consulting Manager

About the role

BDO Luxembourg is seeking a Manager to lead its Banking Risk Management Consulting practice. You will guide a team of consultants delivering risk‑management frameworks, regulatory compliance solutions and model validation for banking clients.

Key responsibilities

• Coordinate and follow‑up multiple consulting missions focused on banking risk management and regulatory compliance.
• Supervise the modelling and validation of risk models such as PD, LGD, EAD and VaR.
• Assist clients with regulatory reporting requirements including COREP, FINREP, ICAAP, ILAAP and IRRBB.
• Conduct analyses (materiality assessments, gap analysis, reports) to develop client‑specific solutions.
• Prepare proposals and support business‑line development, contributing to new project acquisition.
• Collaborate with the consulting Partner to expand BDO’s advisory Management Consulting offering.

Required profile

• Master’s degree in management, quantitative finance, econometrics or a related field.
• Minimum 5 years of experience in financial risk management, preferably within a credit institution or consulting environment.
• Strong knowledge of banking regulations and risk frameworks (Basel, CRR, CRD, EBA guidelines, RTS).
• Ability to lead a team and contribute to business development.
• Fluent English; French is an asset.

Required skills

• Risk‑modelling techniques and data‑management standards (IRB, IFRS 9, IRRBB, VaR, Expected Shortfall, Monte Carlo simulation).
• Proficiency in VBA, SQL, SAS, Python or R.

What we offer

• Competitive remuneration including a 13th month mobility budget and discretionary performance bonus.
• Pension plan, lunch vouchers and extra days of annual leave.
• Flexible working hours with home‑working options.
• Parking spaces (paid) and facilities for electric‑vehicle charging.