Enterprise-wide Risk Manager & Balance Sheet Stress (VP), Copenhagen

Ref: EWRM-1004
Exceptional package & relocation where appropriate
Global Banking Group
CRR, ICAAP, Stress, IFRS9, ALM, Stress testing & Risk appetite

We seek an Enterprise-Wide Risk Manager for a leading Banking Group.  Part of Balance Sheet Management, the ERM team ensure a holistic view of all risk types across the bank and work closely with the 2nd LoD risk, Group Treasury and other business areas.  You will be involved in enterprise-wide stress testing exercises and driving the analysis of the bank’s risk appetite.


  • Coordinate regulatory stress testing analyses, including EBA-ECB and ICAAP firm-wide stress tests
  • Help assess the macroeconomic stress scenarios on the Balance Sheet and work with 2nd line and 1st line of defence stakeholders
  • Contribute to the Risk Appetite framework and the allocation of risk appetite across different risk types
  • Contribute to methodologies & processes and help extend the Risk framework to additional business areas and subsidiaries companies
  • Contribute to the enhancement of the links between risk appetite, financial planning and stress testing


  • 5 yrs+ in financial risk management
  • Good understanding of the risks of a large international bank’s Balance Sheet
  • Understanding of Regulations including CRR
  • Experience developing stress tests for optimisation of Capital and Liquidity management
  • Accounting and reporting (including IFSR9),
  • Advanced Excel and large-scale data skills are essential with programming
  • Strong interpersonal and stakeholder management skills
  • Excellent oral and written communication skills
  • ​MSc in Economics, Finance, or a Quantitative discipline.