Associate Officer - Regulatory Capital and Capital Policy

Support the maintenance of EIB Group's capital requirements framework, focusing on monthly calculations of capital ratios and related reporting, as well as capital-related initiatives within the MDB Capital Adequacy Framework Common Approach. Collaborate with internal teams and external stakeholders to ensure accurate capital metrics and reporting.

Responsibilities

• Take an active role in the monthly calculation and monitoring of key capital metrics for the EIB and EIB Group.
• Assist in analysing changes, identifying key drivers and preparing reports, dashboards and presentations for management and other stakeholders.
• Analyse the capital metrics used by credit rating agencies and contribute to the maintenance and enhancement of related calculation and reporting tools.
• Play an active role in collecting, reviewing and analysing data for capital-related initiatives, including the MDB Capital Adequacy Framework Common Approach.
• Coordinate data quality checks and information consolidation, identify and follow-up on data issues, and prepare reports, presentations and briefing materials.
• Support the resolution of internal audit findings, validation recommendations or REP findings related to the Unit’s deliverables.
• Provide analytical and project support to the Division and Directorate on capital management initiatives and other ad hoc projects, as required.

Requirements

• University degree (minimum an equivalent to a Bachelor) preferably in Mathematics, Finance, Economics or other related quantitative discipline.
• Post-graduate studies in one of these subjects or other relevant professional qualifications would be an advantage.
• At least three years of relevant experience ideally gained in (economic or regulatory) capital requirements calculation or in a similar role within banking, finance or business administration sectors.
• Familiarity with the main modern credit risk measurement methodologies and tools.
• Knowledge of the regulatory framework and recent developments (e.g. Basel III, EBA guidelines, BIS papers) would be an advantage.
• Proficient knowledge of MS Excel, VBA, SAS, Python or other programming languages.
• Solid IT background and ability to work with large data sets (database querying, SQL).
• Familiarity with Business Objects would be an advantage.
• Excellent knowledge of English and/or French, with a good command of the other.
• Proficiency in both English and French is a pre-requisite for future career development, with level 5 of the Inter Institutional language courses (B1.2 CEFRL) recommended.

Skills

• Regulatory Capital Calculation
• Capital Policy Analysis
• Credit Risk Analysis
• Regulatory Knowledge
• Basel III
• EBA Guidelines
• MS Excel
• VBA Programming
• SAS
• Python Programming
• Database querying
• SQL
• Business Objects
• Data Analysis
• Capital Ratio Reporting

Languages

English, French