Policy Expert (PRSP RBM TA-41-2024)

As a member of the Prudential Regulation and Supervisory Policy (PRSP) Department, the Policy Expert reports to the Head of the Risk-Based Metrics (RBM) Unit. The Policy Expert plays an important role in the development of technical standards, guidelines and reports in the area of credit risk, covering in particular the standardised approach and the internal ratings-based approach for the determination of capital requirements. The successful candidate is also expected to contribute to other works of the PRSP Department with particular reference to the areas covered by the RBM Unit, that is market and operational risks in addition to the investment firms and securitisation and covered bonds frameworks.

Main responsibilities

• Prepare policy stances and provide policy advice in the area of credit risk.

• Develop quantitative and qualitative analysis in the areas of credit risk and other related topics and contribute to the development of reports and/or opinions.

• Provide support to internal committees and subgroups and their chairpersons.

• Represent the EBA at a technical level in their area of expertise.

• Facilitate external consultations, implementation studies and training in the area of credit risk.

• Cooperate effectively and nurture working relationships with the other ESAs and the ESRB, especially with a view to the development of coordinated and possibly joint policy stances, guidelines and standards.

• Perform other related tasks in the interest of the service as requested by the Head of RBM Unit.