Stress Testing Expert

Belgium | Oct. 7, 2026

Report as Closed

Company: KBC

Country: Belgium

Type: Onsite

Employment: Full-time

Description:

The RWA Strategy & Regulatory Reporting team plays a central role in ensuring the bank's capital strength and regulatory compliance. We translate regulations into strategic insights, manage the entire RWA framework end-to-end and deliver high-quality reporting to internal and external stakeholders.

As stress testing becomes an important pillar within capital planning, portfolio monitoring and climate risk management, we are strengthening our capabilities with a dedicated Stress Testing Expert. You will work closely with colleagues within Risk, Group Reporting Solutions, Finance, Modeling and Regulatory Reporting within all KBC entities — including our Central European branches.

As a Stress Testing Expert you contribute to the group-wide assessment of the bank's resilience under adverse economic, geopolitical and climate-related scenarios. You will develop stress testing methodologies, conduct stress testing exercises, analyze portfolio sensitivities and translate the results into clear and meaningful insights for senior management and regulators.

Your work directly supports strategic decision making, capital planning and KBC's broader RWA management programme.

• Participate in full end-to-end group-wide stress testing exercises, including EBA/ECB stress tests and internal ICAAP-related analyses.
• Apply negative economic and climate scenarios to relevant credit and RWA portfolios, and quantify the impact on provisioning, capital needs and risk indicators.
• Translate macroeconomic, geopolitical and climate-related events (e.g. crisis situations, energy shocks) into stress scenarios for portfolios.
• Improve the stress testing framework by identifying opportunities data quality, modeling approaches and process efficiency.
• Acting as a substantive expert on stress testing within the RWA Strategy & Regulatory Reporting team.

methods and willingness to work with advanced analytics.
• Strong Excel skills and willingness to work with Python or other analysis tools.
• Ability to work independently and deliver quality output within deadlines.
• Flexiblemindset and comfortable working in a team of approximately 10–15 experts.
• Fluent in English.
• Can you also tick off (one of) these points? Even better!
  • Experience with stress testing, risk modeling, capital metrics, interpretation of prudential regulations (CRR/CRD, EBA guidelines, ICAAP/ILAAP) or regulatory reporting is a plus.
  • Knowledge of Python, SQL, SAS or other analysis tools.

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