Senior Market Risk Analyst
An exciting opportunity in an International Bank with a variety of business channels and a strong presence in Luxembourg.
You would join a team of experienced professionals and be able to contribute with your expertise as well as develop yourself professionally.
Reporting line: The position will report to the Chief Risk Officer
Benefits: A comprehensive & competitive compensation package with full benefits
- Assessing the Bank Market risk, formulating independent opinions and recommendations on the market risk the Bank is facing.
- Extensively collaborating with other team members and relevant departments especially the Treasury Department and providing advice and solutions to mitigate market risks.
- Quantifying the different market risk exposures and limits, timely communicating with the relevant departments any limit breach.
- Regularly reporting risk dashboard to the department head and management.
- Act as Basel III CRD IV subject matter expert.
- Develop and implementing market risk measurement approach, including VaR, market risk limits and stress testing.
- Measure, Monitor and report the Large exposures, Liquidity ratios, leverage ratio and Own funds.
- Participate in drafting the ICAAP report and provide the Liquidity/Market risk section.
- Regularly assess the Bank portfolio, identify the risk drivers and report to the Management.
- Regularly perform the Liquidity stress test.
- Regularly perform the Interest rate stress test.
- Maintain and update the Liquidity and Market risk policies and procedures.
- Implement market risk policy and procedures.
- Perform the risk management of treasury related operations.
- Follow-up liquidity and market risk related to regulatory initiatives.
- University graduate with a minimum of 5 years as a market/liquidity risk analyst.
- Fluency in English is mandatory. Other languages will be considered as an asset
- Demonstrated ability to analyse and quantify the liquidity/market risk exposure related to existing positions and proposed transactions.
- Strong experience in risk management regulations like Basel III, CRD IV
- Risks focused, Analytical thinking and critical mindset
- Fluency with VBA and/or other programming skills for maintaining analytical models
- The good conduct of mathematics and statistics (FRM, PRM etc.).
- Knowledge of derivatives products.
- Familiarity with a variety of asset classes and the relevant drivers of market risk.
- Hands-on approach
- High attendance and regularity
Please apply by sending your CV, or contacting firstname.lastname@example.org to be considered in this process.
Your application will be treated with the utmost discretion.
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