Job title: Senior Market Risk Analyst
Job type: Permanent
Emp type: Full-time
Industry: Banking
Expertise: Banking & Fund Administration Corporate & Institutional Banking Private Banking & Wealth Management
Skills: Senior Market Risk Analyst Market Risk Risk Analysis Banking Risk FRM PRM Basel III ICAAP CRD IV
Salary type: Annual
Location: Luxembourg, Luxembourg
Job published: 2020-09-07
Job ID: 32272

Job Description

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

 Your responsibilities:

  • 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.

Your profile:

  • 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 to be considered in this process.
Your application will be treated with the utmost discretion.

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