Analyst on own funds and financial risks – closed-end contract (m / f)

Commission de Surveillance du Secteur Financier (CSSF); Berlin; Vor Ort; EUR 60.000 - 80.000; Vollzeit

Zusammenfassung

Join a prominent regulatory body in Berlin as a financial risk specialist. Leverage your expertise in financial risk management while overseeing key aspects of liquidity and credit risks. Contribute to national prudential policy and represent the organization in European forums, ensuring robust supervision in a time-bound contract of two years.

Qualifikationen

• Minimum 2 years' experience in financial risk management or related fields.
• Strong knowledge of regulatory frameworks (CRR, CRD).
• Proficient in English and French; German or Luxembourgish is a plus.

Aufgaben

• Support supervision related to own funds, liquidity, and interest rate risk.
• Monitor positions of credit institutions in liquidity risk and IRRBB.
• Prepare for on-site missions and provide technical support.

Kenntnisse

Financial risk management

Analytical skills

Communication

Teamwork

Ausbildung

Master’s degree in economics or finance

Tools

Power BI

R programming

Jobbeschreibung

You will be joining a small team of experts in charge of financial risks topics (of which credit, market, interest rate and liquidity risks) and definition of own funds in credit institutions. As part of a horizontal division, you will be primarily working on tasks related to the definition of own funds and the supervision of liquidity risk, as well as supporting activities related to the supervision of interest rate risk in the banking book (IRRBB).

The position is a closed-end assignment for a period of two years.

Role & responsibilities

• Support line supervisors in their ongoing supervision tasks related to own funds, liquidity risk and interest rate risk in the banking book (IRRBB)
• In charge of national prudential policy issues in relation to own funds, liquidity risk and IRRBB (e.g. CRD6 / CRR3)
• Act as a representative or deputy member of the CSSF at European or international working groups in relation to own funds, liquidity risk and IRRBB.
• Perform the monitoring of own funds, liquidity risk and IRRBB positions of credit institutions based on regular prudential or ad hoc reportings
• Assist in the preparation of on-site missions in relation to the said areas
• Provide ad hoc technical support on related areas of financial risks (e.g. trading book boundary, stress testing)

Your profile

• Master’s degree (BAC +5) in economics or finance, preferably with a specialisation in financial risk management
• At least 2 years of relevant professional experience in the financial sector (e.g. in financial risk management, Treasury, ALM, external audit) or a government or international agency (e.g. supervisory authority, central bank)
• Good knowledge of the regulatory framework (CRR / CRD, binding technical standards, EBA guidelines) and the Basel capital framework is a strong asset
• Knowledge in Business Intelligence tools (e.g. Power BI) and in R programming is considered as highly valuable
• Proficiency in written and spoken English and French. Knowledge of German or Luxembourgish will be considered as an advantage
• Excellent writing and analytical skills
• Ability to work autonomously and as part of a team
• Availability for potential missions abroad