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

Commission de Surveillance du Secteur Financier (CSSF); Ralingen; Vor Ort; EUR 50.000 - 80.000; Vollzeit

Zusammenfassung

Join a dynamic team focused on financial risk management within a prestigious institution. In this role, you will engage in defining own funds and supervising liquidity and interest rate risks in banking. With responsibilities that include supporting line supervisors and representing the organization in international groups, this position offers a unique opportunity to influence national prudential policies. Ideal candidates will possess a master's degree in economics or finance and have a solid background in financial risk management. If you are analytical, autonomous, and eager to contribute to significant financial oversight, this role is for you.

Qualifikationen

• Master’s degree in economics or finance, specializing in financial risk management.
• 2+ years of experience in financial risk management or related fields.

Aufgaben

• Support supervision tasks related to own funds and liquidity risk.
• Monitor own funds and liquidity risk positions of credit institutions.

Kenntnisse

Financial Risk Management

Liquidity Risk

Interest Rate Risk

Analytical Skills

Business Intelligence Tools

R Programming

Regulatory Framework Knowledge

English Proficiency

French Proficiency

Ausbildung

Master’s Degree in Economics or Finance

Tools

Power BI

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