Senior Market Risk Analyst (gn) in Luxembourg.
Find your dream job! Since 1994, we have been filling vacant personnel requirements at our clients in our consulting fields of banking, tax advisory professions, legal & office and real estate. For an international bank in Luxembourg we are looking for you as: Senior Market Risk Analyst (gn) in Luxembourg Your tasks 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 specially 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 to the department head and the management the risk dash board; 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; Perform on a regular basis the Liquidity stress test; Perform on a regular basis 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 regulatory initiatives. Professional requirements Successfully completed study degrees in business administration, Finance, Economics or similar Perennial working knowledge as a market / liquidity risk Analyst in the banking sector Demonstrated ability to analyse and quantify the l...
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