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Senior Market Risk Manager

Luxembourg, LU, L-2955

Job Summary

 

The successful candidate will work as part of the 2nd Line of Defence in the Group Risk Control function.

In his/her role, he/she will contribute to the monitoring of the ALM and Treasury activities of the Group by computing/monitoring/reporting various key risk indicators in an ever more demanding regulatory context.

Job Responsibilities

 

Produce reporting to the Management and/or the regulator on different set of indicators

 

Compute daily/monthly liquidity indicators for the entity in Luxembourg and for the Group

 

Compute monthly VaR and sensitivity indicators on interest rate and credit spread risks in the Banking Book

 

Compute daily (stressed) HVaR and sensitivity indicators in the Trading Book

 

Interact with various stakeholders inside and outside the company:

  • Colleagues in the ALM & Treasury teams in the Dealing Room: offering them with support and challenge in a solution-minded approach
  • Colleagues within the other entities of the Group when providing them with new reporting guidelines or when consolidating data up-streamed to the Head Office (in Luxembourg)
  • Senior Management: answering their questions on past evolutions
  • Regulators
Qualifications / Experiences

 

Experienced candidate with at least 5 years of relevant experience in financial risk reporting

Skills

 

 

Strong reporting skills: able to realise complex tasks requiring accuracy and reliability

 

Good financial knowledge and analytical skills: able to adopt a critical eye on the reporting produced and to extract the main information relevant to the various stakeholders

 

Demonstrate interest/ability in adapting to a changing EU regulatory framework

 

Excellent command of MS Office

 

Knowledge of VBA for Excel and/or Access and of SQL is a plus

 

 

Languages

 

Fluent in French and English