a) Collaborate with his/her colleagues: i.e. a team of ~10 individuals showing complementary expertise and skills
b) Take active part in the Bank’s risk monitoring processes by
- Computing daily/monthly liquidity indicators for the entity in Luxembourg and for the Group
- Computing monthly VaR and sensitivity indicators on interest rate and credit spread risks in the Banking Book
- Computing daily (stressed) HVaR and sensitivity indicators in the Trading Book
- Producing reporting to the Management and/or the regulator on those different set of indicators
c) Interact with various stakeholders inside 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
d) Interact with external stakeholders such as Regulators and or External auditors; answering their requests, timely delivering action plans.
e) Act as 2nd Line of Defence officer within Financial Risk & Reporting.