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.
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.
At least 5 years of relevant experience in financial risk reporting
- Demonstrated interest/ability in adapting to a changing EU regulatory framework
- Strong reporting skills: i.e. able to realise complex tasks requiring accuracy and reliability
- Good financial knowledge and analytical skills: i.e. able to adopt a critical eye on the reporting produced and to extract the main information relevant to the various stakeholders
- Knowledge of Kondor , Risk Fusion, Lexify or Bloomberg would be considered as an asset
- Excellent command of MS Office – Knowledge of VBA for Excel and/or Access and of SQL is a plus
Fluent in French and English