Market Risk Manager

Quintet Luxembourg, Luxembourg, LUX, L-2955
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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


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.

Qualifications / Experiences

 

At least 5 years of relevant experience in financial risk reporting

Skills

 


- 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

Languages

 

Fluent in French and English

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