Market Risk Manager

Quintet Luxembourg, Luxembourg, LUX, L-2955
Stroke 3Created with Sketch.
< Back to search Apply Now

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



- 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

< Back to search Apply Now