8 дней назад
Enterprise Risk Management Team Member (One-year Contract) (Market Risk)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Enterprise Risk Management Team Member (Market Risk) (Python/Quantitative Finance): Developing Pillar II and market risk frameworks, regulatory metrics, risk scenarios, and data governance capabilities with an accent on IRRBB, CSRBB, ALM, RAS, ECAP, and regulatory reporting. Focus on automating risk tools, projecting EVE/NII metrics, assessing recovery scenarios and remedial actions, and delivering strategic insights to executives and supervisors.
Location: 55 Boulevard Royal, L-2449 Luxembourg, Luxembourg
Company
is a Luxembourg-based banking group with operations across 13 European countries, more than 600 employees, and a multicultural workforce.
What you will do
- Develop and maintain the IRRBB and CSRBB frameworks, including EVE, NII, and CSRBB projections under regulatory constraints.
- Enhance the asset-liability management framework and provide risk-return insights for medium- and long-term business development.
- Automate risk methodologies and tools using Python and other programming languages.
- Support risk identification, RAS, ICLAAP, recovery planning, ECAP modelling, scenario analysis, and remedial action assessments.
- Produce Pillar 3 reports in line with new EBA requirements and establish data governance and reporting frameworks.
Requirements
- Master’s degree or higher in quantitative finance, statistics, econometrics, mathematics, science, or a related field.
- 8–10 years of professional experience; banking or financial services experience is an advantage.
- Experience with Python, SAS, VBA, Matlab, R, business intelligence, and data management tools.
- Fluent English is required.
- Strong analytical, problem-solving, communication, and deadline-management skills, with experience delivering risk insights to executives, regulators, and supervisory authorities.
Nice to have
- Finance or econometrics-related professional certifications.
- Knowledge of Chinese or French.
Culture & Benefits
- Full-time employment on a one-year contract.
- International and multicultural working environment.
- Compensation is determined according to the role’s responsibilities and the candidate’s qualifications and experience.
- Salary range information is provided during the recruitment process.
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