Market risk analyst

New 19 October District de Luxembourg Perm competitive

Senior Market Risk Analyst (m/f)

Our client, a well-known bank located in the city centre of Luxembourg, is currently looking for a Senior Market Risk Analyst to join the Risk Management team. This bank provides a broad range of services in commercial, corporate and private banking department.

This person will be in charge of the general risk management efforts pertaining to the analysis, assessment and communication of new business and product development.


Key responsibilities may include but will not be limited to:

* Monitoring other desk-specific teams within Market Risk or across Risk Management;
* Actively taking part in the development and management process to identify and evaluate market risks;
* Proposing and implementing new risk models in order to calculate and anticipate the potential evolution of identified risks (Value at Risk);
* Proactively identifying risks on an on-going firm-wide and individual entity basis;
* Evaluating risk aspects of new deals and provides the Credit Committee with sound advice;
* Contributing to analysis and responding to demands by internal & external stakeholders;
* Actively taking part in the preparation of the periodic reports to be provided to the following stakeholders: the Head Office, the CSSF (ICAAP, Pillar III report, contingency funding plan, stress tests);
* Closely Collaborating with other teams (such as IT, Market risk control, Reporting, finance etc.) to ensure a timely and effective stress testing of market risk measures;
* Analysing new activities proposed to clients;
* Liaising with internal & external auditors and with external regulator bodies;
* Continuously taking part in the improvement of risk analysis;
* Other related work assigned by the supervisor.

Education & Background:

* Master's degree in a quantitative discipline (e.g. Financial Engineering, Mathematics, Statistics, Computer Science, Physics, Engineering, Operations Research);
* Previous experience of at least 5 years in financial markets particularly in Risk Management within a bank;
* Broad knowledge of the main CSSF Circulars, Basel II & III accords;
* Detailed understanding of market risk: VaR, RNiV, Economic Capital, IRC, scenario analysis
* Knowledge and experience of FRTB, Basel II and/or CRDIV is required;
* Good knowledge about: Kondor+, Bloomberg, Excel, Access, VBA;
* Fluency in French and English;
* Analytical skills, oral and written communication skills, organized, prioritizing skills, used to handle confidential information.

What on offer:

* The opportunity to grow in an international environment;
* A salary package linked with your background and performance.


Successful applicants will be contacted within 2 weeks and we guarantee the confidentiality of your application providing 28 years of recruiting expertise.

If this opportunity does not correspond to your expectations, do not hesitate to share it with people in your network who could be interested in this position!

Do not hesitate to send your application to Huxley Luxembourg.

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