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Senior Market Risk Analyst

  • Location: Luxembourg
  • Salary: €90,000
  • Job type: Permanent
  • Job reference: NM/172716a
  • Sector: Banking
Job Description

Leading International Bank is looking for a Senior Market Risk Analyst to join their team in Luxembourg. This is an exciting opportunity to work directly with the Chief Risk Officer. 

The Role: 

  • Act as Basel III CRD IV Subject matter expert.
  • Act as subject matter expert for Market Risk and Liquidity Risk topics.
  • Quantifying different market risk exposures and limits, timely communicating with the relevant departments on limit breaches. 
  • Implement market risk policies and procedures.
  • Participating in drafting the ICAAP report, responsible for the Market Risk and Liquidity Risk section.
  • Assessing the Bank's market risk, formulating independent opinions and recommendations on the market risk the bank is facing.  
  • Perform on a regular basis the liquidity stress test, analysing, reporting and presenting the results ICAAP/ILAAP.
  • Perform on a regular basis Interest rate stress test, analysing, reporting, and presenting results.  

 Candidate must have: 

  • In-depth knowledge of market and liquidity risk within a corporate banking environment.  
  • Candidates must have at least 5-9 years of Market Risk/Liquidity Risk experience. 
  • Demonstrated knowledge of risk management regulations like Basel III CRDIV.
  • Candidates must have hands on experience with IRRBB, ICAAP, and ILAAP. 
  • Fluency with VBA and other programming skills for maintaining analytical models. 
  • Demonstrated knowledge of derivative products. 
  • Demonstrated knowledge of mathematics and statistics
  • Must be able to work autonomously and able to also collaborate with colleagues at all levels. 
  • Must be able to act as senior point of contact for Market Risk topics across the bank. 
  • Candidates must be fluent in English, both written and oral. 

** My client will look at candidates looking to relocate to Luxembourg; must be eligible to work in the EU. 

This role offers: 

  • Competitive salary and benefits on offer. 
  • Opportunity to work closely with senior management. 
  • Autotomy to lead and develop on projects and act as the subject matter expert on Market Risk and Liquidity Risk for the Bank. 
  • Working in an international and professional environment, in a culture that is supportive and collaborative. 

Next Steps: 

If you would like to find out more please email your CV to nm@barclaysimpson.com 


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