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