Financial Risk Specialist - Market Risk
Quintet Private Bank
- Luxembourg
- CDI
- Temps-plein
- In charge of assessing and supervising the financial risks arising from the Group activities across its entities;
- The central architect of the function risk data warehouse dedicated to regulatory and internal risk reports;
- The central partner for transversal risk projects such as the ICLAAP or recovery plan; and
- The competence centre for quantitative and modelling activities for the function.
- Be a key contributor to the Market Risk management activities of the Bank, with a focus on Banking Book (IRRBB/CSRBB) activities but also some exposure to Trading Book and investment risk monitoring activities
- From an IRRBB/CSRBB perspective (ca. 80%):
- Own the end-to-end execution of the EVE and NII production, reporting, monitoring and oversight
- Review and challenge new investment proposals from ALM, the Bank's strategic plan or tactical business decisions
- Assess regulatory impacts of new regulations and provide guidance for implementation
- Participate in quantitative research to fine tune/develop model assumptions and at-tributes
- Participate in annual review activities such as ICAAP, Recovery Plan and Risk Appetite Review
- From a Trading Book / Investment Risk perspective (ca.20%),
- Support, in rotation with other colleagues, the production of the daily and monthly trading reports for Treasury, FX and Structured Products
- Participate in the oversight of key risk indicators for Investment and climate and envi-ronmental risks, in collaboration with the Group Investment team
- Actively engage with stakeholders such as Finance, Treasury, ALM, local entities or business teams on market risk topics
- Prepare executive risk reporting for senior stakeholders of the Bank, including the ALCO, the Executive Committee, and the Board of Directors.
- Maintain a strong control environment for all elements of IRRBB, CSRBB and Trading Book re-porting
- Maintain and improve the risk data capture and reporting processes (e.g. migrating set of re-ports into Microsoft PowerBI)
- Advanced Degree in a business/technical discipline (finance, mathematics, physics, engineering, IT)
- 3+ years of proven experience in similar activities
- Good understanding of Market and Liquidity Risk Manage-ment in financial services
- Strong exposure to Risk and/or Finance departments
- Knowledge of SQL
- CFA or FRM certification is a plus
- High interest in financial risk management as opportuni-ties to work on transversal risk streams are numerous
- Strong appetite for building/reinforcing expertise on Pow-erBI, SQL and Risk Data in general
- Profound stakeholder management skills
- Strong attention to detail, pro-active, can-do attitude, and a team player
- Proficiency in SQL scripting
- Ability to manipulate large sets of data
- Proficiency in ETL Tools such as SSIS, Talend Studio, Alteryx or KNIME
- Proficiency in MS Office (with focus on Excel VBA, PowerQuery and Access)
- Knowledge of Data Visualization tools such as Microsoft PowerBI, Tableau or Qlik
- Knowledge of Bloomberg
- Knowledge of Kondor+
- Fluent in English
- French or German is an advantage