Senior Market Risk Analyst

CDI
Luxembourg
Publié il y a 4 mois

PURPOSE

 

You will join the Financial Risk Management team which closely work with the trading room in order to oversee various market activities.  The department is responsible for :

– Participate to implement the new core banking system platform

– Participate to manage / optimize Front Office systems (Kondor+, Bloomberg, Business Object reporting platform, …)

– Participate to implement solutions on various regulatory requirements (SFTR – FRTB – BMR – EMIR)

– Design solution for new Financial Market activity, in terms of products valuation, market data and deal flow

– Request to regulatory demands (Stress Tests – audits) or specific requests from the management

 

Responsibilities

This position reports to the Market Data Management & Risk Engineering Manager and is a transversal function within Financial Risk Management team.  You will support the team to cope with complex technical environment and various projects (regulatory and transformation plan)

  • Support and analyse reporting issues and problems solving
  • Handling hot topics such as regulatory requirements
  • Participate in the development of Financial Risk Management trading and reporting tools
  • Regarding the priorities of the department

 

Key accountabilities :

  • – Participate to analyse/setup/test new Kondor/T24 environment
  • – Evaluate cost and implement solution for new regulatory challenges of the department (SFTR – FRTB – BMR – EMIR – …) in collaboration with IT department and external providers
  • – Design and maintain risk reports currently in a Business Object environment
  • – Provide analyses, metrics valuation to meet regulatory and management requirements
  • – Update internal procedures and policies

 

PROFILE

 

– Master in Finance/Mathematics or equivalent

– Minimum 8 years of experience in FRM, Trading or Asset & Liability Management

– Strong product knowledge of Treasury and FX products, derivatives and structured products, and capital markets instruments

– Proven experience in analysing financial risk metrics

– Proven ability to implement project solution

– Fluent in French and English

– Good interpersonal skills, teamwork and natural willingness to support the stakeholders within the department

– Ability to handle multiple tasks

– Rigorous, innovative and curious.

IT skills:

– Knowledge of Business Object, Database, SQL

– Knowledge of Kondor (or other Front Office system), Bloomberg and trading platform

– Good understanding on workflow through several IT tool

– Good knowledge in office tools (Excel and Access)

 

CLIENT

Our client is a international bank in Luxembourg with a solid reputation.

 

Your application will be treated in a confidential way according to the legal dispositions in terms of private data collection and treatment.

 

Caractéristiques de l'emploi

Catégorie emploiFinance

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