Financial Risk Specialist

Trouvé dans: beBee S LU - il y a 4 semaines


Luxembourg Quintet Private Bank Temps plein
Purpose of the Job

 

Quintet Private Bank is a leading private bank in the wealth management sector; we are committed to our clients and their families, and pride ourselves on our personalised service based on a deep understanding of what clients want to achieve. We are a bank headquartered in Luxembourg and supervised by the ECB with an ambition to stay true to our purpose to be the most trusted fiduciary of family wealth. When you join Quintet you are joining a company that values diversity of background, equal access to opportunities, career development, collaboration and inclusiveness. We want our employees to feel proud of being part of a company that is committed to do the right thing. You will have the opportunity to grow your career while developing personally and professionally through various resources and programmes.

 

As part of the Group Risk Control function, the Financial Risk & Reporting (FRR) department is:

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.


To reinforce the team, we are actively looking for a motivated Financial Risk Specialist (Liquidity Risk) - f/m/x, who will support the monitoring of our Liquidity risk across the group from a 2nd line of defence perspective and provide tactical support to the wider FRR organization. The candidate will report to the Group Head of Financial Risk.

Key Accountabilities

 

  • Be a key contributor to the Group’s liquidity and funding risk management activities, including oversight of regulatory reporting, monitoring of the contingency plan (e.g. daily LCR and NSFR), balance sheet analysis, support to strategic projects and regulatory response
  • Develop subject-matter expertise to review and challenge liquidity risk metrics
  • Lead the activities for the group’s ILAAP annual review, including supporting stress testing and risk appetite setting
  • Actively engage with stakeholders such as Finance, Treasury, ALM, local entities or business teams on planning, strategy and regulatory compliance topics
  • Prepare executive risk reporting for senior stakeholders of the Bank, including the ALCO, the Executive Ccommittee and the Board of Directors.
  • Maintain a strong control environment for all elements of liquidity risk reporting
  • Maintain and improve the liquidity risk data capture and reporting processes (e.g. migrating set of reports into Microsoft PowerBI)
  • Participate in financial risk transversal activities depending on business requirements
Knowledge and Experience

 

  • 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 Management in financial services
  • Strong exposure to Risk and/or Finance departments
  • Knowledge of SQL
  • CFA or FRM certification is a plus
Attributes and Qualities

 

  • High interest in financial risk management as opportunities to work on transversal risk streams are numerous (e.g Trading, Investment, IR, CS ...)
  • Strong appetite for building/reinforcing expertise on PowerBI, SQL and Risk Data in general
  • Profound stakeholder management skills
  • Strong attention to detail, pro-active, can-do attitude, and a team player
Technical Skills

 

Essential skills:

  • 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)


Desirable skills, but not required:

  • Knowledge of Data Visualization tools such as Microsoft PowerBI, Tableau or Qlik
Languages Skills

 

  • Fluent in English
  • French or German is an advantage

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