Market Risk Analyst
il y a 1 semaine
Description
Founded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is present in the financial hotspots that are Luxembourg, Switzerland, and China.
As a major player in Luxembourg's finance industry and as a signatory of the UN Principles of Responsible Banking, BIL is committed to handing over a responsible and sustainable bank to future generations.
Responsabilités
Key Objectives of the Job
As 2nd line of defence, the Market and Liquidity Risk Management department organize independently the identification, measurement, monitoring, mitigation, supervision and reporting of the market and liquidity risks undertaken by the Bank.
Within this framework, the Market Risk Analyst is responsible for:
- Monitoring the market and counterparty risks metrics within the defined limits;
- Computing and analysing the P&L generated by the Financial Markets activities;
- Maintaining the internal market risk environment in line with the regulatory landscape.
Deliverables and Key Activities
- Daily reporting of the market risk exposures (e.g. sensitivities, VaR and stress tests) and analytical profit and loss to the senior management;
- Identify, investigate and document a wide range of market risk issues, including limit excesses and remediations or metrics calibrations;
- Take part in the overall risk reporting process, including SREP, ICAAP and Pillar 3 contributions;
- Implement the regulatory evolutions pertaining to market or counterparty risk (e.g. FRTB, BMR, EMIR, BCBS 239 and ESG).
- Provide adhoc analyses and simulations to support and challenge the 1st line of defence or to address Internal Audit, Internal Validation or regulatory requirements;
- Develop solutions and processes to monitor and challenge the derivatives and structured products valuations;
- Support the technical/functional testing and analyses required for the implementation of a new projects (which includes the migrations of the core banking system and of Kondor+), a new product or a new reporting;
- Enhance and improve processes in the context of the market risk monitoring.
Compétences requises
Must-Have Requirements
- Education (level): Master's degree;
- Education (orientation): economics, finance or mathematics;
- Languages: French & English;
- Banking Techniques:
- Very good understanding of financial products, including plain vanilla derivatives;
- Good knowledge of valuation techniques; knowledge of structured products valuation techniques is an advantage;
- Good knowledge of regulatory standards pertaining to market and counterparty risks;
- Accounting knowledge is an advantage;
- IT Tools:
- Advanced proficiency in MS Excel and VBA/SQL;
- Knowledge of Kondor+, RiskMetrics, Bloomberg, T24 and Dataïku is an advantage.
- Minimum 3 years of experience in market risk or any related field.
Other requirements:
- Team player
- Problemsolving skills
- Writing skills
- An eye for detail
- Creative thinking
- Interpersonal and organisational skills
Nous offrons
BIL offers a broad range of challenging projects and a huge choice of career paths - we will assist you in finding the one that best meets your skills and expectations.
Your personal development is our priority and we greatly encourage you to dive into different business areas for the broadest possible experience.
BIL is firmly of the opinion that diversity & inclusion contribute towards increasing the collective performance of the bank. We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all.-
Market Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg Caceis Bank Luxembourg Temps pleinMarket Risk Analyst H/FDétail de l'offreInformations généralesEntitéCACEIS est la filiale d'asset servicing des groupes Crédit Agricole et Santander, dédiée aux sociétés de gestion, compagnies d'assurance, fonds de pension, banques, fonds de private equity et real estate, brokers et grandes entreprises.Présent en Europe, en Amérique du Nord, en...
-
Market Risk Analyst H/F
Il y a 2 mois
Luxembourg, Luxembourg Luxcellence Temps pleinWithin the Risk Management Department of our management company Luxcellence Management Company, the Market Risk Analyst will join the team specialized in market risk.This team is in charge of setting up and producing various risk indicators:Value at Risk (VaR)Market stress tests: Shocks on rates, credit spreads, equity markets, currencies, etc.Backtesting...
-
Market Risk Analyst
il y a 7 jours
Luxembourg, Luxembourg Banque Internationale à Luxembourg (BIL) Temps pleinFounded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is...
-
Market Risk Analyst
il y a 4 semaines
Luxembourg, Luxembourg Banque Internationale à Luxembourg (BIL) Temps pleinFounded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is...
-
Market Risk Analyst
il y a 1 mois
Luxembourg, Luxembourg Banque Internationale à Luxembourg (BIL) Temps pleinFounded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is...
-
Market Risk Analyst
il y a 4 semaines
Luxembourg, Luxembourg Banque Internationale du Luxembourg Temps pleinWelcome to Banque Internationale à Luxembourg (BIL)!BIL is a major player in the finance industry of the Grand Duchy and is committed to responsible banking practices, ensuring a sustainable future in the sector.Your next challenge as a (Senior) Market Risk Analyst:Join the Market and Liquidity Risk Management department at BIL, where you will play a...
-
Market Risk Analyst
il y a 1 mois
Luxembourg, Luxembourg Banque Internationale du Luxembourg Temps pleinWelcome to Banque Internationale à Luxembourg (BIL)!BIL is a major player in the finance industry of the Grand Duchy and is committed to responsible banking practices, ensuring a sustainable future in the sector.Your next challenge as a (Senior) Market Risk Analyst:Join the Market and Liquidity Risk Management department at BIL, where you will play a...
-
Operations Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg Redstone Legal, Risk and Compliance Search Temps pleinJob Reference:RS0990Job Reference:RS0990Job Title:Operations Risk AnalystLocation:EuropeArea:Other, Softs&AgricultureRole:Operations&Logistics, Risk ManagementRedstone Legal, Risk & Compliance Search focus on offering 360° search solutions across the globe for our prestigious client base. With our competitive coverage of Banks, Private Banks, Boutiques,...
-
Market Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg Banque Internationale à Luxembourg Temps pleinBanque Internationale à Luxembourg LuxembourgPosted 1 day ago Hybrid Permanent NegotiableFounded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate...
-
Market Risk Analyst H/F
il y a 1 semaine
Luxembourg, Luxembourg Luxcellence Temps pleinLuxcellence Management Company S.A (filiale 100% du groupe CACEIS) est une Société de Gestion UCITS et un AIFM (GFIA) dont la supervision est assurée par la CSSF. Luxcellence offre différents services de third-party Management Company et de gestion des risques aux clients du groupe CACEIS. Au sein du Département Risk Management de notre société de...
-
Market Risk Analyst H/F
Il y a 2 mois
Luxembourg, Luxembourg Luxcellence Temps pleinLuxcellence Management Company S.A (filiale 100% du groupe CACEIS) est une Société de Gestion UCITS et un AIFM (GFIA) dont la supervision est assurée par la CSSF. Luxcellence offre différents services de third-party Management Company et de gestion des risques aux clients du groupe CACEIS. Au sein du Département Risk Management de notre société de...
-
Market Risk Analyst H/F
il y a 4 semaines
Luxembourg, Luxembourg Luxcellence Temps pleinLuxcellence Management Company S.A (filiale 100% du groupe CACEIS) est une Société de Gestion UCITS et un AIFM (GFIA) dont la supervision est assurée par la CSSF. Luxcellence offre différents services de third-party Management Company et de gestion des risques aux clients du groupe CACEIS. Au sein du Département Risk Management de notre société de...
-
Market and Liquidity Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg Banque et Caisse d'Epargne de l'Etat Temps pleinEn vue de renforcer son service Financial Risk Management, Spuerkeess recherche activementUn Market and Liquidity Risk Analyst (M/F)Réf. FRM2315**Profil recherché**:- Titulaire d'un Master en finance, économie, mathématiques, économétrie ou similaire;- Expérience professionnelle d'au moins 2 ans dans la gestion des risques de marché et/ou des risques...
-
Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg Arkus Financial Services Temps pleinRISK ANALYST Arkus Financial Services is part of the Profidata Group and provides asset managers with flexible and independent risk management solutions. Thanks to its understanding and practical experience of asset management, its unique risk profiling and risk modelling capabilities developed over the past 16 years, its continuous involvement in...
-
Risk Analyst
il y a 4 semaines
Luxembourg, Luxembourg SOFITEX Temps pleinFor our client, an international bank located in Kirchberg, we are currently looking for an : Risk Analyst (M/F) As member of the Risk Management Department, headed by the Chief Risk Officer, the Risk Analyst is in charge to identify, measure, mitigate, monitor and report all type of risks to which the Bank is or could be exposed to. He aims to ensure a...
-
Risk Analyst
Il y a 2 mois
Luxembourg, Luxembourg SOFITEX Temps pleinFor our client, an international bank located in Kirchberg, we are currently looking for an : Risk Analyst (M/F) As member of the Risk Management Department, headed by the Chief Risk Officer, the Risk Analyst is in charge to identify, measure, mitigate, monitor and report all type of risks to which the Bank is or could be exposed to. He aims to ensure a...
-
Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg Arkus Financial Services Temps pleinArkus Financial Services is part of the Profidata Group and provides asset managers with flexible and independent risk management solutions. Being forward-looking, dynamic and pro-active are the main characteristics we value in our people. Our team is composed of risk professionals and IT, among which Ph.D., FRM and CFA accredited. Backed by seasoned...
-
Risk Analyst
il y a 4 semaines
Luxembourg, Luxembourg SOFITEX TALENT RECRUITMENT Temps pleinÀ propos de nousSofitex Talent Recruitment Fort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Sofitex fonde sa dynamique et son succès sur le professionnalisme de ses équipes, sa forte réactivité et sa proximité.MissionFor our client, an international...
-
Risk Analyst
il y a 1 semaine
Luxembourg, Luxembourg SOFITEX Temps pleinde l'entrepriseSofitex Talent RecruitmentFort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Sofitex fonde sa dynamique et son succès sur le professionnalisme de ses équipes, sa forte réactivité et sa proximité.Description de l'offreFor our client, an...
-
Risk Analyst
Il y a 2 mois
Luxembourg, Luxembourg SOFITEX TALENT RECRUITMENT Temps pleinÀ propos de nousSofitex Talent Recruitment Fort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Sofitex fonde sa dynamique et son succès sur le professionnalisme de ses équipes, sa forte réactivité et sa proximité.MissionFor our client, an international...
