Financial Risk Officer
il y a 2 semaines
Financial Risk Officer – Capital Management & Stress Testing (M/F/X)
Purpose
Within the Capital Management & Stress Testing (CM&FR / CM&ST) Unit, the Financial Risk Officer will report to the Head of Unit and contribute to the development, implementation, and maintenance of financial risk methodologies.
The role focuses on credit, market, and structured finance risk, supporting economic capital calculations, exposure forecasting, capital planning, and stress-testing activities across the institution. The position requires strong quantitative skills, analytical rigor, and the ability to operate in a demanding, deadline-driven environment.
Key ResponsibilitiesApply and follow up on recommendations related to credit, market, and structured finance risk models
Use financial risk models for Economic Capital calculations and exposure forecasting
Maintain and update methodological and technical documentation
Develop and perform back-testing, monitoring, and validation assessments
Support capital planning and reporting processes, including:
Economic capital reporting
Exposure and risk reports
Contribute to the operationalisation, calibration, and maintenance of financial risk quantification processes
Perform data aggregation and financial risk analysis
Support the implementation and roll-out of capital and financial risk methodologies across the institution
Contribute to the automation of financial risk quantification processes
University degree, preferably at postgraduate level, in:
Quantitative Finance
Mathematics
Physics
Actuarial Sciences
Data Science
Engineering
or a related field
Minimum 3 years of relevant professional experience in financial risk
Excellent command of English, both written and spoken
Knowledge of other EU languages is an asset
Professional-level experience with Python, SQL, and Excel
Experience with data extraction, transformation, and control processes
Proven experience implementing reconciliation and data quality controls
Strong analytical and quantitative mindset
Ability to work under tight deadlines in a client-focused, high-quality service environment
Excellent organisational skills with strong prioritisation abilities
Disciplined and structured approach combined with creativity and lateral thinking
Strong problem-solving capabilities
Excellent interpersonal and communication skills with internal and external stakeholders
Strong team player with the ability to collaborate across units
Apply now via Manpower Luxembourg and take the next step in your career within a high-level international financial environment.
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