Analyst on own funds and financial risks (m/f)

Mission

You will be joining a small team of experts in charge of financial risk topics (of which credit, market, interest rate and liquidity risks) and prudential definition of own funds in credit institutions. As part of a horizontal division, you will be primarily working on tasks related to the prudential definition of own funds and the supervision of liquidity risk, as well as occasionally supporting activities related to the supervision of interest rate risk in the banking book (IRRBB).

Role & responsibilities

• Perform eligibility analysis for prudential own funds (CET1, AT1, T2) issuances of credit institutions
• Support line supervisors in their ongoing supervision tasks related to liquidity risk In charge of national prudential policy issues in relation to own funds and liquidity risk (e.g. CRD6/CRR3)
• Act as a representative or deputy member of the CSSF at European or international working groups in relation to own funds and liquidity risk
• Occasionally supporting the team’s activities related to IRRBB supervision
• Perform the monitoring of own funds and liquidity risk of credit institutions based on regular prudential or ad hoc reportings
• Assist in the preparation of on-site missions in relation to the said areas
• Provide ad hoc technical support on related areas of financial risks (e.g. capital buffers, trading book boundary, stress testing)

Please note that this position will require frequent business trips.

Your profile

• Master’s degree (BAC +5) in economics or finance, preferably with a specialisation in financial risk management
• At least 3 years of relevant professional experience in the financial sector (e.g. in financial risk management, Treasury, ALM, external audit) or a government or international agency (e.g. supervisory authority, central bank)
• Good knowledge of the regulatory framework (CRR/CRD/BRRD, binding technical standards, EBA guidelines) and the Basel capital framework is a strong asset
• Knowledge in Business Intelligence tools (e.g. Power BI) and in R programming is considered as highly valuable
• Proficiency in written and spoken English and French. Knowledge of German or Luxembourgish will be considered as an advantage
• Excellent writing and analytical skills
• Ability to work autonomously and as part of a team
• Availability for potential missions abroad

The successful candidate (m/f) will be hired as public employee (“employé de l’Etat”) under a permanent contract. If the candidate meets the required conditions, s/he will be asked to apply for admission to the status of civil servant (“fonctionnaire de l’Etat”).

Prior to the conclusion of the contract, the candidate must submit an extract from the criminal record (bulletin n°3), dated less than 2 months, in order to prove their conduct and integrity.