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Financial Risk Experts (ESCB / IO) – Bank Risk team and Valuation team

European Central BankFrankfurt am Main, Hessen

Vor 23 Tagen

Stellenbeschreibung

Your role

As a Financial Risk Expert in the Bank Risk team, you will :

contribute to designing and maintaining the Eurosystem framework for monetary policy counterparties;
monitor the financial soundness of Eurosystem monetary policy counterparties and, when needed, prepare and implement discretionary measures for Eurosystem monetary policy counterparties;
contribute to the development and maintenance of tools for monitoring Eurosystem monetary policy counterparties.

As a Financial Risk Expert in the Valuation team, you will :

contribute to designing and validating the pricing methodologies applied in Eurosystem collateral valuation and work on pricing-related issues associated with the ECB’s asset purchase programmes;

evaluate structural developments in financial markets and financial regulation, as well as climate change policy, to identify potential implications for the Eurosystem’s price valuation models;

contribute to the development and maintenance of models for studying the determinants of market illiquidity and quantifying how trade size affects prices, ensuring that these models reflect the latest academic developments and best market practices.

Both positions offer you excellent opportunities to demonstrate and deepen your analytical skills and policy judgement, as well as your ability to apply these skills to risk management activities in the context of monetary policy operations. You will be part of a multicultural team that strives for continuous innovation to make a positive impact on the lives of European citizens.

Qualifications, experience and skills

Essential for both teams :

a master’s degree or equivalent in finance, economics or another relevant field (see for details on degree equivalences);

in addition to the above, a minimum of three years of professional experience in the field of financial risk management, monetary policy implementation or banking supervision;

a sound theoretical knowledge of financial markets, instruments and regulations;

experience in drafting concise reports, briefings, notes and policy proposals and strong presentation skills;

an advanced (C1) command of English and an intermediate (B1) command of at least one other official language of the EU, according to the .

In addition to the above, desired for the Valuation team :

experience in designing interest rate term structure and yield curve calibration models;

sound knowledge of the mechanisms and microstructure of European bond markets;

sound knowledge of data management tools (e.g. SQL) and programming languages such as MATLAB, R or Python.

You engage collaboratively with others. You pursue team goals and learn willingly from other people’s diverse perspectives. You signal any need for change by explaining it and proposing alternative solutions. You analyse complex information effectively and can evaluate different views to arrive at solutions. You know and anticipate stakeholder needs.You are motivated to be part of our team and to develop and use your skills and competencies to achieve the aims of this position.

Working modalities

We would be happy to discuss a part-time arrangement for this role.

Jobalert für diese Suche erstellen

Risk • Frankfurt am Main, Hessen