Manpower is recruiting a Financial Risk & Capital Modelling Analyst for one of its clients operating in the banking sector, based in Luxembourg , as part of a temporary assignment .
Your missions :
- Resolve recommendations related to credit, market and structured finance risk models
- Use financial risk models for Economic Capital calculation and exposure forecasting
- Maintain and update methodological and technical documentation related to risk models
- Develop and perform back-testing and monitoring assessments of risk models
- Support capital planning and reporting processes (e.g. Economic Capital, exposure reports) through calibration, operationalization and maintenance of financial risk quantification processes
- Perform data aggregation and financial risk analysis to support management reporting
- Contribute to the implementation of capital and financial risk methodologies across the institution
- Automate financial risk quantification and reporting processes
- Collaborate closely with internal stakeholders to ensure high-quality and timely deliverables
Your profile :
University degree, preferably at postgraduate level, in Quantitative Finance, Mathematics, Physics, Actuarial Sciences, Data Science, Engineering or a related fieldMinimum of three (3) years of relevant professional experience in financial risk managementProfessional working proficiency in Python, SQL and ExcelProven experience in data extraction, transformation, reconciliation and data quality control processesAbility to work under tight deadlines and to adapt quickly in a client-focused, high-quality service environmentStrong organisational skills with the ability to prioritise tasks effectivelyDisciplined and structured approach combined with creativity and strong problem-solving skillsExcellent interpersonal and communication skills, with the ability to work with internal and external counterpartsStrong team player mindsetExcellent command of English, both written and spoken; knowledge of additional EU languages is considered an assetInterested in this opportunity? Apply now!