Mission
You will be joining a small team of experts in charge of financial risks topics (of which credit, market, interest rate and liquidity risks) and definition of own funds in credit institutions. As part of a horizontal division, you will be primarily working on tasks related to the definition of own funds and the supervision of liquidity risk, as well as supporting activities related to the supervision of interest rate risk in the banking book (IRRBB).
The position is a closed-end assignment for a period of two years.
Role & responsibilities
- Support line supervisors in their ongoing supervision tasks related to own funds, liquidity risk and interest rate risk in the banking book (IRRBB)
- In charge of national prudential policy issues in relation to own funds, liquidity risk and IRRBB (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, liquidity risk and IRRBB.
- Perform the monitoring of own funds, liquidity risk and IRRBB positions 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. trading book boundary, stress testing)
Your profile
Master’s degree (BAC +5) in economics or finance, preferably with a specialisation in financial risk managementAt least 2 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, binding technical standards, EBA guidelines) and the Basel capital framework is a strong assetKnowledge in Business Intelligence tools (e.g. Power BI) and in R programming is considered as highly valuableProficiency in written and spoken English and French. Knowledge of German or Luxembourgish will be considered as an advantageExcellent writing and analytical skillsAbility to work autonomously and as part of a teamAvailability for potential missions abroad