Senior Quantitative Analyst

Location
Luxembourg (LU)
Salary
€100,000 - 125,000
Posted
29 Aug 2019
Closes
28 Sep 2019
Contract Type
Contract, Permanent
Hours
Full Time
Travel
None

One of the largest Banks in Luxembourg is looking to add to their Risk Control team.

Objective

Strengthen the Bank’s Risk Control team in charge of the following topics:

● Main focus o Global risk assessment of the Bank

o ICAAP and ILAAP

● Additional responsibilities

o Recovery plan

o Resolution plan

Assignments

● Contribute to the Global Risk assessment realised by the risk management department

● Review and enhancement of the Banks’s ILAAP and ICAAP:

o Quantification of material risks together with other teams (e.g. credit risk team)

o Assessment of own funds’ requirements in the context of material changes (e.g. new products)

● Update and enhancement of the Banks’s recovery plan

● Participate in the banks ongoing resolution planning to increase resolvability

Requirements

● University degree in finance or similar

● Banking experience of at least 15 years

● In-depth knowledge of the main topics, from a preparer’s point of view as well as with regard to the regulatory environment

● A positive and constructive attitude

● Highly developed analytical skills and capacity for synthesis

● Team-player, with a high degree of autonomy in the performance of assigned tasks

● Fluent in English (French is an advantage), both in speech and writing

For further information please apply below or contact Silviu Todea at +44 207 947 9556