Market and Liquidity Risk

5 days left

Luxembourg (LU)
€100,000 - 125,000
29 Aug 2019
28 Sep 2019
Contract Type
Contract, Permanent
Full Time

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


Strengthen the Bank’s Market and Liquidity Risk Control team on the following topics:

● Liquidity risk ● IRRBB/ALM(*)

● Valuation models of financial instruments (*)  has a dedicated ALM-unit, which is in charge of interest and liquidity risk management Assignments

● Design, development and monitoring of liquidity risk metrics (e.g. internal stress test, LCR, NFSR, ALMM ,…)

● Monitoring of intra-day liquidity

● Design and implementation of stress tests for intra-day liquidity

● Challenge of the methodology and hypothesis used by ALM to manage IRRBB (opinion on limits, models, procedures, …

● Assess the efficiency of hedging techniques

● Contribute to the valuation of financial instruments in a dedicated team

● Design and development of internal and regulatory stress testing for market risk and liquidity risk

● Analysis and implementation of new regulatory requirements (e.g. Basel IV) Requirements

● University degree in mathematics /statistics or finance ● Banking experience of at least 20 years

● Good knowledge of IRRBB management and/or valuation models of financial instruments and/or liquidity risk management ● Highly developed analytical skills and capacity for synthesis

● A positive and constructive attitude, especially in dealing with the first line of defense

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

● In-depth knowledge of quantitative / statistical techniques used for market and liquidity risk management

● Knowledge of data management software and techniques (e.g. SQL)

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

Apply for Market and Liquidity Risk

Already uploaded your CV? Sign in to apply instantly


Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB

4000 characters left

Marketing Communication

We'd love to send you information about Jobs and Services from by email.

All emails will contain a link in the footer to enable you to unsubscribe at any time.

When you apply for a job we will send your application to the named recruiter, who may contact you. By applying for a job listed on you agree to our terms and conditions and privacy policy. You should never be required to provide bank account details. If you are, please email us.

Similar jobs

Similar jobs