Market and Liquidity Risk
- Employer
- Clear Edge Consulting
- Location
- Luxembourg (LU)
- Salary
- €100,000 - 125,000
- Closing date
- 28 Sep 2019
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- Employer Sector
- Banking & Finance - Investment, Banking & Finance - Retail
- Contract Type
- Permanent, Contract
- Hours
- Full Time
- Travel
- None
- Job Type
- Risk Analysis, Risk Management
Job Details
One of the largest Banks in Luxembourg is looking to add to their Risk Control team.
Objective
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
Company
Clear Edge is a dynamic new search and selection consultancy. Placing long-term relationships before short-term remuneration, our international experience, skills and contacts put clients and candidates first. Funded by Recruitment Specialist Gary Laurence’s Private Equity firm (Krypton Capital), the company’s Partnership model drives exceptional service levels and swift, decisive outcomes.
With both search and contingency remits, Clear Edge unites high calibre, optimally-matched candidates with dynamic, quality-conscious employers. Our expertise includes all areas of Corporate Governance as well as Accounting and Tax.
Permanent and contract placements. International clients. Native-speaking consultants. Clear Edge has the resources, acumen and ethos to put professionals first.
- Telephone
- 0207 947 9553
- Location
-
70 St Mary Axe
London
EC3A 8BE
GB
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