Analyst on own funds and financial risks (m/f/d), Luxembourg

Tasks

• Perform eligibility analysis for prudential own funds (CET1, AT1, T2) issuances of credit institutions
• Support line supervisors in their ongoing supervision tasks related to liquidity risk In charge of national prudential policy issues in relation to own funds and liquidity risk (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 and liquidity risk
• Occasionally supporting the team’s activities related to IRRBB supervision
• Perform the monitoring of own funds and liquidity risk 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. capital buffers, trading book boundary, stress testing)
• Please note that this position will require frequent business trips.

Profile

• Master’s degree (BAC +5) in economics or finance, preferably with a specialisation in financial risk management
• At least 3 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/BRRD, binding technical standards, EBA guidelines) and the Basel capital framework is a strong asset
• Knowledge in Business Intelligence tools (e.g. Power BI) and in R programming is considered as highly valuable
• Proficiency in written and spoken English and French. Knowledge of German or Luxembourgish will be considered as an advantage
• Excellent writing and analytical skills
• Ability to work autonomously and as part of a team
• Availability for potential missions abroad