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

Commission de Surveillance du Secteur Financier (CSSF) acts exclusively in the public interest. Our aim is to protect financial consumers and to promote fairness, transparency and security within the financial sector, one of the main pillars of the Luxembourg economy.

The CSSF is also distinguished by its strong involvement at European and international level. Our staff actively participate in working groups set up by international institutions and work closely with other European authorities, with the shared aim of promoting financial stability at European and international level.

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