Risk Analyst (credit risks, debt and bonds)

Job type:
9 months
Centum Recruitment Limited
flag_no Luxembourg

Project description:
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Risk Analyst (credit risks, debt and bonds)
My client, an International Financial organisation seeks an experienced Risk Analyst to join the Group Credit Team in Luxembourg. The objective is to ensure that business activities are conducted within a prudent credit risk framework that is consistent with the bank's credit appetite and in compliance with regulatory and supervisory requirements. Knowledge of key regulatory requirements such as MaRisk, CSDR, CSSF 12/552 is required.

In your position as Risk Analyst you will drive the implementation of a framework for the assessment of credit and market risk on securities lending, including stress testing, model validation and back-testing.. You will also provide support and recommendations to senior management.
Assess credit risks on the debt/bond market
Provide reporting and statistics on the collateral held
Evaluate the criteria taken into account for collateral eligibility and search for improvements in the criteria used and the quality of data
Provide support on credit and collateral issues, to various departments such as Sales, Risk Management, etc.
Contribute to the review, update and development of credit policies, procedures and guidelines
Review and assess the impact on the credit business of new regulations and guidelines issued by relevant authorities in Luxembourg, Frankfurt and Singapore
Work on the maintenance, design, testing and implementation of new and existing credit tools (project work)
Drive & support the implementation of a valuation framework of bonds & equities in close collaboration with the Credit function
Qualifications/required skills
University degree in Economics/Mathematics/Statistics.
Good understanding of financial markets and pricing of fixed-income instruments
Deep analytical understanding and advanced statistical skills
Experienced in modelling data and creativity in finding adequate solutions using MatLab/VBA/R or similar tools..
Excellent command of English language
Securities lending knowledge
Database querying (SQL)
Microsoft Excel & Microsoft Access
Communication skills
Team spirit
Knowledge of key regulation (MaRisk, CSDR, CSSF 12/552)

Additional information
Start date of assignment: ASAP
Initial contract duration: until (possible extension)
Degree of employment: Full-time
Location: Luxembourg