We are looking for a detail-oriented and proactive professional to join our Risk Management team. As a key member of the second line of defense, you will play a pivotal role in identifying, measuring, monitoring, and mitigating market and liquidity risks, ensuring alignment with the Bank’s risk appetite and regulatory requirements.

Job Description

In this role, you will:

Market Risk Management:

• Monitor market risk exposures, including interest rate, FX, and bond portfolios.
• Develop and perform stress tests (e.g., IRRBB) and ensure compliance with regulatory limits.
• Enhance the market risk framework and policy, ensuring accurate risk data and effective hedging activities.
• Contribute to ICAAP and provide strategic insights to manage emerging risks.

Liquidity Risk Management:

• Assess risks related to funding, maturity mismatches, and liquidity buffers.
• Monitor daily liquidity positions, ensuring compliance with LCR and NSFR requirements.
• Develop and execute liquidity stress testing, policy enhancements, and contingency funding plans.
• Prepare ILAAP and other key liquidity reports.

Additional Responsibilities:

• Contribute to ICAAP, Pillar 3, and Recovery Plan documentation.
• Prepare regulatory and internal risk reports.
• Support audits and reviews related to market and liquidity risks.
• Lead or assist in risk-related projects and policy updates.

You have:

• University degree in Business Administration, Finance, Economics, or Risk Management
• Strong knowledge of CRR/CRD, IFRS, CSSF circulars, and EBA guidelines.
• Proficiency in risk modeling tools (e.g., Python, R, SAS) and market platforms (Bloomberg, Reuters).
• Exceptional communication, analytical, and problem-solving skills.
• Collaborative mindset with the ability to manage multiple priorities.

Fluency in English; French is an asset.