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Avec plus de 20 années d’expérience au Luxembourg, nous sommes reconnus, tant au niveau national qu'international, pour notre expertise et la qualité de nos services. Notre équipe de 300 professionnels, dont 18 associés, soutient des entités de différents secteurs. Nous mettons à profit notre expertise et notre indépendance pour faire ce qui est juste.
Nous avons connu une croissance régulière au cours des dernières années grâce aux services de haute qualité, indépendants et fl...
Junior Risk Analyst – Junior Consultant
- Type de contrat : 63e252947396e
- Type de contrat : CDI / CDD
- Niveau d'études : Bac + 5 et plus
- Expérience requise : 1 à 2 ans
- Salaire : non précisé
- Lieu de travail : non précisé
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Offre ouverte à l'international
Mission
Fonctions et responsabilités :
Set up, review and improve internal control and risk management frameworks (policies, procedures, methodologies) in line with Luxembourg and EU-wide regulation;
Set up, review and improve capital and liquidity management frameworks, including the internal capital/liquidity adequacy allocation process (IC/LAAP);
Develop, implement, and review risk models and stress testing models for credit risk, market risk, interest rate risk in the banking book (IRRBB), counterparty credit risk, liquidity risk, ESG risks and operational risk;
Design analytical modeling with a focus on development and validation of financial and non-financial risk models, portfolio/instrument level valuation models and strategic planning and forecasting models;
Enhance risk measurement frameworks, such as Economic Capital and Stress Testing;
Review operating capabilities to address exceptional cases such as the COVID-19 crisis, ECB request;
Perform regulatory assessments and provide advice based on provisions of national and international regulation, such the Basel framework, CRR/CRD, SREP, BRRD, EBA Guidelines, CSSF Circulars etc.
Profil recherché
You ideally already have some knowledge on the banking regulations;
A good knowledge of accounting rules will make a great addition;
A good knowledge in programming languages such as VBA, SQL, Python and/or R, SAS or Matlab;
Your strong analytical skills allow you to quickly understand a problem, to identify possible solutions and key success factors;
Good team player, you are capable of working independently or in a team on multiple tasks;
At least 1 years' experience of relevant consulting or industry experience, or a financial services institution; prior experience with finance, risk, treasury and strategic planning related topics;
Excellent command of written and verbal communication in English and/or French is mandatory.
Mission
Fonctions et responsabilités :
Set up, review and improve internal control and risk management frameworks (policies, procedures, methodologies) in line with Luxembourg and EU-wide regulation;
Set up, review and improve capital and liquidity management frameworks, including the internal capital/liquidity adequacy allocation process (IC/LAAP);
Develop, implement, and review risk models and stress testing models for credit risk, market risk, interest rate risk in the banking book (IRRBB), counterparty credit risk, liquidity risk, ESG risks and operational risk;
Design analytical modeling with a focus on development and validation of financial and non-financial risk models, portfolio/instrument level valuation models and strategic planning and forecasting models;
Enhance risk measurement frameworks, such as Economic Capital and Stress Testing;
Review operating capabilities to address exceptional cases such as the COVID-19 crisis, ECB request;
Perform regulatory assessments and provide advice based on provisions of national and international regulation, such the Basel framework, CRR/CRD, SREP, BRRD, EBA Guidelines, CSSF Circulars etc.
Profil recherché
You ideally already have some knowledge on the banking regulations;
A good knowledge of accounting rules will make a great addition;
A good knowledge in programming languages such as VBA, SQL, Python and/or R, SAS or Matlab;
Your strong analytical skills allow you to quickly understand a problem, to identify possible solutions and key success factors;
Good team player, you are capable of working independently or in a team on multiple tasks;
At least 1 years' experience of relevant consulting or industry experience, or a financial services institution; prior experience with finance, risk, treasury and strategic planning related topics;
Excellent command of written and verbal communication in English and/or French is mandatory.