Enterprise Risk management Analyst Luxembourg
Job: Enterprise Risk management Analyst Luxembourg
Job description
For a project in a bank, We are looking for a Enterprise Risk management ANALYST to integrate an Enterprise and Financial Risk Management (EFRM) team. (Risk Management department, ERM)
ERM has strong interlinkages with the top management and the regulatory bodies and is also often involved in all major projects. Hence, ERM risk topics cover a wide range of activities from production of key risk indicator to complex models development and owning the responsibility of key reports in the Group.
This teams has a key role in the Risk Management department in maintaining and developing the Pillar II framework (ICAAP of which Economic Capital, ILAAP, Risk Appetite), the Pillar III framework, the Stress Testing framework, the Recovery Plan and the Resolution activity framework.
This Risk Management department, ERM cover a wide range of activities from production of key risk indicator to complex models’ development and owning the responsibility of key reports in the Group.
Duration and status
6-month renewable Project
Permanent position (Open for contractors)
Your Qualifications
- Proven experiences of functional analysis for many years in Treasury, Financial Markets or Market Risk IT domains
- Ability to understand business processes and to structure functional specifications.
- Good knowledge and understanding of the banking processes.
- Good knowledge in integration of packages in a complex IT landscape
- Knowledge of Data Modeling Methods - MEGA / HOPEX solution for Enterprise Architecture and UML design will be an advantage
- Experience with testing tools (HP ALM)
Your Profile
- Masters or PhD in a quantitative discipline (computer science, engineering, mathematics, econometrics, operations research, statistics, of others)
- 2+ years in a similar role
- Previous experience in data analysis and pragmatic approach to problem solving.
- Experience programming skills in languages such as Matlab or Python and familiarity with data science toolkits, such as scikit-learn, Pandas, matplotlib, keras, and tensorflow is considered as an advantage
- Knowledge and/or experience with risk modeling, prepayment modeling, loss forecasting and economic capital (ECAP) modeling is a strong asset
- Strong initiative, self-motivation and ability to work in teams.
- Eager to learn and an interest in developing a holistic understanding of risk management.
- Able to manage own workload without direct supervision to ensure deadlines are met.
- FRM, PRM, and/or CFA certification is considered as an advantage.
Details:
Location: France
City: LUXEMBOURG
Experience: 2 years minimum in a similar role
Job salary: A DISCUTER
Job Type: Full-time
Skills: CREDIT Model,Basel 3-4
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