Risk Data Manager

Puilaetco

Quintet Luxembourg, , LUX

il y a 4j

Purpose of the Job

As part of the Group Risk Control function, the Financial Risk & Reporting (FRR) department is :

In charge of assessing and supervising the financial risks arising from the Group activities across its entities;

The central architect of the function risk data warehouse dedicated to regulatory and in-ternal risk reports;

The central partner for transversal risk projects such as the ICLAAP or recovery plan; and

The competence centre for quantitative and modelling activities for the function

To reinforce its Market & Liquidity Risks team, the Financial Risk & Reporting department is actively looking for a Risk Data Manager, whose role will be to support the maintenance and development of the Financial Risk Datawarehouse (Risk-DB) as well as spearhead the BCBS 239 initiative from the FRR perspective.

In particular, (s)he will be involved in the following activities :

Spearhead the BCBS 239 initiative from the FRR perspective by participating to the development, implementation and monitoring of data quality controls relating to the collection of risk data;

Participate in Group projects involving risk data collection (e.g., ESG, default modelling) and steer the design and evolution of the Risk-DB;

Monitor the good execution of data flows feeding the Risk-DB and liaise with data providers to remediate potential issues; and

Monitor the performance of risk processes and work on performance optimisation in partnership with IT.

Key Accountabilities

The candidate will support the FRR team on the following tasks :

Monitor the execution of daily batches and processes of the Risk-DB;

Support the team in the implementation of new data flows (ETL) and data procedures in the context of model review and / or new developments;

Ensure the proper implementation of data quality frameworks and report performance indicators to the management;

Participate in the design and development of the risk reports and their deployments within the organisation;

Share her / his expertise with the team and organize training sessions to increase tech-nical skills within the team; and

Liaise with IT for the maintenance and the upgrade of the Risk-DB, and organize and oversee test plans upon platform upgrades.

Knowledge and Experience

Advanced degree in a technical discipline (finance, mathematics, physics, engineering, IT)

Good overall knowledge of key accounting principles applying to the Banking industry

Good understanding of the financial mathematics and risk management techniques (ALM, VaR, financial in-struments / products (main characteristics and risks))

Personal interest for asset management and financial markets

2+ years of relevant experience as data analyst or in a data management related function with a strong inter-est in learning & developing oneself in Data Manage-ment and BI

Attributes and Qualities

High level approach of problems

Good organization skills and taste for accuracy

Analytical skills and critical sense

Strong interest in statistical / mathematical techniques

Creativity

Resistance to stress and pressure

Technical Skills

Very good knowledge of the MS Office suite with advanced level practice of Excel, Excel VBA, Power Query, Access and SQL (PL / SQL or any object-oriented coding language)

Proven experience for programming in MSSQL, knowledge of MATLAB, Python or R would be an asset

Proven experience for development in SSIS, SSAS and SSRS; good knowledge of tabular models and multidimensional and data mining models.

Knowledge of Kondor, WKFS porting Risk Authority would be an important asset

Languages Skills

Fluent in English; French or German is an advantage

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