bil.com Description Founded in 1856, Banque Internationale à Luxembourg (BIL) is the oldest multi-business bank in the Grand Duchy.
It has played an active role in the main stages of development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on the financial markets.
Employing more than 2,000 people, BIL is present in the financial centres of Luxembourg, Switzerland (since 1984), Denmark (since 2000), the Middle East (since 2005) and Sweden (since 2016).
Responsibilities About Financial Risk Management department : In close collaboration with the trading room operators, BIL's Financial Risk Management team oversees various activities in relation to market, liquidity and counterparty risks.
Managing the collateral induced by the derivatives and structured products portfolio; Ensuring the Front Office system administration and the related data management.
Overall purpose of the function : The Senior Market and Liquidity Risk Analyst is a transversal function within the Market and Liquidity Risk team.
He will assist the Market and Liquidity Risk Manager by : Working on the daily and monthly reporting activity; Handling hot topics such as regulatory requirements, bank’s transformation plan or specific demands from the management.
In view of the current priorities of the department, the Senior Market and Liquidity Risk Analyst will firstly be focused on IRRBB related assignments.
In the longer term, address the new regulatory challenges of the department (EMIR Initial Margin implementation, FRTB related developments and structured products risk framework enhancement).
knowledge of Fermat ALM / RCO ALM, RiskMetrics, Business Object, Dataiku, SQL and Python is an advantage; Fluent in French and English.
Interpersonal skills : Propensity for teamwork and natural willingness to support the stakeholders within the team; Proven ability to convey knowledge, expertise and conduct standards to more junior staff and to nurture and promote a culture of continuous improvement.
Effective relationship management skills across technical and non-technical stakeholders, with ability to tailor explanations to level of expertise of audience.
Education level : Master's Degree Work experience : 5-7 years Start contract date : 07-01-20