Market Risk Officer “Financial Markets & Group Treasury”
ING Group
Luxembourg
il y a 2j
source : Brussels Jobs

Market Risk Officer Financial Markets & Group Treasury

Luxembourg

In order to enforce the Market Risk Management department, ING Luxembourg is looking for a full time Market Risk Officer on an permanent contract.

Job description

The purpose of this role is to assist the Head of Market Risk Management in the management of all risk categories including FX risk, interest rate risk and liquidity risk and wider Risk Management function to ensure the bank is running safe and compliant businesses.

Successful candidate will contribute to risk reporting, assuring that the risk framework is set up and operating effectively, and he will also support the businesses in meeting their obligations, including regulatory, with regards to risk management.

As a Market Risk Officer you will be responsible for identifying, measuring and controlling the structural market risk within the Bank.

You will be responsible for ongoing development, management and implementation of policies, processes and models used across ING Group ensuring that they are fit for purpose for the Group requirements and aligned with the local business model and regulatory expectations.

In this job, you will :

  • Develop and maintain a high standard of risk reporting that provides the business with reliable, accurate and insightful risk analysis;
  • Take responsibility for the accurate reporting of risk against all limits set in the Limit and Control Sheet mandates.
  • With this accurate reporting you will ensure the correct risk is reported and the correct levels of Capital and Liquidity are maintained;
  • Assist Front Office in providing support in the evaluation, control and analysis of trading & hedging strategies;
  • Support the production of new regulatory reports as well as developing and adapting existing processes to ensure completeness, correctness and timely submission of Group and regulatory reports;
  • Perform market risk analysis in support of existing business activities as well as potential new opportunities;
  • Prepare documents and presentations for senior stakeholders;
  • Collaborate with key stakeholders across the business, i.e. Finance, Financial Markets & Group Treasury, in order to provide appropriate risk input and perspective;
  • Facilitate collaboration between Commercial departments, Finance, Tech and Risk to develop and implement efficient, repeatable processes and systems to support new business activity;
  • Work closely with the wider Market Risk team and Tech to develop and design analytical tools and improve underlying risk system infrastructure (models, calculations, data flows, reports, etc ).
  • To be successful in this role, it is expected that you will have strong understanding of Market Risk Management including Value at Risk, sVaR, Sensitivity analysis, Asset & Liability management, RWA and Stress Testing.

    Intellectual curiosity regarding global financial markets, market analysis, risk strategies is essential.

    Experience :

  • Master degree in engineering, economics, mathematics or finance;
  • Advanced knowledge of MS Office : Excel, Access and Powerpoint, including VBA;
  • Experience in financial products and hedging strategies, in interest rate risk in Banking Book, Liquidity risk management;
  • Knowledge of the principles behind product pricing and evaluation including NPV;
  • Experience of delivery and support financial models;
  • Understanding and expertise of European regulations, ie CRR, is a plus.
  • Competencies / Behaviour :

    You are someone who

  • has highly analytical and numerical skills;
  • has excellent written and verbal communication skills, and ability to communicate complex ideas to a variety of audiences;
  • has strong ability to collaborate and to work as part of a team;
  • is keen to take responsibility proactively, often across unstructured problems, and can demonstrate ownership in these areas;
  • has creative problem-solving abilities and ability to maintain detail-orientation in high pressure situations;
  • is well organized, respects deadlines and planning.
  • Languages :

  • Fluency in French and English.
  • Apply Now

    Don't forget to mention BrusselsJobs when applying.

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