Eurobank Private Bank Luxembourg S.A. is engaged in the business of providing Private Banking, Wealth Management, Investment and Advisory services for corporate and private clients. In order to reinforce its team, our Bank is currently looking for a:
Market amp; Counterparty Risk Analyst (m/f/d)
The mission of the Risk Management department is to anticipate, identify, measure, monitor, control and report all risks of the Eurobank Private Bank Luxembourg, as well as implement the risk-related guidelines and regulations published from both the Group and the Regulator.
As an Analyst, you will be interacting with all departments of the Bank, the management and relevant risk departments of the Eurobank Group.
Main Duties and Responsibilities:
- Quantifying and effectively monitoring the different market risk exposures and limits utilisation, timely communicating with the relevant departments concerning any limit breach and providing advice to minimize the respective risks;
- Assisting in the calibration of market and liquidity limits;
- Preparing periodic reports related to market and liquidity risk;
- Measuring the overall market and liquidity risk, by implementing specialised methodologies like VaR analysis and Stress testing;
- Actively contributing in Regulatory reporting including LCR, NSFR and IRRBB;
- Contributing in drafting the ICAAP/ILAAP reports;
- Contributing in reports addressed to the ALCO;
- Following-up liquidity and market risk related regulatory initiatives;
- Participating to regulatory exercises (stress tests) and ad-hoc requests of the Head Office;
- Participating in ad-hoc projects;
- Assisting line manager in any other tasks as required.
Requirements
You will be a great candidate for us if:
- You are a University graduate in any of the fields of economics, business mathematics, statistics, econometrics, engineering or finance.
- You have demonstrated ability to analyse and quantify liquidity/market risk exposure related to existing positions and proposed transactions.
- You possess at least three years of working experience as market / liquidity risk analyst in a Bank or in the field of Consulting.
- You have knowledge and experience in risk management regulations like the Basel framework, the CRR2 etc.
- You are proficient with MS Office applications including Power BI.
- You are fluent in TS-SQL and/or VBA,
- Fluency in English is required. Knowledge of Greek language is a plus.
- You are an analytical thinker and have a critical thinking mind-set.
- Preferably, you are working towards achieving or have already achieved a relevant professional qualification such as CFA, FRM etc.).
And you share the same Value Based Behaviours:
- Learn amp; self-improve with every opportunity;
- Bring high impact results;
- Build mutually beneficial relationships when interacts with clients or colleagues;
- Gain other people's trust.
Application deadline: 22nd of March 2024
All the applications must be submitted in English through the platform before the deadline.
Benefits
Why Eurobank Private Bank Luxembourg S.A.?
Here, you'll be part of a forward-looking team, shaping the future of banking with your expertise. Join us to unlock a host of benefits, including professional growth opportunities, a collaborative work culture, and the chance to make a meaningful impact.
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