5 months ago
Senior Market Risk Analyst
Hamlyn Williams is partnered with a leading International Bank based in Luxembourg. Reporting directly into the CRO you will be responsible for all Market & Liquidity Risk at the European Hub.
As a Senior Market Risk Analyst you will:
- Assessing the Bank market risk, formulating independent opinions and recommendations on the market risk the Bank is facing.
- Quantifying the different market risk exposures and limits, timely communicating with the relevant departments any limit breach.
- Oversee and regularly report risk metrics and risk dashboards to the department head and the management.
- Act as Basel III CRD IV subject matter expert.
- Develop and implementing market risk measurement approach, including VaR, market risk limits, and stress testing.
- Regularly assess the Bank portfolio, identify the risk drivers, and report to the management.
- Perform on a regular basis the Liquidity stress test, analysing, reporting and presenting the results (ICAAP, ILAAP...).
- Perform on a regular basis the Interest rate stress test, analysing, reporting, and presenting the results.
As a Senior Market Risk Analyst, you will need:
- University graduate with a minimum of 10 years as a market / liquidity risk analyst.
- Good conduct of mathematics and statistics (FRM, PRM etc.).
- Strong experience in risk management regulations like Basel III, CRDIV
- Demonstrated ability to analyse and quantify the liquidity/market risk exposure related to existing positions and proposed transactions.
- Fluency with VBA and/or other programming skills for maintaining analytical models
- Knowledge of derivatives products.
- Familiarity with a variety of asset classes and the relevant drivers of market risk.
- Fluent in English
Select the Apply button below or contact me directly.
I am a Risk & Governance market specialist working with a large variety of clients across the Financial Services industries in Benelux and Dachs. If this role is of interest to you, or if you’d like to explore other opportunities in the market, please feel free to reach out directly. Contact Luke Nash at 0203 994 882 or at firstname.lastname@example.org.