Financial Risk Analyst

Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A. (MIBL) is a Bank incorporated in Luxembourg and is fully owned by Mitsubishi UFJ Trust and Banking Corporation, member of the Mitsubishi UFJ Financial Group, one of the largest financial groups worldwide. MIBL provides a wide range of financial services to institutional investors including depositary, custody, fund administration and other banking-related services. MIBL now has an opening for an : Financial Risk Analyst - CDI (Ref. : FRA-102025) The Financial Risk Analyst (FRA) will join the Risk Management Department (RMD) to oversee the Bank's exposure to market, liquidity, credit & counterparty risks, monitor the trades performed by Front Office and Treasury Office and assist his / her colleagues in the preparation of reports for the regulators (CSSF, BCL) and Head Office. The FRA will also assist the Chief Risk Officer and work together with RMD's members on specific reports for the General Management, for the Risk Management Committee and different Department's projects and ad-hoc risk related tasks when required. Your responsibilities will include : Preparation of daily risk reports and dashboards for the CRO. Perform data analysis of exposures (RWA, asset concentration), use of approved credit (overdrafts, cash placements), market (FX Forwards) and settlement limits. Perform stress testing for Credit risk, Market risk (FX and Interest Rate Risk) and Liquidity Risk (LCR, NSFR) based on the Bank's internal models. Assist in the preparation of AnaCredit, ALMM, Z-Report, among other regulatory reports. Review and update risk ratings of counterparts and clients. Assist in the preparation of the ICAAP / ILAAP, Z-report, Recovery Plan and Pillar III regulatory disclosures Assist the CRO in drafting documents (agenda, minutes) for the Risk Committee, Credit & ALM Committee and materials for the Board of Director's Committee. Keep Policies, Procedures and Manuals updated in alignment with Head Office's guidelines and regulatory circulars. Act as a back-up of other team members involved in Financial Risks. Your profile : University degree in Finance, Banking or Risk Management. Master's degree is a plus. Knowledge of CSSF circulars (12 / 552 as amended) and EU regulation (CRD VI, CRR Ill and LCRI delegated act), Large Exposures among other regulatory requirements; Familiar in analysing data derived from FINREP, COREP AND ALMM reports. Advanced proficiency in the use of Excel Macros, Power BI and SQL, Fluent in English. If you are interested in pursuing this opportunity further, please send your application l...

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