Senior Market Risk Analyst (M / F)

Founded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is present in the financial hotspots that are Luxembourg, Switzerland, and China.

As a major player in Luxembourg's finance industry and as a signatory of the UN Principles of Responsible Banking, BIL is committed to handing over a responsible and sustainable bank to future generations.

Your next challenge :

• Contribute to problem-solving regarding the dealing room activities (e.g. controls on market data, products set up and system interfaces).
• Design solutions encompassing products valuation, market data and deal flows, and position reconciliations to monitor the dealing room activities.
• Maintain and develop tools for regulatory requirements (e.g. own funds requirements under FRTB and EMIR regulatory Initial Margin).
• Manage and optimise reporting platforms (Dataiku and Business Object) and dealing room systems (Kondor+ and Bloomberg).
• On demand, analyse and provide solutions for daily reporting issues encountered by market risk analysts or dealing room officers.
• Control and challenge pricing and sensitivities of financial instruments (e.g. derivatives or structured products).
• Perform risk metrics simulations for new market trades, hedging operations, or business evolution purposes.
• Strengthen the internal procedural framework by developing the methodological and operational documentation.
• Support the team to implement business and IT projects.
• Contribute to transversal assessments (costs, benefits and opportunities) for new challenges in the department in collaboration with IT and external providers.
• Conduct ad-hoc analysis as required by senior management and regulatory authorities.

Your skills :

BIL offers a broad range of challenging projects and a huge choice of career paths .We will assist you in finding the one that best meets your skills and expectations. Your personal development is our priority and we greatly encourage you to dive into different business areas for the broadest possible experience.

BIL is firmly of the opinion that diversity & inclusion contribute towards increasing the collective performance of the Bank. We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all.

NB : The selected candidate will be asked to provide an extract from the criminal record (no.3) as evidence of integrity and justified with regard to the specific needs of the position to be filled. Other documents will be collected, to the extent legally permitted, to perform background checks.