Responsibilities
- Acting as subject matter expert, business or functional consultant in the regulatory frameworks surrounding Structured Finance products, especially in Basel regulations or Europe-specific CRR.
- Applying Basel / CRR credit & market risk regulations toplex Structured Finance portfolios, and implementing them in existing / new capital calculations and reporting solutions.
- Liaising with different business stakeholders and the technical teams.
- Enhancing or update risk management policies & procedures.
- Participating to the development and implementation of various credit & market risk models, tools or solutions.
- Developing & automating the production of risk & regulatory reporting.
In addition to this role, you may be expected to :
Build and maintain close relationships with our clients.Participate in business development initiatives and internal projects.Raise and market the Finalyse image in the financial industry through publications in our Regbrief, participate in external conferences or networking events.Must-have requirements
Master's Degree in econometrics, physics, mathematics,puter sciences or applied economics.At least 3-5 years of experience in the banking sector and good understanding of regulatory capital rules.Strong affinity with investment banking products, including but not limited to Structured Products, Securitizations and Derivative contracts.Relevant regulatory knowledge (Basel III, BCBS239, CRR / CRD, TRIM, IFRS9).Proven experience withplex regulatory topics of SA-CCR, Securitizations, and / or CVA calculations, in terms of both calculation and reporting requirements.Familiarity with analytical software such as SAS, R, Python, etc.Goodmunication, writing and presentation skills with the ability to explain sophisticated issues in a simple but professional way.Fluency (both verbal and written) and good presentation skills in English.Nice-to-have requirements
An advanced degree in finance and / or a certification like FRM or PRM is a distinct advantage.Relevant consulting experience in the financial industry is a plus.French or Luxembourgish language skillsWe offer
The opportunity to join a diverse, multinational, dynamic team of talented and passionate individuals with a broad range of analytical and technical skills.An excellent working environment with a space for defining your own specialization and career within our flat and flexible structure.The opportunity to take initiatives and responsibilities quickly in a fast growingpany.Extensive training programs adapted to your personal needs, both on technical matters as well as on softs skills.Coaching and mentoring by more experienced colleagues.Flexible working arrangements - remote / hybrid work mode and 9 / 10 or 4 / 5 possible time schedules.Attractive remuneration package and extralegal benefits (health insurance, pension benefits, mobility package, etc.)Travel opportunities inside European countries.Job ID 40202559