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Société
Commission de Surveillance du Secteur Financier (CSSF)
Lieu(x)
Luxembourg Postulez maintenant $( document ).ready(function() { if ( $(".offer-content").find('p : last').find('a : last').attr("href").startsWith("https : / / www.eurojob-consulting.com") ) { $(".apply-button").attr("href",$(".offer-content ul li a : first").attr("href")); } else { $(".apply-button").attr("href",$(".offer-content p : last").find('a : last').attr("href")); } }); Sauvegarder CDI Assurance
Gestion comptabilité / Finance
Actualisée il y a 6 jours
La Commission de Surveillance du Secteur Financier (CSSF) est un établissement public, responsable de la surveillance de l’ensemble de la place financière du Luxembourg, à l’exception du secteur des assurances.
Mission
Perform inspections for significant institutions and less significant institutions with involvement in the full process of the inspection :
- Pre-inspection phase (preparation, inspection plan definition, communication with the institution)
- Investigation phase (kick-off meeting, interviews, process analysis, sample and case-by-case analysis)
- Reporting phase (preparation of working papers, writing of report and observations' letter, presentation of the inspection results to the institution)
- When being “head of mission”, the candidate will also have to manage the inspection (deadline, task allocation, team management, review of working papers, etc.)
- Cooperation with specialists of the institutions, with the ECB central on-site supervision team and with off-site supervisors
- Possible participation in drafting teams for the development of new methodologies or enhancement of existing methodologies
- Please note that this position will require frequent business trips.
Profil
Master’s degree or PHD with a major in Mathematics, Statistics, Financial Mathematics or EconomicsAdvanced knowledge in mathematics / statisticsProficiency in programming tools (e.g. Python or R)Professional experience of at least 3 years in one or several of the following fields : IFRS 9 credit risk modelling (ECL and staging) ; ICAAP for the quantification of the economic perspective ; Pillar 1 IRB credit risk modelling ; IRRBB (especially modelling aspects for non-maturity deposits)Knowledge of the regulatory banking framework (CRR, IFRS 9, technical guidelines [EBA, BCBS, etc.])Proficiency in written and spoken French and English. German or Luxemburgish will be considered as an assetHigh sense of confidentiality rulesAs “head of mission”, ability to manage an inspection teamWillingness and availability to work abroad for long periods of time (more or less 2 consecutive months)Excellent writing, analytical, synthesis and communication skillsAbility to work autonomously and as part of an international teamCritical thinking, attention to detail and good organization skills