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Senior Inspector – Banking Risks – On-site Inspection

Senior Inspector – Banking Risks – On-site Inspection

Commission de Surveillance du Secteur Financier (CSSF)Luxembourg
Il y a 21 jours
Description de poste

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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 Economics
  • Advanced knowledge in mathematics / statistics
  • Proficiency 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 asset
  • High sense of confidentiality rules
  • As “head of mission”, ability to manage an inspection team
  • Willingness and availability to work abroad for long periods of time (more or less 2 consecutive months)
  • Excellent writing, analytical, synthesis and communication skills
  • Ability to work autonomously and as part of an international team
  • Critical thinking, attention to detail and good organization skills
  • Créer une alerte emploi pour cette recherche

    Senior Banking Risks • Luxembourg