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Assistant Manager-Market Risk (M / F)

Assistant Manager-Market Risk (M / F)

Bank of China (Europe) S.A.Luxembourg
Il y a plus de 30 jours
Salaire
60 000,00 € – 80 000,00 € par an
Description de poste

M Posted byRecruteur

As part of Risk Management Department, the Market & Liquidity Risk team is responsible for assessing and monitoring the financial risks such as :

  • Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB);
  • Liquidity Risk (2rd Line of Defence) ;
  • Market Risk in Trading Book;
  • Counterparty credit risk;

The team leads also the transversal projects :

  • Transversal projects such as IC(L)AAP, Pillar III report and Recovery Plan;
  • Stress testing program;
  • Climate & Environment risk (to be extended to ESG risk) assessment for the purpose of stress testing and Pillar II capital requirement;
  • Uing CRD VI and CRR III implementation and coordination;
  • IPU entities coordination and inspection;

    • The successful candidate will report to the Head of the department and the Director of the Market &Liquidity Risk team.

    Qualifications

    Profile (Technical Skills) :

  • Master degree in Economics, Banking, Finance or related field, a professional certificate such as FRM or (and) SCR is a plus;

    • Good knowledge of a programming language is a significant plus (Python, SQL etc.)

  • Strong understanding of financial instruments and market;

    • 3-year working experience or above

    Profile (Soft Skills) :

  • Good knowledge on data analysis;

    • Proactive attitude and team player;

    Your responsibilities within the team will be :

  • Ensure the role of 2nd line of defence in Bank’s liquidity risk management : Design liquidity risk framework, Evaluate adequacy of liquidity risk indicators, participate to liquidity stress test and liquidity contingency funding plan;
  • Conduct materiality assessment in liquidity risk;
  • Prepare Bank’s ILAAP report;
  • Contribute to IRRBB / CSRBB implementation project within the Bank;

    • Integration of CR&E risk into liquidity and IRRBB risk framework.

    Qualifications

    Profile (Technical Skills) :

  • Master degree in Economics, Banking, Finance or related field, a professional certificate such as FRM or (and) SCR is a plus;

    • Good knowledge of a programming language is a significant plus (Python, SQL etc.)

  • Strong understanding of financial instruments and market;

    • 3-year working experience or aboveProfile (Soft Skills) :

  • Good knowledge on data analysis;
  • Proactive attitude and team player;

    • Fluent in English and Chinese language skill is a plus.