Risk Analyst

  • Negotiable
  • Luxembourg Luxembourg Luxembourg LU
  • Contract, Full time
  • Skillfinder International
  • 25 Apr 18 2018-04-25

An international Company based in Luxembourg is looking for a Risk Analyst. This job is a contract role to start as soon as possible. 

 

The job

 

• Assess credit risks on the debt / bond market

• Provide reporting and statistics on the collateral held

• Evaluate the criteria taken into account for collateral eligibility and search for

  improvements in the criteria used and the quality of data

• Provide support on credit and collateral issues, to various departments such as Sales,

  Risk Management, etc.

• Contribute to the review, update and development of credit policies, procedures and

  guidelines

• Review and assess the impact on the credit business of new regulations and guidelines

  issued by relevant authorities in Luxembourg, Frankfurt and Singapore

• Work on the maintenance, design, testing and implementation of new and existing credit

  tools (project work)

• Drive & support the implementation of a valuation framework of bonds & equities in close

  collaboration with the Credit function

 

skills

 

• University degree in Economics / Mathematics / Statistics.

• Good understanding of financial markets and pricing of fixed-income instruments

• Deep analytical understanding and advanced statistical skills

• Experienced in modelling data and creativity in finding adequate solutions using MatLab /

  VBA / R or similiar tools..

• Excellent command of English language

• Securities lending knowledge

• Database querying (SQL)

• Microsoft Excel & Microsoft Access

• Communication skills

• Team spirit

 

• Knowledge of key regulation (MaRisk, CSDR, CSSF 12/552)

 

 This is an excellent opportunity for an Credit Risk Specialist who is looking for new challenges. Please, get in touch if interested.