- 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.
• 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
• 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
• 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.