Risk Analyst

  • 350€ - 450€
  • Luxembourg Luxembourg Luxembourg LU
  • Contract, Full time
  • Skillfinder International
  • 19 Apr 18 2018-04-19

Risk Analyst Leading financial organisation is looking for an experienced Risk analyst. The ideal candidate will have strong understanding of credit risk and have previous experience with data modelling.

Risk Analyst
 

Leading financial organisation is looking for an experienced Risk analyst. The ideal candidate will have strong understanding of credit risk and have previous experience with data modelling.

Tasks/responsibilities

·        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
       
Qualifications/required 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)