£52.7k - 65.9k per year
about 1 month ago
Recruiting of behalf of an Asset Servicing firm, for an experienced Market Risk Analyst to join their team in Luxembourg. You will be responsible for the Management of the Financial Risk system and will be a key figure in the development and maintenance of risk models. You should ideally have experience of trading book market risk, and existing modelling experience would be highly beneficial.
- Trading book market risk experience, including knowledge of derivatives
- Previous experience working within Investment or Wholesale Banking
- Good knowledge of VaR, stress testing, Greeks etc.
- Programming skills would be highly beneficial, specifically around VBA, MATLAB, Python, R etc.
- Exposure to Counterparty Risk would be useful
- French language skills