Recruteur : Banque européenne d'investissement
Niveau d'étude :
Expérience professionnelle :
- Type de contrat : CDI
- Lieu de travail : Luxembourg - 99
- Publié : 21/01/2020
- Référence : 14799
Description du poste
Perform financial risk controls, credit risk controls and performance measurement/ reporting with a focus on the Treasury portfolios. Contribute to the maintenance of counterparty structures, credit limits, internal ratings and procedures used for such purposes.
You will have high levels of interaction with colleagues in the Finance Directorate and you may also have external contacts with rating agencies and consultants.
Perform daily risk controls (compliance with minimum rating criteria, interest rate sensitivity limits, credit limits and concentration limits).
Measure and analyse performance of investment portfolios (calculation of returns for assets and related benchmarks, analysis of trends, performance attribution).
Participate in the drafting and revision of financial risk guidelines in the domain of treasury portfolios.
Contribute to regular reporting activities.
Produce analytical work related to monitoring of treasury portfolios.
Maintain a database of counterparts used for treasury transactions and the related ratings.
Provide support in event of audits and maintain documentation of internal procedures.
Master’s Degree, preferably in Banking and Finance.
At least 3 years of relevant professional experience in the banking or asset management sector.
Deep understanding of interbank deposits and reverse repos, money market funds, government bonds, corporate bonds, covered bonds.
Deep understanding of concepts/methodologies related to external ratings.
Proficiency in Business Objects, Bloomberg, Bankscope and Excel VBA. Previous exposure to WSS Finance Kit would be a definite advantage.
Familiarity with joint EIB Group / EU financing initiatives (e.g. NER 300) will be a plus.
FRM / PRM / CFA certification or enrolment would be an advantage.
Excellent knowledge of English and/or French (*). Knowledge of other European languages would be a strong advantage.
Achievement Drive: continually keeps an eye on performance, focusing on improving it, showing drive and determination to meet short and long-term goals.
Change Orientation: Adapts to differences and changes in the environment; takes a flexible approach to reach outcomes.
Collaboration: Works cooperatively as part of a team; works collaboratively with peers across organisational boundaries based on a genuine interest in and an accurate understanding of others and their individual perspectives and concerns.
Organisational Commitment: Is willing to commit to an organisation whose mission is to support Europe and is open to diversity, and to align her/his own behaviour with the organisation’s needs and intrinsic values, acting with integrity in ways that promote the organisation’s mission, policies and rules.
Profil de la société
Formulaire de candidature : Postuler à l'offre