https://goo.gl/kHPmqo Senior ALM Risk Analyst (M/F)Our client, a well-established international bank, is looking for a Senior ALM Risk Analyst (M/F) - Financial Risk Management based in Luxembourg.Your role:Setting up a professional tool for the interest rate monitoring of the Bank Balance Sheet;Analysing the interest rate gap and making scenario analysis;Monitoring the interest rate/spread sensitivity and to stay within the internal limit;Analysing the Bank Net Interest Margin;Producing, analysing, optimising interest and margin Stressed Tests for regulatory and internal purpose;Producing IRR analysis for internal stakeholders.Your background:Master's Degree in Economics, Finance or similar;Previous experience in financial markets particularly in Risk Management;Strong interest rate risk exposure;Knowledge of market risk measures, regulations such as Basel / CRD / CCAR;Knowledge of financial software such as BLS, Fermat, Kondor , Bloomberg, Excel, Access, VBA;Fluent in English and French.To gain:The opportunity to grow in an international environment;An interesting salary package linked with your background and performance.Successful applicants will be contacted within 1 week and we guarantee the confidentiality of your application providing with more than 25 years of recruiting expertise. MarketRisk
