Market Risk Analyst - Luxembourg - Caceis Bank Luxembourg
Description
Market Risk Analyst H/FDétail de l'offre
Informations générales
Entité
CACEIS est la filiale d'asset servicing des groupes Crédit Agricole et Santander, dédiée aux sociétés de gestion, compagnies d'assurance, fonds de pension, banques, fonds de private equity et real estate, brokers et grandes entreprises.
Présent en Europe, en Amérique du Nord, en Amérique du Sud et en Asie, CACEIS propose une gamme complète de produits et services : exécution, compensation, change, prêt-emprunt de titres, conservation d'actifs, banque dépositaire et administration de fonds, agent de transfert, support à la distribution des fonds, solutions de Middle-Office et services aux émetteurs.
Avec 7 000 collaborateurs et un large portefeuille de clients, CACEIS est un leader européen de l'Asset Servicing et compte parmi les principaux acteurs mondiaux.
En agissant chaque jour dans l'intérêt de la société, nous sommes un groupe engagé en faveur des diversités et de l'inclusion.
Référence
Date de parution
10/04/2024
Description du poste
Type de métier
Types de métiers Crédit Agricole S.A. - Risques / Contrôles permanents
Types de métier complémentaires
Types de métiers Crédit Agricole S.A. - Gestion d'Actifs
Types de métiers Crédit Agricole S.A. - Financement et Investissement
Intitulé du poste
Market Risk Analyst H/F
Type de contrat
CDD
Poste avec management
Non
Cadre / Non Cadre
Non cadre
Missions
Within the Risk Management Department of our management company Luxcellence Management Company, the Market Risk Analyst will join the team specialized in market risk.
- Value at Risk (VaR)
- Market stress tests: Shocks on rates, credit spreads, equity markets, currencies, etc.
- Backtesting (Kupiec, Christoffersen, Mixed Kupiec, etc.),
- Liquidity of portfolios under normal and stressed market conditions,
- Sustainability profiles (ESG),
- SRRI and SRI risk indicators based on UCITS and PRIIPS regulations respectively,
- Dedicated analysis on assets with a particular risk profile: Contingent Convertibles, structured products, etc.
- Collect and control the information necessary for the production of risk indicators,
- Produce risk indicators,
- Analyze the results and check their consistency to identify any actions to be taken by the management company,
- Improve the indicators production process (VBA and Access projects),
- Present the results of the research to the various committees of the company,
- Understand the risks inherent in portfolio strategies and propose appropriate risk measures.
You will never walk alone : at Luxcellence we have a developed team spirit, and as a junior risk analyst you will benefit from the experience of advanced risk analysts.
Localisation du poste
Zone géographique
Europe, Luxembourg
Ville
LUXEMBOURG
Niveau d'études minimum
Bac + 5 / M2 et plus
Formation / Spécialisation
Master's degree in finance with an asset management /risk management focus or equivalent qualification.
Professional qualifications passed or in progress (CFA, FRM, CAIA...) would be considered as an asset.
Niveau d'expérience minimum
0 - 2 ans
Expérience
- Knowledge of different financial instruments: Modeling, calculation of PnL, etc.
- Knowledge of the main market risk indicators: VaR, Stress tests, SRRI, etc.
- Knowledge of activities related to the world of investment funds as well as the applicable regulations.
Compétences recherchées
You have analytical spirit and the ability to understand various concepts quickly.
You're able to work within a team and autonomously.
Outils informatiques
Good knowledge of Microsoft Office with strong focus on Excel, Access and VBA.
Langues
Fluent in French and English
Job ID
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