Derivatives Counterpary Risk Officer H/F

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Banque européenne d'investissement

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Derivatives Counterpary Risk Officer H/F
Offre proposée par Banque européenne d'investissement
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Informations clés

  • Entreprise:
    Banque européenne d'investissement
  • Référence:

  • Localisation:
    99999 - LUXEMBOURG
  • Type de contrat:
    CDI - CDD

Description du poste et missions



You will contribute to the risk management for Derivatives transactions by (a) proposing risk policies, (b) implementing and monitoring counterparty credit risk measures, including Expected and Potential Future Exposures and regulatory exposure measures; (c) reporting counterparty credit risk limit use and availability; (d) computing internal credit, liquidity and funding charges for derivatives, (e) assessing new counterparties and transaction types and (f) contributing to assessment and negotiation of ISDA/CSA agreements.

Operating Network

You will work in close cooperation with the Head of the Derivatives Division and a team of Risk Officers, with also regular contact with colleagues in Treasury, Capital Markets, Legal, IT, Internal Audit, and Model validation, as well as with external Derivatives counterparties and Software vendors.


Propose and implement changes in derivatives risk management policies, processes and procedures, in line with new regulations and best practices
Implement internal models for Expected and Potential Future Exposure and regulatory derivatives exposure measures
Backtest and perform other controls of the internal models, identify and implement corrective actions
Report on risk positions, limit use and counterparty availability for new operations
Produce opinions on the impact of new transactions, novations and changes in ISDA/CSA documentation on the risk profile and the internal credit, liquidity and funding charges
Propose risk management actions in case of limit breaches and credit events
Represent the unit with other domains in the Bank (front and back office, legal services, IT services, model validation and internal audit) in order to ensure that appropriate internal cooperation and controls are maintained


University degree, preferably in finance and or a quantitative background. Post-graduate studies and PRMIA, GARP or CQF certificates will be an advantage
At least 3 years professional experience acquired with a major derivatives dealer or user, with extensive implication in derivatives counterparty credit risk management
Strong knowledge of counterparty risk quantification and derivatives including Potential Future Exposure and capital charges calculations
Deep understanding of counterparty credit risk mitigation, including ISDA/CSA documentation
Experience in working with XVA adjustments (CVA, DVA, CollVA, FVA, KVA, LVA, AVA)
Good knowledge of BCBS regulations, EBA standards and best banking practice in the field
Knowledge of programming languages, especially C#, Visual Basic and SQL
Excellent knowledge of written and spoken English, and a good command of French*Excellent knowledge of English and/or French(*), with a good knowledge of the other. (Knowledge of other EU languages would be an 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 du candidat

  • Expérience souhaitée : 2 à 5 ans
  • Diplôme requis : Bac + 3

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