Risk Management Officer – ALM & Market Risk H/F

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Banque européenne d'investissement

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Risk Management Officer – ALM & Market Risk 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


Contribute to the optimisation of the funding and lending functions of the Bank, through the elaboration and implementation of policies in a specific domain of financial risk (e.g. ALM, interest rate risk, foreign exchange risk), as well as through the monitoring, management and reporting of related risk exposures

Operating Network

You will work closely with the Departments involved in financial and control matters, especially with the Finance Directorate, the Directorate for Lending Operations and Financial Control.  You will also interact, where appropriate, with external counterparts and both Internal and External Auditors.


Define, refine and update financial risk measurements, enhancing the current reporting system and introducing further indicators, as required
Identify and help implement new management information and market risk management systems by increasing and improving the use of existing IT tools (mainly, but not limited to Algorithmics, Bloomberg, WS Treasury and Loans)
Contribute to the configuration of the Bank’s risk management tools (e.g. Algorithmics) in order to facilitate the production of the risk reports of the Unit
Contribute to the definition and testing of RM Datamart and Algorithmics under standard maintenance and/or specific projects
Contribute to the monitoring of the Bank’s Interest Rate risk, FX and/or Spread risk positions and the production of relevant reports
Contribute to the data control process of the Division (collection, analysis, correction and formatting) in order to ensure the production of risk reports on the basis of clean, up-to-date and reliable data 
Participate in the elaboration and documentation of ALM and Financial Risk policies by keeping up-to-date with market best practice and translating it into documented methodologies
Contribute to the maintenance and update of the Financial Risk and ALM Guidelines and related procedures and methodologies
Control compliance with approved procedures and policies
Advise and formulate independent opinions on operations/proposals with embedded financial risks
Ensure back-up of reporting tasks in the other areas of activity of the Unit


University degree, preferably in Economics, Finance, Mathematics or another quantitative subject.  Post-graduate studies in these areas would be an advantage
At least 3 years of relevant professional experience in ALM, Risk Management, Capital Markets, or Treasury
Familiarity with quantitative and modelling tools (e.g. yield curve modelling, VaR methodology)
Good knowledge of the principles, methods and techniques applied to price and value financial instruments (e.g. fixed vs floating rate products, swaps, basic options)
Proven track record in the formulation, development and implementation of risk management and ALM strategies and their related operational processes (Front & Back Office, Accounting, IT etc.)
Understanding of IFRS/IAS accounting principles would be an advantage
Proficient knowledge and experience in using Excel to value financial instruments. Basic automation or programming skills
Knowledge of relevant regulations/Best Banking Practices in the field of Interest Rate and FX Risk Management
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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