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Liquidity Risk Officer H/F

Le 29 avril

Critères de l'offre

  • Basse-Normandie
  • CDD , CDI
  • Temps Plein
  • Expérience requise : débutant à 1 an
  • Domaines d'expertise : Audit , FRM , Microsoft network , ALM , Trésorier Voir plus , Financial reporting , Monitoring , PRM , Financial , Support , VBA , Quantitative , Process , Professional experience , SQL , Maintenance , Business reporting , Marche financier , Orientation , Lcr , Manageur , Android , Ifrs , CRR , Liquidity , Businness Objects , ALGORITHMIE , EBA , Parts , Business Requirements , Financial Risk , Compliance , Mathematics , Information Technology , Conseil , Finance , Ibm , Data Quality , Test de résistance , Production , Risk management , Excel , Approach , Determination , Statistics , Risk , Flexible , Lending , REACh , NSFR , Changes , Economics , Optimization , Physics Voir moins
  • Niveau d'études : CAP / CFPA , Bac. Général

Description du poste

Purpose

Contribute to the optimisation of the liquidity, funding and lending functions of the Bank through the elaboration and implementation of policies in a specific domain of liquidity risk, as well as through the monitoring, management and reporting on related risk exposures.

Operating Network

You will work closely with the EIB Departments involved in financial matters, and also interact with peer institutions, consultancy and audit firms, supervisors and regulators, for risk management matters.

Accountabilities

Perform Liquidity risk reporting, on a daily, weekly and/or monthly basis.
Supervise data control process of the unit in order to ensure the production of the risk reports on the basis of up-to-date and reliable data.
Supervise testing of Liquidity risk applications and define processes to address data quality issues with a focus on liquidity risk matters.
Formulate independent opinions on operations and proposals embedding liquidity risks.
Proactively advise the Head of Division / Head of Unit and provide guidance to more junior staff in the conception/execution of risk processes.
Ensure back-up of reporting tasks in the other areas of activity of the Unit.
In a team with other colleagues participate in the Bank's projects to ensure on-going compliance with best banking practices in the area of liquidity risk management.
Contribute to the maintenance and update of the Financial Risk Guidelines and related procedures and methodologies in the domain of liquidity risk.
Contribute to the official financial reporting of the Bank, in particular for what concerns IFRS disclosures.

Qualifications

University degree in a quantitative subject such as Maths, Physics or Statistics, with exposure to finance, or in Finance/Economics and with a solid quantitative background. Post-graduate studies in the above areas and/or a relevant professional qualification, such as the PRM or FRM certificate, would be an advantage.
At least 3 years of relevant professional experience in ALM, Risk Management, Treasury.
In-depth knowledge of Liquidity Risk Regulatory framework foreseen in BCBS and CRDIV/CRR framework including related EBA technical standards and guidelines (LCR, NSFR, ALMM, intraday framework & ILAAP).
Proven experience in business requirements development for liquidity risk projects.
Good knowledge of financial principles, methods and techniques applied to price and value the instruments used in financial markets, stress testing methodologies.
Excellent knowledge of MS Excel, VBA programming, Business Objects, SQL.
Familiarity with IBM Algorithmics would be an advantage.
Excellent knowledge of English and/or French and a good command of the other*. Knowledge of other EU languages would be an advantage.

Competencies

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.

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