Economist / Investment fund risk analyst (m/f)
The division « Risk management – Risk Macro » of the « Prudential supervision and risk management » department of the « UCI Departments » wishes to reinforce its staff.
Role & responsibilities
- Perform data-driven analyses related to risk management and financial stability in the field of investment funds
- Prepare internal analytical reports on the results of the data-based risk analysis from both a micro- and macroprudential perspective and ensure follow-up with supervised entities
- Prepare CSSF publications on the results of the risk analyses
- Conduct ad hoc risk surveys in the area of investment funds
- Contribute to the ongoing development of the reporting framework, the risk analysis approach as well as related analytical tools
- Prepare and, as a representative of the CSSF, participate in and contribute to specific data-driven work at national, European and international level related to risk management and financial stability in the field of investment funds (e.g. ESMA, ESRB, FSB, IOSCO)
- Interact directly with responsible personnel/specialists of the supervised entities
- Master's degree in Economics, Finance or Mathematics with a specialization in quantitative economics/finance; a PhD would be an asset
- A complementary diploma in risk management or quantitative economics/ finance would constitute an advantage (e.g. FRM)
- Professional experience of 5 years or more in the field of risk management/ modelling
- Good knowledge of the regulatory framework (UCITS, AIFMD, CESR/ESMA guidelines) would be beneficial
- Proficiency in written and spoken English and/or French, while a good command of the other language is required. Luxemburgish or German will be considered as an advantage
- Good analytical, organisational, writing, synthesis and communication skills Quantitative analysis/modelling skills would be beneficial
- Ability to work both autonomously and as part of a team
The successful candidate (m/f) will be hired as public employee (“employé de l’Etat”) under a permanent contract. If the candidate meets the required conditions, s/he will be asked to apply for admission to the status of civil servant (“fonctionnaire de l’Etat”).
Prior to the conclusion of the contract, the candidate must submit an extract from the criminal record (bulletin n°3), dated less than 2 months, in order to prove their conduct and integrity.
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