Expert on Liquidity Risk (m/f)


The succesful candidate will join a small team of experts dealing with the management and measurement of financial risks and will focus primarily on issues related to liquidity and related risks. As part of a horizontal division within the Banking Supervision Department he/she will be tasked with a broad spectrum of files on liquidity risk and potentially cutting across different types of risks.

Role & responsibilities

  • Monitor the performance of banks' regulatory reportings on liquidity risk (e.g. LCR, NSFR, AMML)
  • Support line supervisors in their ongoing supervision tasks related to liquidity risk
  • Be in charge of national policy issues in relation to liquidity risk
  • Participate in possible initiatives to improve the design of liquidity monitoring tools at national and international level
  • Assist in the preparation of on-site missions covering liquidity risk
  • Act as representative of the CSSF at European/international working groups on liquidity-risk-related issues
  • Technical support in areas connected to liquidity risk on an ad hoc basis (e.g. macro-prudential analysis, stress testing)
  • Participation in ongoing work related to other connected financial risk areas (e.g. market risk, interest rate risk in the banking book (IRRBB), securitisation)

Please note that this position will require frequent business trips.

Your profile

  • Master's degree in economics or finance ideally with a specialisation in financial risk management
  • At least 2 years of relevant professional experience in the financial sector (e.g. in financial risk management, asset and liability management, Treasury)
  • Knowledge of the regulatory framework (CRR/CRD, binding technical standards, EBA guidelines) is a strong asset
  • Good knowledge of data processing and visualisation techniques (e.g. PowerBI, R/RStudio) would be highly valuable
  • Proficiency in written and spoken English as well as French or German. Luxembourgish is considered as an asset
  • Excellent writing, analytical and synthesis skills
  • Ability to work autonomously and as part of a team
  • Availability for short assignments abroad

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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