Manpower is recruiting a Financial Risk & Capital Modelling Analyst for one of its clients operating in the banking sector, based in Luxembourg, as part of a temporary assignment.
Your missions:
* Resolve recommendations related to credit, market and structured finance risk models
* Use financial risk models for Economic Capital calculation and exposure forecasting
* Maintain and update methodological and technical documentation related to risk models
* Develop and perform back-testing and monitoring assessments of risk models
* Support capital planning and reporting processes (e.g. Economic Capital, exposure reports) through calibration, operationalization and maintenance of financial risk quantification processes
* Perform data aggregation and financial risk analysis to support management reporting
* Contribute to the implementation of capital and financial risk methodologies across the institution
* Automate financial risk quantification and reporting processes
* Collaborate closely with internal stakeholders to ensure high-quality and timely deliverables
Your profile:
* University degree, preferably at postgraduate level, in Quantitative Finance, Mathematics, Physics, Actuarial Sciences, Data Science, Engineering or a related field
* Minimum of three (3) years of relevant professional experience in financial risk management
* Professional working proficiency in Python, SQL and Excel
* Proven experience in data extraction, transformation, reconciliation and data quality control processes
* Ability to work under tight deadlines and to adapt quickly in a client-focused, high-quality service environment
* Strong organisational skills with the ability to prioritise tasks effectively
* Disciplined and structured approach combined with creativity and strong problem-solving skills
* Excellent interpersonal and communication skills, with the ability to work with internal and external counterparts
* Strong team player mindset
* Excellent command of English, both written and spoken; knowledge of additional EU languages is considered an asset
Interested in this opportunity? Apply now!