As part of a horizontal division, you will be primarily working on tasks related to the prudential definition of own funds and the supervision of liquidity risk, as well as occasionally supporting activities related to the supervision of interest rate risk in the banking book (IRRBB).
Support line supervisors in their ongoing supervision tasks related to liquidity risk In charge of national prudential policy issues in relation to own funds and liquidity risk (e.g. Act as a representative or deputy member of the CSSF at European or international working groups in relation to own funds and liquidity risk
Occasionally supporting the team’s activities related to IRRBB supervision
Provide ad hoc technical support on related areas of financial risks (e.g. capital buffers, trading book boundary, stress testing)
At least 3 years of relevant professional experience in the financial sector (e.g. in financial risk management, Treasury, ALM, external audit) or a government or international agency (e.g. supervisory authority, central bank)
Proficiency in written and spoken English and French. Knowledge of German or Luxembourgish will be considered as an advantage
The successful candidate (m/f) will be hired as public employee (“employé de l’Etat”) under a permanent contract.