Job DescriptionRole & responsibilities Prepare internal risk reports based on data from a microprudential and macroprudential perspective and follow up with supervised entitiesConduct empirical analyses (using statistical inference, econometrics, or machine learning) related to risk management and financial stability in the investment funds sectorWrite articles summarizing risk analyses, which may be published externally as appropriateContribute to the ongoing development of risk analysis approaches, associated analytical tools, and the reporting frameworkPrepare for, and, as a representative of the CSSF, participate in and contribute to specific data-driven work at the national, European, and international levels related to risk management and financial stability in the investment funds sector (e.G., ESMA, ESRB, FSB, IOSCO)Interact directly with the individuals/specialists responsible for the supervised entities Your profile Master's degree (BAC+5) in Economics, Finance or Mathematics with a specialization in quantitative economics/finance; a PhD would be an assetProfessional experience of 5 years or more in the field of risk management/ modelling Experience using statistical, econometric, and/or machine learning methods Excellent written and spoken French and English. Luxembourgish or German are considered assetsA good understanding of the regulatory framework (UCITS, AIFMD, ESMA guidelines) is an advantageStrong analytical, organizational, writing, summarizing, and communication skillsAbility to work autonomously and as part of a teamThe 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.
Commission de Surveillance du Secteur Financier (CSSF), Kruchten