Asset Liability Management and Financial Structuring Officer
On-siteLuxembourg, Luxembourg, Luxembourg
Job Summary
Monitor and analyse EFSF/ESM structural risks (liquidity, interest rate, and foreign exchange) to produce ALM reports and define strategies for mitigating liquidity profile risks. Use data modelling techniques to compute, forecast, and optimise costs and risks, while refining or building quantitative models to measure liquidity positions and potential future exposure for derivatives portfolios. Design and automate quantitative and reporting tools on key structural risk metrics, contributing advisory input to ESM management on financial risk factors impacting balance sheets. Work closely with internal divisions to integrate information layers for critical strategic advice supporting senior management.
Required Qualifications
- Advanced university degree or specialisation in a quantitative field (finance, economics, computer science, engineering, or mathematics or equivalent)
- Ideally, between one to five years of relevant experience in ALM, investment, treasury, and/or risk management, preferably acquired in a financial services environment
- Solid data analysis skills, statistics, and quantitative analysis skills
- Knowledge of financial data modelling, financial risk concepts, financial derivatives, and risk management techniques
- Ability to code in Python, R, VBA, or another programming language
- Knowledge of relational databases (Microsoft SQL server, MySQL, SQLite)
- GIT knowledge for code and control versioning
- Experience with business intelligence tools and concepts (Microsoft Power BI and/or Tableau)
- Experience with Microsoft Office Suite (Excel, Word, PowerPoint)
- Excellent oral and written communication skills in English
- Contract type: two-year fixed-term contract
- Place of employment: Luxembourg
- Current working arrangements: possibility to work remotely, usually up to two days a week, from Luxembourg and the border region (or from further away under certain conditions)
Desired Qualifications
- A professional qualification, such as FRM, CFA, CQF, ECDL Certificate or similar would be an asset
- Any additional languages are an asset
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