current vacancies


Risk Analyst(f/m) financial area / Luxembourg P038

On behalf of our client an international finance institute, we are looking for external support with skills and abilities as stated below.

Field of activity

Group Credit’s objective is to ensure that business activities are conducted within a prudent credit risk framework that is consistent with the bank’s credit appetite and in compliance with regulatory and supervisory requirements. In your position as Risk Analyst you will drive the implementation of a framework for the assessment of credit and market risk on securities lending, including stress testing, model validation and back-testing.. You will also provide support and recommendations to senior management.


• Assess credit risks on the debt / bond market
• Provide reporting and statistics on the collateral held
• Evaluate the criteria taken into account for collateral eligibility and search for improvements in the criteria used and the quality of data
• Provide support on credit and collateral issues, to various departments such as Sales, Risk Management, etc.
• Contribute to the review, update and development of credit policies, procedures and guidelines
• Review and assess the impact on the credit business of new regulations and guidelines issued by relevant authorities in Luxembourg, Frankfurt and Singapore
• Work on the maintenance, design, testing and implementation of new and existing credit tools (project work)
• Drive & support the implementation of a valuation framework of bonds & equities in close collaboration with the Credit function

Qualifications/required skills

• University degree in Economics / Mathematics / Statistics.
• Good understanding of financial markets and pricing of fixed-income instruments
• Deep analytical understanding and advanced statistical skills
• Experienced in modelling data and creativity in finding adequate solutions using MatLab / VBA / R or similiar tools..
• Excellent command of English language
• Securities lending knowledge
• Database querying (SQL)
• Microsoft Excel & Microsoft Access
• Communication skills
• Team spirit

• Knowledge of key regulation (MaRisk, CSDR, CSSF 12/552)

Additional information

· Start date of assignment: asap
· Initial contract duration: until 31.12.2018 (possible extension)
· Degree of employment: Full-time
· Location: Luxembourg

If that position is of interest for you, please do not hesitate to contact us.


VTS Consulting GmbH
Fox Department
Schumannstraße 65
60325 Frankfurt am Main

Tel: +49-69-972059-21
Fax: +49-69-972059-26