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Luxembourg - Financial risk analyst

Date: Dec 2, 2021

Location: Lussemburgo, LU

Company: Intesa Sanpaolo Group

Intesa Sanpaolo is the banking group leader in Italy. Assisting more than 14,6 milion of retail customers through a network of 5360 branches, it significantly supports the development of Companies and gives an important sustain to the country's growth. The Group has a selected retail banking presence in Central and Eastern Europe, the Middle East and North Africa, with approximately 1,000 branches and 7.2 million customers in 12 countries. Intesa Sanpaolo is also present in 25 countries in support of its corporate customers’ cross-border business. It is looking for new qualify profiles who want to face demanding and challenging career path with the following requirements:

Scope and Purpose

•    In charge of risk quantification, analysis and reporting including: liquidity risk management (LCR, NSFR, ALMM, Stress testing), IRRBB, investment limits, foreign exchange position.
•    Contribute to the monitoring and development of the risk management framework in accordance with regulatory requirements and bank policies.
•    Conduct investigation on potential risks identified; provide analytical explanation and drafting reports.
•    Identify, analyze and disaggregate structured and complex deals into the appropriate risk instruments for valuation.
•    Ensure that risk systems and models consistently and fully capture all risks.
•    Improve efficiency of risk controls and reporting through automation of processes.
•    Support to the regular review, updates and implementation of Risk Policies and procedures.
•    Assist and ensure follow-up in audit review.
•    Provide analytical support in the preparation of the relevant documentation and reporting to the corporate bodies.

Required Experience

Master degree in Finance or Economics, Finance, Mathematics, Statistics with at least 3-4 years of expertise as risk analyst in the banking industry.
An additional diploma or professional qualification in Risk management such as FRM is an advantage.

Competencies Required

•    Deep background on local and European banking regulation.
•    Extensive knowledge of financial markets and products.
•    Understanding the issues involved in banking business, including key financial dynamics and accounting drivers.
•    Sound understanding of pricing and risk management of financial instruments is required.
•    Technical knowledge of balance sheet components and principals.
•    Well-developed Excel and PowerPoint skills, database query language. 
•    EU Banking regulation, in particular CRR, DA 2015/61, EBA guidelines and instructions, additional background on credit risk management would be an advantage;
•    Technical expertise on liquidity and interest rate risk management.
•    Knowledge of the balance sheet of universal banks is required.
•    Ability to perform tasks with a high degree of accuracy and precision, pro-actively solve problems and escalate issues.
•    Data analysis skills (SQL/Excel/Access)
•    Knowledge of Bloomberg's risk tools would be an advantage


Languages:
Excellent written and spoken English. French and Italian as a value added.    

•    Liquidity risk
•    Financial Markets regulation
•    European Regulation
•    Balance Sheet
•    Technical and architectural knowledge in the field of big data, datawarehousing and analytics
•    Bloomberg's risk tools
•    Risk Management
•    Financial Instrument
•    Office Automation
•    Communicator
•    Analysis and Synthesis
•    Problem solving
•    Analytical, rigorous, with attention to details and accuracy. Able to analyse complex information, to identify the key issues and to propose solutions.
•    High level of drive and resilience, high degree of personal accountability and ability to prioritize and deliver in a dynamic environment.
•    Good communicator with the ability to challenge the others and propose alternative solutions, able to communicate and to built-up relationship with the team and the front business units.

 

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