Hays is looking for a Senior Credit Risk Analyst for one of its clients based in Luxembourg.

• Permanent contract via a payrolling company ; or freelance contract (5 monts mission)
• Full on-site position
• French and English fluent are mandatory
• Immediate availability is required
• Annual gross salary between 80 000€ and 90 000€

The role primarily involves the periodic production of Risk-Weighted Assets (RWA) and Expected Credit Losses (ECL). In this context, you must be able to perform the following tasks:

• Data reconciliations with the accounting department.
• Quality controls of the data introduced in RFO Master (database) and used in different computation tools.
• Monitor data quality, address each issue discovered at each step to the adequate contact and implement action plan to solve the issue via manual corrections to ensure the RWA and ECL correctness.
• Computation of Credit RWA based on Basel III finalization framework, used for the calculation of the capital adequacy ratio (pillar I);
• Production of the ECL according to IRFS9 standards;
• Ensure ECL/RWA computation process meet the various deadlines;
• Perform analysis and explanations on quarterly RWA and ECL variations;
• Monitor the Credit RWA and ECL results
• Presentation of the results to the stakeholders with Power BI.
• Acting as expert regarding Credit RWA and ECL subjects for the Bank in coordination with the Risk Management department;

Simultaneously, you will actively participates in various internal projects and works to improve the team's experience (Automation, adding the appropriate controls in the automated tool, improving processes, and the team’s documentation).

• Significant involvement in various internal bank projects (e.i. FinRep, reversion to STD,…);
• Continuous improvement of IT controls’ framework and automation;
• Improving the documentation of the team;
• Answering proactively to the ad-hoc requests.

SKILLS AND EXPERIENCE

• Banking / Audit experience of at least 5 years in Risk Management, Finance or Audit
• Good knowledge of CRRIII;
• Good knowledge of IFRS9.
• Appetite for coding and for tinkering with data in a software (SQL, Python, VBA);
• Knowledge of Moody’s Risk Authority tool (RAY and RCO Impairment);
• Knowledge of Power BI.
• Strong communication and interpersonal skills;
• Team spirit as this position is in constantes interactions with other colleagues;
• Curiosity, proactive and share the knowledge;
• Problem-solving skills;
• Positive and constructive attitude;
• Time management: prioritization, effectifs plannings;
• Client-oriented mindset;
• Take ownership and willingness to become expert of the data used in ECL/RWA calculation