Financial Risk Management Officer - Market Risk & Pricing Control

The Financial Risk Management Officer will strengthen the Bank’s oversight of loan pricing and market risk by developing and maintaining robust risk policies and frameworks aligned with the Bank’s ALM framework and regulatory expectations. The role supports timely identification, assessment, and monitoring of financial risk exposures to ensure sound and controlled pricing and market risk activities.

Responsibilities

• Contribute to the implementation of the 2nd LoD oversight framework for loan pricing and market risk.
• Prepare risk assessments related to the Bank’s Interest Rate Strategy under guidance from senior team members.
• Support the validation of financial risk metrics for the EIB(G)/EIF portfolios by comparing calculations with reports produced by FI and/or CFC.
• Contribute to ongoing initiatives within the Division by helping research, document, and test new ideas.
• Test new product representations within financial risk systems.
• Review and update the ALM and Financial Risk policies by gathering information on market practices and regulatory developments.
• Follow and help ensure compliance with approved procedures and internal policies in daily activities.
• Participate in mandate-related risk assessments by supporting analysis, preparing documentation, and assisting in the monitoring of underlying financial risks.

Requirements

• University degree (minimum an equivalent to a Bachelor) preferably in Economics, Finance, Mathematics or another quantitative subject.
• Post-graduate studies in Economics, Finance, Mathematics or another quantitative subject would be an advantage.
• At least 5 years of relevant professional experience in Finance, ideally ALM, Risk Management, Capital Markets, or Treasury functions.
• Proven expertise in quantitative and financial modelling, including loan pricing, BPV and duration calculation.
• Strong knowledge of ALM and market risk management techniques.
• Demonstrated experience in implementing models and methodologies supporting the monitoring and management of market risks in banking books.
• Good communication and interpersonal skills.
• Programming knowledge (e.g C# or Python) would be an advantage.
• Experience with IT systems such as WSS (FK), Business Objects, and CompatibL is a plus.
• Thorough understanding of financial markets and relevant regulations, including money markets, capital markets, and derivatives.
• Excellent knowledge of English and/or French, with a good command of the other.
• Knowledge of other EU languages would be an advantage.

Skills

• Financial Risk Management
• Market Risk Management
• Asset-Liability Management
• Loan Pricing
• Quantitative Financial Modelling
• Financial Modelling
• BPV Calculation
• Duration Calculation
• Financial Markets Knowledge
• Treasury Functions
• Risk monitoring
• Risk Methodology Implementation
• Programming in C#
• Programming in Python
• WSS (FK)
• Business Objects
• CompatibL
• Regulatory Compliance

Languages

English, French