Expert on supervisory data / tools for banking supervision (m/f)

Expert on supervisory data / tools for banking supervision (m/f)

BRI-MR-ER-02

Mission

The prudential supervision of the banking sector operated by the CSSF aims at contributing to the robustness and stability of the financial sector and requires the implementation of innovative supervisory technics and tools. Especially, it implies the developments of data-driven methodologies and tools to ensure an assessment of banks based on a huge amount of information (for example coming from supervisory reporting like COREP).

In this context, the “Methodology and Reporting” division in the “Banking Regulation and Implementation” department has three main missions:

(i) Development and implementation of supervisory methodologies like the Supervisory Review and Evaluation Process (SREP) which allows supervisors to assess the risks banks face and to ensure that banks manage those risks properly.

(ii) Data collection, quality assurance and quantitative analysis of supervisory reporting regarding banking risks.

(iii) Coordination of initiatives to develop and/or use innovative tools based on new technologies (e.g., artificial intelligence) to improve supervision.

As part of the “Methodology and Reporting” division, you will act as expert on supervisory data and tools to support a broad range of projects related to data management, analysis and integration into efficient supervisory methodologies and tools.

Role & responsibilities

• As part of a team specialising in banking supervision, you will actively participate to the enhancement of analytics capabilities through your significant contribution in several missions such as:
• Re-design and improvement of existing supervisory methods and tools among other related to supervisory reportings, SREP, On-site inspections, etc.
• Implementation of new dashboards, for instance to assess the data quality of supervisory reportings via synthetic indicators and to perform benchmarking,
• Development and maintenance of new supervisory tools based on qualitative and quantitative data to meet the needs of CSSF supervisory departments and/or the ones of joint projects with the European Central Bank.
• In relation with the developments of the abovementioned tools and dashboards:
• construction of robust business datamarts based on existing IT databases,
• Use of analytical technics and softwares to implement technical solutions,
• coordination and lead of several projects.

Your profile

• Master 2 degree with a focus on data science, business intelligence, statistics/mathematics or financial risk management.
• Strong interest in finance, financial risk management and quantitative approaches.
• Proven experience (min 5 years) in banking supervision, risk management functions or in relation with data/reporting topics within the financial services sector.
• Significant experience in project management regarding data management/analyses and development of risk assessment tools.
• Good written and verbal knowledge of French and English. Knowledge of German and Luxembourgish would be an advantage.
• Proficiency in Word, Excel, and PowerPoint.
• Proficiency in VBA, SQL, R programming languages and Power BI.
• Strong analytical, synthesis and communication skills.
• Critical thinking, creativity, attention to detail, and good organisational skills.
• Solution-oriented towards business needs and in collaboration with the IT department.
• Ability to work both independently and as coordinator for different internal stakeholders.

The successful candidate (m/f) will be hired as public employee (“employé de l’Etat”) under a permanent contract. If the candidate meets the required conditions, s/he will be asked to apply for admission to the status of civil servant (“fonctionnaire de l’Etat”).

Prior to the conclusion of the contract, the candidate must submit an extract from the criminal record (bulletin n°3), dated less than 2 months, in order to prove their conduct and integrity.