Alm and financial structuring officer M/F
Published on 26/03/2025
Hays Luxembourg
- Luxembourg, Luxembourg (Canton)
- Finance
- Between 4k and 5k € / month
Working time
Type of contract
Professional experience
Educational level
Our client, an intergovernmental organisation is looking for an ALM and Financial Structuring Officer for a temporary assignment of six months, with the possibility of extending up to a total of 12 months.
The ideal candidate contributes to the high-quality monitoring and reporting of structural balance sheet risks (liquidity, interest rate, and foreign exchange) for the company and its predecessor, as well as the analytical input for strategic institutional decision-making.
The ideal candidate is expected to design and automate quantitative and reporting tools on key structural risk metrics.
Main Responsibilities
- Monitor and analyse the company's structural risks (liquidity, interest rate, and foreign exchange) and produce ALM reports.
- Define appropriate strategies and instruments to mitigate risks arising from the company / its predecessor's liquidity profile.
- Use data modelling techniques to compute, forecast, and optimise costs and risks for the institution/ predecessor and its beneficiary Member States.
- Refine existing quantitative models and, if required, build new ones to efficiently and reliably forecast and measure the liquidity positions of the company/ its predecessor or other financial risks.
- Contribute to ALM's advisory role by informing the company management on main financial risk factors impacting institution/predecessor balance sheets.
- Support liquidity and collateral management by estimating potential future exposure for a derivatives portfolio using different analytical techniques.
- Work closely with various internal divisions to integrate multiple layers of information to produce critical company strategic advice to support senior management.
Relevant experience and skills
- Master's degree or specialisation in a quantitative field (finance, economics, computer science, engineering, or mathematics or equivalent)
- At least 2 years of experience in Asset and Liability Management
- Strong data analysis skills, statistics, and quantitative analysis skills
- Knowledge of financial data modelling, financial risk concepts, financial derivatives, and risk management techniques
- Ability to code in Python, R, VBA, or another programming language
- Knowledge of relational databases (Microsoft SQL server, MySQL, SQLite)
- GIT knowledge for code and control versioning
- Experience with business intelligence tools and concepts (Microsoft Power BI and/or Tableau)
- Experience with Microsoft Office Suite (Excel, Word, PowerPoint)
- A professional qualification, such as FRM, CFA, CQF or similar would be an asset
- Excellent oral and written communication skills in English
- Analytical and problem-solving skills
- Critical thinking and innovative mindset
- Resilience, flexibility, and ability to adapt to changes
- Team spirit and collaboration
- Inclusiveness and respect for diversity
- Developing self and others
Additional information
- Expected start date: as soon as possible
- Contract type: interim contract
