Senior ALM specialist

Our client is a reputable and international banking group, established in Luxembourg for decades.
In order to strengthen its Asset Liabilities Management department, we are looking for an ALM officer.
Your responsibilities:
Draft the annual asset & liability plan, regularly monitor the evolution of balance sheet of the Bank;
Conduct NIM (Net Interest Margin) management to keep the Bank in line with the financial target;
Construct, maintain, and upgrade the ALM model of the Bank (incl. Volume and structure analysis module, liquidity management module, IRRBB management module, FX risk management module and FTP module, etc);
Develop all kind of tools on basis of ALM model of the Bank to optimize utilization of funds;
Regularly conduct stress test with historical and hypothetical scenarios and use the result to propose adjustment and improvement measures for ALM;
Draft all kinds of reports related to ALM topic;
Assume other tasks assigned by the Head or Deputy Head of the ALM Department.
Your profile:
Bachelor’s or Master’s degree in Mathematics, Statistics, Finance or Economy;
Fluent in English, French, German or any additional language would be considered as an advantage;
At least 3-years of experience as “ALM analyst” or in overall risk management/liquidity risk management/financial analysis data analysis related field is preferred; Knowledge of Corporate/Investment Banking is a plus;
CFA will be considered as a strong asset;
Very good IT skills (SQL);
Strong analysis skills;
Self-driven and proactive;
Team worker;
Sense of discretion and confidentiality.