Risk Management and Monitoring Division - Guarantees & Securitisation Risk Management Unit (GS RM)

The Risk Management Officer will report to the Head of Unit in the risk management of EIF's Guarantees & Securitisation (GS) activities. S/he will work in close collaboration with the Head of Division for the development of stress testing and portfolio management across EIF product lines.

Responsibilities
Autonomously lead the development of stress testing and portfolio management for the risk analysis of GS investments:

* Establish and manage the necessary concepts, data and tools to enable the portfolio risk analysis of GS investments.
* Propose adequate credit risk policies in the domain of GS to reflect capital allocation and pricing issues.
* Coordinate stress testing across EIF product lines

In collaboration with other GS RM team members:

* Give support, on an ongoing basis, in respect of risk management of EIF's GS activities.
* Formulate independent opinions for new GS transactions.
* Apply methodologies, processes and tools (incl. quantitative models) for risk management

Qualifications


* University degree (preferably at PhD level) in a quantitative field (finance, economics, actuarial science, statistics or another related area).
* Between 4 to 6 years' professional experience in the finance sector, preferably as risk analyst, financial officer, auditor or management consultant.
* Experience in the guarantees/insurance and/or structured finance/securitisation industry would be an advantage.
* Advanced skills in Matlab, VBA, Business Objects and other relevant IT tools would be an advantage.
* Excellent knowledge of English, both oral and written. Knowledge of other EU languages would be an advantage.

Competencies


* Good team-working and communication skills.
* Outstanding analytical capacity.
* Interpersonal skills for dealing with internal and external contacts.
* Disciplined approach whilst maintaining creativity and lateral thinking for problem solving
* Ability to work within tight deadlines, to respond swiftly and effectively to new situations, to anticipate new issues.