COLLATERAL RISK ANALYST (m/f/d) - Career A1

The Banque centrale du Luxembourg (BCL), member of the Eurosystem, is currently seeking to recruit a(n):

COLLATERAL RISK ANALYST (m/f/d) - career A1

Full time - (ref. 08/RFO2/2026)

Your mission:

Within the Financial and Operational Risk Management Department, in the Collateral Risk Management section, your responsibilities include the implementation and continuous improvements of processes, the monitoring and analysis of collateral and counterparty data and risk indicators, and ensuring periodic reporting to key stakeholders, in compliance with the BCL procedures and/or the Eurosystem’s collateral framework.

Your responsibilities:

• You develop new models and/or propose improvements for the current Collateral and Counterparty monitoring systems based on AI tools;
• You perform regular quantitative and qualitative analyses and contribute to the reporting of collateral and counterparties key risk indicators;
• You play an active role in the implementation and continuous improvements of risk management reports;
• You assist in the design, implementation, review and improvement of financial and collateral risk management related analytical models;
• You contribute to the continuous digitalisation/automation of manual processes and their documentation;
• You take part in various meetings and working groups within the Bank and at the Eurosystem level.

Your profile:

• You have a Master's degree or equivalent in financial technology, financial mathematics, quantitative risk management or similar;
• You are proficient in programming skills (e.g. Python, VBA, BusinessObjects, Matlab) and the use of AI, ML, Big Data and Data Analytics tools;
• You are able to document the processes and the developed tools/codes;
• You have strong quantitative and analytical competencies and an appetite for data analysis tools;
• A minimum of 3 years of experience in a similar role would be an advantage;
• You are fluent in English and ideally in French; Luxembourgish and/or German would be a distinctive advantage;
• You have good interpersonal and communication skills at all levels and in an international environment;
• You have the ability to work autonomously and independently, as well as being a good team player.

To apply, please complete the online application questions and submit your latest CV, your motivation letter as well as copy of your diploma(s).

Before signing the contract, the candidates need to present an extract of the criminal record (bulletin n°3) dating from less than 2 months. A higher education diploma obtained abroad has to be formally recognized through registration in the register of academic education by the Ministry of Higher Education and Research (MESR).

Deadline for applications: 21 June 2026