Head of Market and Counterparty Risk (f/m/d) - permanent contract Luxembourg

Why Eurobank Private Bank Luxembourg?

Are you enthusiastic about having a positive impact and working with a great team?

Eurobank Private Bank Luxembourg is a trusted private bank in which a lifelong journey built on, personalized service, reliability, and global perspective. With nearly four decades of experience, our diverse team delivers bespoke solutions with excellence, innovation, and integrity. If you are motivated by purpose and inspired by collaboration, you will find an environment where your growth is nurtured, and your contributions truly matter.

Position Overview

We are seeking for an experienced to join our Risk Management Team as Head of Market and Counterparty Risk

The Head of Market and Counterparty Risk is responsible for the independent second-line oversight of the Bank’s balance sheet risks, including market risk, IRRBB/CSRBB, counterparty risk and liquidity risk. The role reports to the Chief Risk Officer and operates within a specialized team of two, with liquidity risk currently covered within the function.

Your key responsibilities will be:

• Market and Balance Sheet Risk Oversight: Oversee IRRBB/CSRBB, FX risk and investment portfolio. Monitor limits, stress scenarios and emerging vulnerabilities.
• Liquidity Risk and ILAAP: Provide oversight of liquidity metrics, funding assumptions and stress testing, contribute to the Bank’s ILAAP, contingency funding plan and ALCO materials.
• Governance and Reporting: Prepare and present risk analysis and dashboard to ALCO, senior management and the Board Risk Committee.
• Framework: Maintain methodologies, policies and regulatory alignment; act as advisor to the CRO and Treasury on balance sheet strategy and new initiatives. Lead the two-person second-line function with hands-on analytical involvement. Perform other risk-related duties as required by the CRO or senior management, consistent with the scope of the function.

You will be a great candidate if you:

• Have at least 8–10 years of relevant experience in risk management, ALM/IRRBB/CSRBB, market risk, or liquidity risk within a regulated credit institution.
• Hold a university degree in Finance, Economics, Mathematics, Statistics or a related quantitative discipline. A postgraduate qualification or relevant professional certification (e.g. FRM, CFA or equivalent) would be considered an advantage.
• Have strong hands-on capability in data analysis and reporting, including advanced Excel skills; experience with SQL, VBA or similar analytical tools would be considered an advantage.
• Are fluent in English, both spoken and written.
• Have ability to communicate effectively and deliver information in a clear, concise and comprehensive manner, collaborative spirit, agility, and can-do attitude.

What’s in it for you:

• A comprehensive remuneration package.     
• Premium health & life insurance for you, your partner and/or your family.
• Pension plan to support your future plans and long term expectations.   
• Extra days of annual leave (vs the legal minimum), in line with the collective bargaining agreement (banking convention).
• Access to exclusive discounts and perks across leisure, shopping, travel, and wellness through our employee benefits platform.   
• Monthly lunch vouchers.
• Monthly parking allowance.
• Preferential conditions on banking products through our partnership with a local banking institution

Join us!

If you think you are the right fit for this role, we'd like to hear from you! Apply by 22/03/2026.

At Eurobank Private Bank Luxembourg, we are committed to providing equal employment opportunities and prohibit all forms of discrimination. All applications will be treated fairly and with the utmost confidentiality.