About the job
Why Choose Eurobank Private Bank Luxembourg?
Are you driven to make a meaningful impact while collaborating with a talented team? Eurobank Private Bank Luxembourg stands as a prestigious private banking institution dedicated to personalized service, reliability, and a comprehensive global perspective. With nearly four decades of expertise, our diverse team excels at delivering tailored solutions with integrity and innovation. If you are motivated by purpose and thrive in a collaborative environment, you will discover a culture that fosters your growth and values your contributions.
Position Overview
We are on the lookout for a seasoned professional to lead our Risk Management Team as the Head of Market and Counterparty Risk. This pivotal role involves independent oversight of the Bank’s balance sheet risks, encompassing market risk, IRRBB/CSRBB, counterparty risk, and liquidity risk. Reporting directly to the Chief Risk Officer, you will operate within a specialized team of two, with liquidity risk currently integrated into the function.
Your Key Responsibilities Will Include:
- Market and Balance Sheet Risk Oversight: Manage IRRBB/CSRBB, FX risk, and investment portfolios. Monitor limits, stress scenarios, and identify emerging vulnerabilities.
- Liquidity Risk and ILAAP: Oversee 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 analyses and dashboards to ALCO, senior management, and the Board Risk Committee.
- Framework Development: Maintain methodologies, policies, and regulatory alignment. Serve as an 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, while performing other risk-related duties as required by the CRO or senior management, aligned with the scope of the position.

