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Graduate Counterparty Credit Risk - 105257

Luxembourg (Luxembourg)

Job Details
Job Title
Graduate Counterparty Credit Risk
Job ID
LU - Luxembourg
Full/Part Time
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EIB Posting

The EIB, the European Union's bank, in the framework of its GRAD programme, is seeking to recruit for its Risk Management Directorate (RM) – Financial Risk Department (FIN) – Derivatives Division (DER) – Counterparty Credit Risk Unit (RKU), at its headquarters in Luxembourg, a:

Graduate Counterparty Credit Risk

This is a full time position

The term of this contract will be 1 year

Panel interviews are anticipated for end of September.


Under the guidance of Senior RM professionals, the candidate will assist the team and actively contribute to the control and reporting functions of the derivatives division. S/he will contribute to the effective implementation of risk management for derivatives transactions in line with EIB financial risk policies by supporting the derivatives valuation, risk measurement and risk reporting processes.

Operating Network

You will report to the Senior Derivatives Risk Officer and work in close collaboration with the Head of Division and a team of Risk Officers.  You will have regular contact internally with colleagues in Risk Management (RM).


  • Perform controls of counterparty risk measures such as Potential Future Exposure and Expected Positive Exposure.
  • Produce and analyse daily risk reports showing counterparty exposures and limit use.
  • Contribute to the counterparty credit risk mitigation processes envisaged by ISDA/CSA agreements.
  • Perform controls of derivatives valuations and valuation adjustments such as CVA and DVA.


  • University degree in banking and finance, ideally in risk management or financial mathematics.
  • Some work experience in risk management and/or related to derivatives.
  • Good understanding of derivatives valuation and risk models.
  • Familiarity with counterparty and/or market risk management concepts and tools.
  • Strong knowledge of MS Excel, VBA and SQL programming.


  • Achievement Drive: Continually keeps an eye on performance, focusing on improving it, showing drive and determination to meet short and long-term goals.
  • Change Orientation: Adapts to differences and changes in the environment; takes a flexible approach to reach outcomes.
  • Collaboration: Works cooperatively as part of a team; works collaboratively with peers across organisational boundaries based on a genuine interest in and an accurate understanding of others and their individual perspectives and concerns.
  • Organisational Commitment: Is willing to commit to an organisation whose mission is to support Europe and is open to diversity, and to align her/his own behaviour with the organisation’s needs and intrinsic values, acting with integrity in ways that promote the organisation’s mission, policies and rules.

We are an equal opportunity employer, who believes that diversity is good for our people and our business.  As such, we promote the inclusion of suitably qualified and experienced staff without regard to their gender, age, racial or ethnic origin, religion or beliefs, sexual orientation/identity, or disability (*).

Deadline for applications: 1st August 2018 

(*).  We particularly welcome applications from women and persons with disabilities.


Before applying, please make sure that you have read the requirements for the position and that you qualify.
Applications from non-qualifying applicants will most likely be discarded by the recruiting manager.

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  • Organization: EIB - European Investment Bank
  • Location: Luxembourg (Luxembourg)
  • Grade: Junior - Internationally recruited position - Junior level
  • Occupational Groups:
    • Banking and Finance
    • Cash-Based Interventions
  • Closing Date: 2018-08-01

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