Turns out to be easy as I found out myself after a night's sleep:
Code:
WITH 
    MEMBER [Measures].[ParameterCaption] 
    AS[Financial Date].[Short Year-Month (H)].CURRENTMEMBER.MEMBER_CAPTION 
    MEMBER [Measures].[ParameterValue] 
    AS [Financial Date].[Short Year-Month (H)].CURRENTMEMBER.UNIQUENAME 
    MEMBER [Measures].[ParameterLevel] 
    AS [Financial Date].[Short Year-Month (H)].CURRENTMEMBER.LEVEL.ORDINAL 
SELECT   
    {
	  [Measures].[ParameterCaption], 
	  [Measures].[ParameterValue], 
	  [Measures].[ParameterLevel]
    } 
    ON COLUMNS 
,
    Order(	  [Financial Date].[Short Year-Month (H)].CHILDREN, 
	  	  [Measures].[ParameterValue]  , 
	  	  DESC
	     )
    ON ROWS 
FROM 
    (   SELECT 
		  ( { [Head Count].[Employee Status Code (H)].[Employee Status Code].&[A] } ) 
		  ON COLUMNS 
	   FROM 
		  [Fact Head Count]
    )
Result:
Mezer_11-29_09-41-31.png