Senior Quantitative Analyst - IRB (M/F)
Published on 26/08/2024
Banque Internationale à Luxembourg (BIL)
- Luxemburg (Canton), Luxemburg
- Banking
Founded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is present in the financial hotspots that are Luxembourg, Switzerland, and China.
As a major player in Luxembourg's finance industry and as a signatory of the UN Principles of Responsible Banking, BIL is committed to handing over a responsible and sustainable bank to future generations.
Your next challenge:
- Developing and maintaining the models related to the credit risk quantification and related assumptions in the context of IRB models development, in line with the regulatory requirements.
- Performing various analyses for the management and regulators.
- Ensuring that the models are developed, maintained, regularly backtested and monitored in line with the Company procedures and with the regulations.
- Ensuring that all aspects of the models are maintained in a professional way and documented.
Your skills:
- Education (level): master's degree in mathematics/science/finance/economy. Minimum 4 years of experience in the implementation of IRB.
- Languages: French & English.
- Banking techniques:
- Knowledge of financial instruments and in general of banking products, banking credit activity, risk management techniques and more particularly of risk modeling and Credit Risk management
- IT Tools:
- Analytical profile, rigorous and well-organized.
- Results-oriented mindset striving to deliver on time.
- Problem-solving skills.
- Writing and presentation skills.
BIL offers a broad range of challenging projects and a huge choice of career paths .We will assist you in finding the one that best meets your skills and expectations. Your personal development is our priority and we greatly encourage you to dive into different business areas for the broadest possible experience.
BIL is firmly of the opinion that diversity & inclusion contribute towards increasing the collective performance of the Bank. We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all.
NB: The selected candidate will be asked to provide an extract from the criminal record (no.3) as evidence of integrity and justified with regard to the specific needs of the position to be filled. Other documents will be collected, to the extent legally permitted, to perform background checks.
