Credit Risk Officer

Your missions:

• Support the development, enhancement and maintenance of credit portfolio and structured credit portfolio models, including related calculation engines
  
• Contribute to both the technical implementation and methodological refinement of credit risk models
  
• Independently extract, query, clean, transform and structure data from IT systems and perform quantitative analyses
  
• Interpret analytical results and draw meaningful quantitative conclusions to support risk assessment
  
• Contribute to the design, development and implementation of statistical, predictive and Monte Carlo-based models
  
• Perform portfolio and risk analyses using quantitative techniques to support risk measurement and decision-making
  
• Convert Excel-based calculations into Python or other analytical languages and contribute to process automation and optimisation
  
• Support the integration of analytical tools and models into production systems
  
• Execute and analyse scenario-based assessments, including stress testing and sensitivity analyses
  
• Contribute to ensuring methodological and data consistency across risk calculations within a coherent risk measurement framework
  
• Prepare, maintain and improve documentation covering methodologies, model assumptions and analytical processes to ensure transparency and governance compliance
  
• Collaborate with modelling teams, IT and other stakeholders across the organisation and communicate quantitative findings clearly to both technical and non-technical audiences
  

Your profile:

• University degree in Mathematics, Finance, Economics or another quantitative discipline; post-graduate studies or relevant professional qualifications are an asset
  
• Minimum 3 years of relevant professional experience in credit risk modelling, portfolio modelling, credit risk analytics or a similar quantitative role within banking or finance
  
• Knowledge of structured credit portfolios is considered an advantage
  
• Strong analytical and problem-solving skills with the ability to interpret and communicate complex quantitative concepts clearly
  
• Good understanding of credit risk measurement methodologies and related analytical tools
  
• Solid data management skills with the ability to independently extract, query, combine and analyse structured and unstructured data from IT systems
  
• Proficiency in analytical and programming languages such as Python and SQL; knowledge of other programming languages is an asset
  
• Familiarity with Business Objects is considered an advantage
  
• Strong command of MS Office tools, particularly Excel, Word and Outlook
  
• Ability to collaborate effectively with multidisciplinary teams in an international environment
  

Please note that this assignment may be extended, in accordance with Luxembourgish law, for a maximum duration of one year.

Interested in this opportunity? Apply now!