Senior Quantitative Risk Analyst
vor 4 Wochen
Banque Internationale à Luxembourg (BIL) is a leading financial institution with a rich history dating back to 1856. As a major player in Luxembourg's finance industry, we are committed to responsible and sustainable banking practices.
Your RoleWe are seeking a highly skilled Senior Quantitative Analyst to join our team. As a key member of our risk management department, you will be responsible for developing and maintaining models related to credit risk quantification, ensuring compliance with regulatory requirements.
Your Responsibilities- Develop and maintain IRB models, ensuring accuracy and compliance with regulatory requirements.
- Perform various analyses for management and regulators, providing insightful recommendations.
- Ensure models are regularly backtested and monitored, adhering to company procedures and regulations.
- Maintain and document all aspects of models, ensuring professionalism and transparency.
To succeed in this role, you will need:
- A master's degree in mathematics, science, finance, or economy, with a minimum of 4 years of experience in IRB implementation.
- Proficiency in French and English languages.
- Advanced knowledge of banking techniques, financial instruments, and risk management.
BIL offers a dynamic and challenging work environment, with opportunities for professional growth and development. We value diversity and inclusion, and strive to create a culture that encourages individual development and equal opportunities for all.
We are committed to creating a culture of inclusion that promotes collective performance. If you are a motivated and results-driven individual with a passion for risk management, we encourage you to apply for this exciting opportunity.
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