Data Engineer

Credit Risk Quantification Specialist

Banque Internationale à Luxembourg (BIL) is seeking a highly skilled Data Engineer to join our team. As a Data Engineer - Credit Risk Quantification Specialist, you will be responsible for contributing to the development and maintenance of modeling databases related to credit risk quantification.

Key Responsibilities:

• Develop and maintain modeling databases for IRB modeling and backtesting purposes based on Oracle and/or SQL server databases.
• Perform dedicated data quality during the development of data flows, and ensure a complete and comprehensive documentation of the RDS (flows and data quality).
• Collaborate with Internal Validation, Internal Audit, and JST for the review and validation of data flows and RDS.
• Implement related recommendations and obligations if any.
• Ensure continuous improvement and necessary modifications in data flows.
• Ensure training and knowledge transfer with the modeling team.
• Redact business requirements for IT implementation as well as support the testing and the documentation of the implementation itself.
• Provide technical support for the team.

Requirements:

• Very strong data, statistical, and mathematical background.
• Master's degree.
• Mandatory languages: French and English, and necessary language(s) for exercising the function.
• General knowledge of the banking industry (process and/or products), previous experience in credit risk data management preferred.
• Dataiku, Oracle SQL, and SQL server, Python, PySpark.
• IRB constraints knowledge.
• Ability to understand and invest in very large spreads of topics, from high-level strategic business and commercial topics to very technical ones (mathematical or IT).
• Strong appetite for figures, statistics, algorithmic, and quantitative activities; autonomous, structured, and enthusiastic.
• Ability to innovate and build from scratch.
• Willing to learn (technologies, methods) and develop new skills.
• Enjoy sharing knowledge and supporting colleagues in developing their skills.
• Minimum 5 years of experience.
• A significant experience in data management is required.

About BIL:

BIL is a leading bank in Luxembourg, committed to responsible and sustainable banking practices. We offer 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 encourage you to dive into different business areas for the broadest possible experience.

Why join BIL?

We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all. We believe that diversity and inclusion contribute to increasing the collective performance of the Bank.