Emplois actuels liés à Senior Credit Risk Modeler - Luxembourg Findel Airport - ING

  • Senior Credit Risk Modeler

    Il y a 3 mois

    Luxembourg Findel Airport ING Temps plein

    Senior Credit Risk Modeler Your role & work environment As a Senior Credit Risk modeler you develop, monitor, and maintain credit risk models to ensure they reflect the adequate assessment of ING Luxembourg’s risk profile. This role is intended to encompass in a medium-term horizon a broader scope than pure credit risk models, as you will hold a role of...

  • Credit Risk Modeler

    Il y a 4 mois

    Luxembourg Findel Airport ING Temps plein

    Credit Risk Modeler The Regulatory, Models and Capital integration Team is an energetic international team of highly qualified professionals within the Risk department. This team is responsible for developing credit risk models used within ING Luxembourg, and more widely provide expertise on regulatory and modelling topics for capital requirement...

  • Team Leader

    il y a 3 semaines

    Luxembourg Findel Airport ING Temps plein

    Your role & work environment ING Luxembourg is looking for a team leader on modelling activities who will coordinate, bring expertise, and manage a sub team made of 4 senior modelers (target of 5) who develop, monitor, and maintain credit risk models to ensure they reflect the adequate assessment of ING Luxembourg’s risk profile. This sub team belongs to...

  • Senior Credit Risk Officer

    Il y a 4 mois

    Luxembourg Findel Airport Quintet Private Bank Temps plein

    **Purpose of the Job**: **Quintet Private Bank** is a leading private bank in the wealth management sector; we are committed to our clients and their families, and pride ourselves on our personalised service based on a deep understanding of what clients want to achieve. We are a bank headquartered in Luxembourg, with branches in Germany, Netherlands and...

  • Senior Credit Risk Analyst

    Il y a 4 mois

    Luxembourg Banque de Luxembourg Temps plein

    **Type de contrat**: CDI **Temps de travail**: Temps plein **Activités / Missions**: Présente au Luxembourg depuis plus de 100 ans, la Banque de Luxembourg est un acteur financier incontournable de la place au service de clients privés, de clients de type entreprises ou institutionnels. Labellisé B-Corp nous nous engageons pour un impact social,...

  • Senior Credit Risk Consultant

    Il y a 3 mois

    Luxembourg Lux-Advisory Temps plein

    **Lux-Advisory **is a company specialized in Finance. To support the increase of our activity, we are currently looking for a** Senior Credit Risk Consultant.** **OBJECTIVE** The Senior Credit Risk Consultant will coordinate the development of our Client’s risk policies and credit risk guidelines, support preparations for the Internal Risk Committee and...

  • Senior Credit Risk Consultant

    Il y a 3 mois

    Luxembourg Lux-Advisory Temps plein

    **OBJECTIVE** The Senior Credit Risk Consultant will coordinate the development of our Client’s risk policies and credit risk guidelines, support preparations for the Internal Risk Committee and the Board Risk Committee. He/She will work within the credit risk and governance team to assess and monitor a selection of issuers and counterparties and will...

  • Stagiaire Credit Risk Support Officer

    Il y a 4 mois

    Luxembourg Findel Airport ING Temps plein

    Dans le cadre du renforcement de son département Credit Risk Management (CRM), ING Luxembourg recherche un(e) stagiaire dès que possible pour une durée de 6 mois minimum. Le département Credit Risk Management d'ING Luxembourg veille à assurer à la banque un niveau optimal de maîtrise de son risque crédit (séparation de fonctions, organisation des...

  • Credit Risk Officer

    Il y a 4 mois

    Luxembourg LHH Temps plein

    Our client, an Investment Bank, is looking for its future Credit Risk Officer. This job offer is going to be a temporary contract for one year. LHH Recruitment Solutions offers extensive HR solutions through one unique brand. We are specialised in the employment of middle and top management and highly qualified professionals in contracting, temporary and...

  • Quantitative Analyst

    Il y a 4 mois

    Luxembourg Emérique & Partners Temps plein

    Do you have an experience in credit risk modelling? Do you have a good understanding of IRB models? Would you like to join a multicultural team with a great interconnectivity locally and with the group? Curious? interested? please keep reading: Our client, Investment bank based in Luxembourg, is looking for a Quantitative Analyst to join a team in charge of...

  • Risk Analyst

    Il y a 3 mois

    Luxembourg Deutsche Börse Temps plein

    **Learn. Develop. Grow. But always: Share value**: Join our international team that drives positive change, united by a spirit of openness and curiosity. We empower you to have an impact and to grow - personally and professionally. With us, you work at the heart of financial systems and evolve the way markets operate. We’re excited about the future because...

  • Senior Quantitative Analyst

    il y a 1 mois

    Luxembourg Spuerkeess Temps plein

    Senior Quantitative Analyst - Model Risk Management (m/f/n)Spuerkeess recherche activement un Senior Quantitative Analyst – Model Risk Management pour renforcer son service Non-Financial Risk ManagementVos missionsRéalisation de missions de validation des modèles internes utilisés pour la gestion du risque ALM (risque de taux / IRRBB et de liquidité),...

  • Senior Associate Risk

    Il y a 3 mois

    Luxembourg Cobalt Recruitment Temps plein

    **Senior Associate** **Luxembourg** **€80**,000 - €100,000**+bonus** Here at Cobalt, we are excited to be working with a highly regarded investment management company focused on real estate with a worldwide presence in search of a Senior Associate for their Risk department. As part of their continuous growth, they are looking for an expert in Risk...

  • Senior - Credit Risk Analyst (Gn) in Luxembourg

    Il y a 4 mois

    Luxembourg Personal Direkt Temps plein

    Since 1994, we have been filling vacant personnel requirements at our clients in our consulting fields of Banking, Tax Advisory Professions and Legal. For an renowned, international Banking Corporation in Luxembourg we are looking for you as: **Senior - Credit Risk Analyst (gn) in Luxembourg**: **Main duties and responsibilities**: - Independently evaluate...

  • Credit Risk Analyst

    Il y a 4 mois

    Luxembourg Banque et Caisse d'Epargne de l'Etat Temps plein

    En vue de renforcer son service Financial Risk Management, Spuerkeess recherche activement Un Credit Risk Analyst (M/F) Réf. FRM2336 **Profil recherché**: - Titulaire d’un diplôme Master en finance, économie, mathématiques, économétrie ou similaire; - Expérience professionnelle de 2 ans dans la gestion du risque de crédit ou dans l’analyse...

  • Internship - Credit Risk Modelling Ifrs9 (M/F)

    Il y a 4 mois

    Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

    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...

  • Quantitative Analyst

    Il y a 3 mois

    Luxembourg Banque et Caisse d'Epargne de l'Etat Temps plein

    En vue de renforcer son service Financial Risk Management, Spuerkeess recherche activement Un Quantitative Analyst - Credit Risk Management (M/F) Réf. FRM2336 **Profil recherché**: - Titulaire d’un diplôme Master en finance, économie, mathématiques, économétrie ou similaire; - Une certification FRM constitue un avantage; - Expérience...

  • Credit Risk Analyst

    Il y a 4 mois

    Luxembourg PayPal Temps plein

    At PayPal (NASDAQ: PYPL), we believe that every person has the right to participate fully in the global economy. Our mission is to democratize financial services to ensure that everyone, regardless of background or economic standing, has access to affordable, convenient, and secure products and services to take control of their financial lives. Job...

  • Junior Project Manager

    Il y a 4 mois

    Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

    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...

  • Credit Risk Analyst

    Il y a 4 mois

    Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

    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...

Senior Credit Risk Modeler

Il y a 3 mois

Luxembourg Findel Airport ING Temps plein
Senior Credit Risk Modeler

Your role & work environment


As a Senior Credit Risk modeler you develop, monitor, and maintain credit risk models to ensure they reflect the adequate assessment of ING Luxembourg's risk profile.

This role is intended to encompass in a medium-term horizon a broader scope than pure credit risk models, as you will hold a role of expert on topics all linked with modelling and quantitative analysing.

You will act on the whole lifecycle of the models:

starting from data wrangling with support of data management and other modelers across the ING Group, up to draft reports and presentations of your own work to the top management and committees in ING Group's integrated risk functional line.

You will hence contribute to improve the setting of the Risk Appetite Statement of the Bank, as well as promoting a stronger model driven culture in all our assessments and processes.


You will interact with many stakeholders mainly at ING Luxembourg and at head-office in the many projects you will work on or having the responsibility.

You are member of Regulatory, Models and Capital Integration team that belongs to the Risk division.

The team is composed of six members including the manager and divided into two poles:

a) 4 modelers on modelling activities.

b) 3 ERM officers on regulatory and capital integration activities.


You will belong to the modelling pole which is led to interact and increasingly collaborate with the regulatory and capital integration pole to enhance synergies within the team, and more widely within the Risk department.

Your key responsibilities

  • Maintain and develop AIRB models in coordination with Model Development at ING headoffice level to ensure the compliancy with ING Group's methodological standards.
  • Monitor our own AIRB models, including report writing and presentation to the Model Development committee
  • Control and assess the Group IRB models applied on our portfolio to ensure their adequacy with our risk assessment.
  • Maintain and monitor the current IFRS9 model in coordination with Credit Risk Management team and Finance department and forecast the loan loss provision driven by a set or relevant scenarios.
  • Answer demands from auditors and regulators linked to Credit Risk Modelling which can include questions also related to Group models.
  • Develop and perform stress testing and pillar 2 models driven by global or specific scenarios in the framework of IC/LAAP, or more generally respond to ad hoc solvency impact requests for both internal and regulatory purposes.
  • Understand the Economic Capital model developed by headoffice and expand its using within ING Luxembourg to improve the economic perspective of our balance sheet in our risk assessment.
  • On ESG risk
  • Desing methodologies supporting the analytics developed by headoffice to assess our physical and transition risk.
  • Improve the current pillar 1 and 2 models by including ESG risk drivers.
  • Rely on these models to perform stresstesting linked to climate or transition scenarios.
  • Perform and analyse impacts' simulation from Basel 4 framework in collaboration with local and central teams and prepare synthesis documents of the outcomes.
  • Be an active contributor to enhance our data quality standards to improve and develop other risk models with support from Data Management teams.
  • Provide modelling and quantitative expertise to the other teams from Risk department, Finance department, or directly to the Business to:
  • Enhance the risk culture, which is one of our key objectives at ING.
  • Strengthen the forwardlooking perspective of our credit risk metrics including Ifrs9 provision, RWA, EL and Economic Capital.
  • Execute sensitivity analysis on individual risk drivers.
  • Be a local and referent models' expert ensuring locally the model risk management governance set by headoffice, and support model owners to comply with this framework.
  • Ensure compliance of the models with upcoming regulation in collaboration with other risk teams and prepare locally the action plan to implement these development or calibrations with respect to internal or regulatory guidelines.
  • Work on ad hoc demands related to models and assessments requiring quantitative background.

For this purpose, you will also:

  • Acquire a very good knowledge of the Bank's portfolio, the related reporting infrastructure of ING Group (Vortex) and the management tools.
  • Maintain a wide variety of contacts with internal teams at ING Luxembourg (other Risk teams, Finance, Group Treasury, various delivery tribes, etc ), our parent company ING Belgium, head[1]office in Amsterdam, and external stakeholders (auditors, CSSF, etc ).
We look for


A colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead.

In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment.

You a