Quantitative Developer

il y a 2 semaines

Luxembourg, Luxembourg European Investment Bank Temps plein

The
EIB, the European Union's bank is seeking to recruit for its Finance Directorate (FI), Treasury Department (TRES), Financial Engineering and Advisory Services Division (FEAS) at its headquarters in Luxembourg, a
(Senior) Quantitative Developer.



This is a full-time position at grade 5/6 for which the EIB offers a permanent contract.
- _internal benchmark: _(Senior) Officer Loan Pricing & Product Development_ _

  • Panel interviews are anticipated for _May / June 2023_. _

Purpose:

Operating Network:

The division has to structure and price any financial product offered by the Bank to its borrowers.

On a yearly basis, it corresponds to some 12,000 indicative and 3,000 firm quotes for disbursements as well as some 4,000 quotes for revision and conversion of financial contracts.

Hence, the reliance on an efficient rate quotation engine as well as on well-trained staff is crucial.

You will report directly to the Head of Division. The post is qualified as "sensitive" and submitted to a specific Code of Conduct. The work location is the dealing room, in an open space working environment.

Accountabilities:

  • Support and bring expertise to the development / coding of the pricing methodologies of the Quantitative Officer
  • Financial Engineer Analysts in the division.
  • Ensure that the developments and maintenance of the pricing engine are fully and properly documented. Oversee any other development documentation (pricing engine, data model and reports) Guide the conceptual design of the pricing engine developments in order to create a bestinclass implementation. Lead, coordinate and oversee the phases of projects related to developments.
  • Perform indicative and firm quotations of lending rates for all types of both standard and nonstandard lending products (including guarantee structures, restructurings, prepayments, rate revisions) to provide operational support to lending and restructuring directorates.

Qualifications:

  • University degree in a quantitative domain such as Quantitative Development Applications and software, Quantitative Finance, Statistics or Mathematics.
  • Professional / postgraduate qualification in financial market, such as
    Financial
    Market
    Certificate FMC,
    Chartered
    Financial
    Analyst CFA,
    Certified
    Expert in
    Treasury and
    Markets CETM or CQF for Quantitative Finance, would be an advantage.
  • At least 5 years of relevant professional experience in developing pricing methodologies or risk modelling for loans, fixed income securities or interest rate derivatives. ii/ databases management in BO universes.
  • Proven experience and knowledge in quantitative software development, jointly with an IT Department, including specification drafting, release planning and testing.
  • Mastery of PYTHON and Business Object Universe is required.
  • Knowledge of products such as Bloomberg/Reuters and SAP Business Objects is required.
  • Excellent knowledge of English and/or French (*), with a good knowledge of the other. Knowledge of other EU languages would be an advantage.

Competencies:

  • Find out more about EIB core competencies _here_ _
- (*) Unless stated explicitly as a required qualification, a good command of French is not a pre-requisite for hire. As both English and French are however official working languages of the EIB, proficiency in both languages is a pre-requisite for your future career development. Any language clause in your contract must be fulfilled in order for you to be eligible for a promotion (either via the annual appraisal cycle or via an internal selection process). Proficiency is understood to mean the attainment of level 5 of the Inter Institutional language courses, corresponding to B1.2 of the Common European Framework of Reference for Languages (CEFRL). The Bank offers appropriate training support. _

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