Senior Quantitative Analyst

il y a 2 semaines


Luxembourg, Luxembourg JCW Resourcing Temps plein
Posted: 30/01/2024

  • Salary:
  • Location: Luxembourg, Luxembourg
  • Job Type: Permanent/Fixed Term

Senior Quantitative Analyst - Internal Validation:

Your next challenge:

  • Perform validation on all different types of models.
  • Contribute to continuous improvement of validation methodologies and practices.
  • Contribute to the improvement of different aspects Model Risk Management (e.g. model risk measurement).
  • Validation of models of various types used in risk management and for other business purposes.
  • Writing of validation reports.
  • Presentation of validation results in the Model Risk Committee.
  • Followup and tracking of validation recommendations.
  • Participation in team knowledge sharing sessions.
  • Maintenance of team documentation and code library.
  • Contribution to the Model Risk Rating and other tools.

Your skills:

  • Domain of expertise: Statistics, Econometry, Mathematics or related fields
  • Education: MSc
  • Languages: English (mandatory), French (strong advantage)
  • Banking techniques: Credit Risk or Market Risk, Basel III(+), IFRS
  • IT techniques: Python, Excel, other programming experience is an advantage
  • 5 to 6 years of experience in risk modelling

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