Quantitative / Risk Analyst(S) / Manager(S)

il y a 4 semaines

Luxembourg European Investment Fund Temps plein

**EIF Posting**:
The **European Investment Fund** **(EIF)** is seeking to recruit for its **Equity Investments and Guarantees Department’s Analytics Unit** and** Risk Management Department’s Portfolio Risk Management Unit, **at its headquarters **in Luxembourg**, several **Quantitative / Risk Analyst(s) / Manager(s). **These are full-time positions at grade 4/5 for which the EIF offers a permanent contract.***

This is a generic campaign in view of both current and future vacancies.

Panel interviews via video-conference are anticipated for September 2023.

**_ Purpose:_**

This selection process covers roles for 2 different teams, _Analytics Unit_ and _Portfolio Risk Management Unit_ (PRM)_.

The roles cover primarily:

- _For Analytics Unit:_

The Quantitative Analyst/Manager will primarily be in charge of measuring risk in credit portfolios and will assume responsibility for the development and maintenance of internal quantitative models, methodologies, and front office analytics tools.
- _For Portfolio Risk Management Unit (PRM): _

Provide support for the valuation and risk assessment of new products / mandates and the existing portfolio of securitization, guarantee and equity funds, as well as the implementation of the strengthened Group Model Risk Management Policy at EIF and back-testing action plan.

**_ Operating Network:_**
- _For Analytics Unit:_

You will work under the guidance of more senior colleagues and report to the Head of Analytics Unit, who in turn reports to the Head of Strategy Coordination, Product Development & Analytics Division. You will work in close cooperation with other members of the Division, members of the Equity Investments and Guarantees Department, and have contacts with colleagues in other EIF departments, particularly in Risk Management, and counterparts within the EIB Group.
- _For Portfolio Risk Management Unit (PRM): _

You will report to the Head of the Portfolio Risk Management Unit, who in turn reports to the Head of the Transaction and Portfolio Risk Division. According to your area of expertise and interest, you will work in close cooperation with other members of EIF Risk Management and have contacts with colleagues in other EIF departments and the European Investment Bank or the European Commission.

**_ Responsibilities:_**

At a level commensurate with your experience and according to your area of expertise and interest, you will have the following responsibilities:

- For Analytics Unit:_
- Support the front office execution team and the colleagues in the Division, during the due diligence phase, with quantitative analysis of new structured finance transactions and mandates (securitizations and risk-sharing mandates mainly) in terms of credit risk assessment, rating model simulations and sensitivities;
- Support the quant modeling team during interactions with Risk Management for agreement on credit risk assessment as well as for the periodical reviews of credit risk methodologies, including backtesting methodologies;
- Run periodic quantitative assessment and analysis, including rating models re-runs, during the implementation stage of structured finance transactions;
- Improve and maintain the implementation of in-house simulation tools, rating models and other existing tools;
- Assist in the conceptual design of the model core, new analytics tools and testing the quantitative methodology with a view to create a best-in-class implementation;
- Develop quantitative scripts and tools to enhance productivity;
- Utilize data mining and machine learning techniques to derive business insights and support decision-making processes;
- Ensure proper documentation in English of the implemented quantitative analytics, financial models, and methodology;
- Provide technical guidance and support on quantitative questions and system implementations;
- Support colleagues from various teams across the Division on quantitative/programming matters;
- Keep abreast of the evolution of market practice for credit portfolio analytics.
- For Portfolio Risk Management Unit (PRM): _
- Use EIF Base Models for the analysis of securitization and guarantee transactions, such as:

- Assignment of internal ratings, capital allocation, cash flow projections and IFRS 9 / IPSAS 41 valuations
- Amendments to accommodate new mandates or transactions and build tools to facilitate portfolio analysis;
- Contribute to the analysis of new EIF products and mandates under development and provide advice and recommendations where necessary;
- Perform EIF and EIB Group level stress testing;
- Contribute to the EIF Model Governance Framework by:

- Collaborating with EIB teams to ensure a consistent approach to model risk across the Group;
- Developing, enhancing, and performing back-testing procedures for EIF risk models;
- Drafting and monitoring validation reports / reviews;
- Ensuring maintenance of model inventory for EIF models and coordinating with model owners and model users to maintain m

  • Quantitative Risk Analyst

    il y a 2 semaines

    Luxembourg, Luxembourg Banque de Luxembourg Temps plein

    **Type de contrat**:CDI**Temps de travail**:Temps plein**Activités / Missions**:A la Banque de Luxembourg, nous desservons trois types de clients : les clients privés, les clients entreprises de type familial et les clients professionnels issus des métiers de la gestion d'actifs.Notre service Financial Risk, au sein du département Risk Management, a pour...

  • Quantitative Risk Analyst

    il y a 2 semaines

    Luxembourg, Luxembourg Raiffeisen Temps plein

    Rattaché directement au Head of Credit Risk Management, vous êtes en charge des aspects quantitatifs relatifs aux analyses de risque conduites par la fonction Risk Management de la Banque.**Responsabilités**:- Supporter et conseiller l'analyse quantitative au sein de la Banque, tant sur le périmètre des risques financiers que des risques non-financiers,...

  • Quantitative Risk Analyst

    il y a 3 semaines

    Luxembourg RiverBank S.A. Temps plein

    RiverBank’s mission is to be the digital bank that makes financing to SMEs and Real Estate professionals easy. From our offices in Amsterdam, Paris and head-office in Luxembourg we act as a niche lending specialist. Our core focus is to grant loans to Small and Medium Enterprises and Real Estate Investors in Europe using a fast, flexible and reliable IT...

  • Quantitative Analysts

    il y a 4 semaines

    Luxembourg Spuerkeess Temps plein

    **Spuerkeess recherche activement plusieurs Quantitative Analysts - Model Risk Management pour renforcer son service Non-Financial Risk Management** **Vos missions** - Réalisation de missions de validation initiale, périodique et des changements des modèles internes utilisés pour la gestion du risque de crédit (modèles IRB pilier 1, modèles de type...

  • Quantitative Risk Manager F/M

    il y a 1 mois

    Luxembourg, Luxembourg Morgan Philips Executive Search Temps plein

    A prominent financial services firm based in Luxembourg is looking for a Quantitative Risk Manager F/M specializing in investment funds to join their team.As a crucial and strategic member of the Risk Management team, the successful candidate will significantly enhance the organization's risk assessment and management processes within the investment funds...

  • Quantitative Risk Manager F/M

    il y a 2 semaines

    Luxembourg, Luxembourg Morgan Philips Executive Search Temps plein

    A prominent financial services firm based in Luxembourg is looking for a Quantitative Risk Manager F/M specializing in investment funds to join their team.As a crucial and strategic member of the Risk Management team, the successful candidate will significantly enhance the organization's risk assessment and management processes within the investment funds...

  • Quantitative Risk Manager F/M

    il y a 4 semaines

    Luxembourg, Luxembourg Morgan Philips Executive Search Temps plein

    A prominent financial services firm based in Luxembourg is looking for a Quantitative Risk Manager F/M specializing in investment funds to join their team.As a crucial and strategic member of the Risk Management team, the successful candidate will significantly enhance the organization's risk assessment and management processes within the investment funds...

  • Quantitative Analyst

    il y a 2 semaines

    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...

  • Quantitative Analyst

    il y a 3 semaines

    Luxembourg Universis Capital Partner Temps plein

    **europe / quantitative researcher / hybrid / full time**: **About us**: Universis Capital Partner is an alternative investment fund with a management capacity of up to USD 500 million, carried out in phases of USD 100 million. We manage financial assets with the best resources in analytics and management, adapted to both traditional and digital assets,...

  • Quantitative Analyst

    il y a 2 semaines

    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...

  • Junior Quantitative Risk Analyst

    Il y a 2 mois

    Luxembourg, Luxembourg Swiss Life Global Solutions Temps plein

    Join our team. Your future starts here.Swiss Life Group is one of Europe's leading comprehensive life, pensions and financial solutions providers.Within the Group's Switzerland Division, Swiss Life Products offers variable annuities life insurance solutions.At Swiss Life, our purpose is to enable people to lead a self-determined life. Join us if:you enjoy...

  • Junior Quantitative Risk Analyst

    il y a 4 semaines

    Luxembourg Swiss Life Global Solutions Temps plein

    Join our team. Your future starts here.Swiss Life Group is one of Europe's leading comprehensive life, pensions and financial solutions providers.Within the Group's Switzerland Division, Swiss Life Products offers variable annuities life insurance solutions.At Swiss Life, our purpose is to enable people to lead a self-determined life. Join us if:you enjoy...

  • Junior Quantitative Risk Analyst

    Il y a 3 mois

    Luxembourg Swiss Life Global Solutions Temps plein

    Join our team. Your future starts here.Swiss Life Group is one of Europe's leading comprehensive life, pensions and financial solutions providers.Within the Group's Switzerland Division, Swiss Life Products offers variable annuities life insurance solutions.At Swiss Life, our purpose is to enable people to lead a self-determined life. Join us if:you enjoy...

  • Junior Quantitative Risk Analyst

    il y a 4 semaines

    Luxembourg, Luxembourg Swiss Life Global Solutions Temps plein

    Join our team. Your future starts here.Swiss Life Group is one of Europe's leading comprehensive life, pensions and financial solutions providers.Within the Group's Switzerland Division, Swiss Life Products offers variable annuities life insurance solutions.At Swiss Life, our purpose is to enable people to lead a self-determined life. Join us if:you enjoy...

  • (Senior) Quantitative Risk Analyst

    il y a 2 semaines

    Luxembourg Raiffeisen Temps plein

    Rattaché directement au Head of Credit Risk Management, vous êtes en charge des aspects quantitatifs relatifs aux analyses de risque conduites par la fonction Risk Management de la Banque. **Responsabilités**: - Supporter et conseiller l’analyse quantitative au sein de la Banque, tant sur le périmètre des risques financiers que des risques...

  • Operations Risk Analyst

    il y a 2 semaines

    Luxembourg Redstone Legal, Risk and Compliance Search Temps plein

    Job Reference**:RS0990** Job Reference**:RS0990** Job Title**:Operations Risk Analyst** Location**:Europe** Area**:Other, Softs&Agriculture** Role**:Operations&Logistics, Risk Management** Redstone Legal, Risk & Compliance Search focus on offering 360° search solutions across the globe for our prestigious client base. With our competitive coverage of...

  • 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 TermSenior 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...

  • Director of Quantitative Risk Management F/M

    il y a 4 semaines

    Luxembourg Morgan Philips Executive Search Temps plein

    A leading financial services company based in Luxembourg is seeking a talented and experienced individual to join their team as Director of Quantitative Risk Management F/M.As a key & strategic member of the Risk Management team, the successful candidate will play a pivotal role in enhancing the organization's risk assessment and management...

  • Director of Quantitative Risk Management F/M

    il y a 1 mois

    Luxembourg, Luxembourg Morgan Philips Executive Search Temps plein

    A leading financial services company based in Luxembourg is seeking a talented and experienced individual to join their team as Director of Quantitative Risk Management F/M.As a key & strategic member of the Risk Management team, the successful candidate will play a pivotal role in enhancing the organization's risk assessment and management...

  • Director of Quantitative Risk Management F/M

    il y a 1 mois

    Luxembourg, Luxembourg Morgan Philips Executive Search Temps plein

    A leading financial services company based in Luxembourg is seeking a talented and experienced individual to join their team as Director of Quantitative Risk Management F/M.As a key & strategic member of the Risk Management team, the successful candidate will play a pivotal role in enhancing the organization's risk assessment and management...