Senior Credit Data Scientist

il y a 1 semaine

Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

Description

Founded in 1856, Banque Internationale à Luxembourg (BIL) is the oldest multi-business bank in the Grand Duchy. It has always played an active role in the main stages of development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on financial markets. Employing more than 2,000 people, BIL is present in the financial centres of Luxembourg, Switzerland and China.

**Responsibilities**:
The position is located within our Credit Data Science unit and you will report to the IFRS9 models team leader.

You will be responsible for:
**1) Developing and maintaining, in an Agile framework, all the models related to the credit risk quantification implemented by the Bank in the context of**:

- The implementation of minimum requirements regarding the own funds calculation (Basel 3 Requirements - Pillar 1 A-IRB approach),
- General and specific provisions calculation according to IFRS9 standard,

**2) Managing and ensuring the consistency of the internal rating system integration within the credit risk management process and policies of the Bank**

WHAT WILL YOU DO:
**1) Implementation and maintenance of internal database required in the context of credit risk model development/maintenance**:

- Define and manage business requirements of data flow regarding data used in credit risk quantification.
- Implement data quality processes and reports in order to monitor data consistency and quality.
- Manage data correction and data improvement requests.

**2) Quantification of credit risk parameters involved in the context of the regulatory minimum capital requirements calculation (regulatory requirements based on the CRD IV - Pillar 1, A-IRB)**:

- Develop and maintain risk parameters quantification models and the related internal rating system (IRS) involved in the capital requirement calculation, according to the regulatory minimum requirements and standards, and their consistency with the internal credit risk processes and policies.
- Monitor of the internal model performance through regular Backtesting and Benchmarking exercises, and implementation of appropriate actions in order to maintain the required level of model performance.
- Manage the homologation process of the models involving the supervisory authorities (CSSF / ECB), the validation unit and the internal audit.
- Manage the implementation and the dissemination of the A-IRB model within the internal system and process of the Bank.
- Perform annual regulatory stress test and communication to the senior management of the results.

**3) Business Integration**
- Ensure and facilitate the integration of the risk parameter assessment and the related tools within the credit risk management process, at the middle office level (provisioning, RWA calculation, risk reports) and at the front office level (credit granting).
- Collect and manage internal requests (Credit risk, Marketing, Front Office) regarding credit risk model development or improvement.

**4) Regulatory and internal project contribution, especially in the context of regulatory change or implementation (CRR, RTS, IFRS).**

Must Have Requirements

**You have**:

- PhD in Econometry.
- A significant experience of min 8 years in the area of risk modeling, especially in IFRS9 models.
- Knowledge of the banking/financial industry, and of the credit products and processes.
- Sound knowledge of regulatory requirements, especially regarding CRD, CRR and IFRS9.
- Knowledge of data management and computational software such as Python (preferably), SAS, SQL, Matlab, R..

**You are**:

- Fluent in French and English.

  • Senior Data Manager

    il y a 4 semaines

    Luxembourg Credit Suisse Temps plein

    **Your field of responsibility** We offer a senior and challenging role which combines management as well as specialist advisory responsibilities supporting different internal partners across Credit Suisse. In this role, you have the opportunity to drive Data Governance, Data Architecture, Data Quality, Data Security and Data Insight & Analytics according...

  • Data Scientist

    il y a 6 jours

    Luxembourg Amazon EU Sarl Temps plein

    The Supply Chain, Transportation Planning & Operational Excellence (EU STEP) is a team responsible for the end-to-end flow of goods from our vendors and sellers to Amazon customers all over Europe, in order to ensure a speedy and reliable customer delivery in the cheapest way possible. The STEP organization is all about network design and tactical execution...

  • Senior Data Manager

    il y a 4 semaines

    Luxembourg Credit Suisse in Luxembourg Temps plein

    **Senior Data Manager (M/F)**: **Your field of responsibility** We offer a senior and challenging role which combines management as well as specialist advisory responsibilities supporting different internal partners across Credit Suisse. In this role, you have the opportunity to drive Data Governance, Data Architecture, Data Quality, Data Security and Data...

  • Data Scientist

    il y a 4 semaines

    Luxembourg CA Indosuez Wealth (Group) Temps plein

    **Type de métier**: Types de métiers Crédit Agricole S.A. - IT, Digital et Data **Intitulé du poste**: Data Scientist (stage 6 mois) H/F **Type de contrat**: Stage **Durée (en mois)**: 6 **Date prévue de prise de fonction**: 01/11/2024 **Poste avec management**: Non **Cadre / Non Cadre**: Non cadre **Missions**: **_Camca Assurance S.A., créée...

  • Risk Modelling Specialist

    il y a 4 semaines

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

    En vue de renforcer son Service Entreprise Risk Management, Spuerkeess recherche activement **Un Risk Modelling specialist / Data scientist (M/F)** Réf. ERM2249 **Profil recherché**: - Titulaire d’un diplôme Master en finance, économie, économétrie ou similaire, avec une spécialisation en modélisation statistique; - Expérience professionnelle...

  • Data Scientist

    il y a 4 semaines

    Luxembourg Advisory Key Temps plein

    **Contexte de la mission**: Le Data Scientist aura pour missions principales: Apporter son expertise dans le design des nouvelles solutions et réaliser leur développement. Réaliser les pipelines de constructions de variables et des modèles de prédiction. Contribuer à l’intégration des packages en production, en collaboration avec les équipes IT,...

  • Senior Generative Ai Data Scientist

    il y a 4 semaines

    Luxembourg Dennemeyer The IP Group Temps plein

    As a Senior GenAI Data Scientist, you will be responsible for developing and implementing innovative GenAI solutions to as well as collaborating with other data science teams within the Dennemeyer group. Your role will involve close cooperation with business line leads, product managers, and development teams to ensure stakeholder satisfaction and the...

  • Python Data Scientist

    il y a 4 semaines

    Luxembourg Nucleus Health Temps plein

    Client description **Responsibilities**: - Write effective, high-quality Python code to solve problems - Clearly explain the reasoning behind the code in Jupyter notebooks - Debug code and produce thorough documentation - Using free datasets (such as Kaggle, the UN, the US government, etc.), use your data analytic skills to formulate and respond to...

  • Senior Data Scientist

    il y a 14 heures

    Luxembourg ARHS Spikeseed Temps plein

    **Job Description**: Do you want to combine passion and IT expertise? Are you talented, **motivated** and **ambitious **and always striving for **excellence?** Are you tired of static and old-school on-prem environments? Then, we will be more than happy to **meet you**! Arηs Spikeseed (Advanced AWS and Gold Azure partner) is looking for a** Data...

  • Data Scientist L5, Financial Insights and Direction

    il y a 1 semaine

    Luxembourg Amazon EU Sarl Temps plein

    Experience working as a Data Scientist - Experience with data scripting languages (e.g., SQL, Python, R, or equivalent) or statistical/mathematical software (e.g., R, SAS, Matlab, or equivalent) - Experience with machine learning/statistical modeling data analysis tools and techniques, and parameters that affect their performance The Financial Insights and...

  • Senior Platform Specialist

    il y a 4 semaines

    Luxembourg Credit Suisse in Luxembourg Temps plein

    **Senior Platform Specialist - Investran Data Exchange (IDX) Portal**: **Your field of responsibility** **Your future colleagues** As a small team, we are operating in a fast-paced environment. Therefore, we are looking for a dedicated team member with a high amount of flexibility to complement our forward-thinking and committed team, whose passion and...

  • Senior Platform Specialist

    il y a 4 semaines

    Luxembourg Credit Suisse Temps plein

    **Your field of responsibility** **Your future colleagues**: As a small team, we are operating in a fast-paced environment. Therefore, we are looking for a dedicated team member with a high amount of flexibility to complement our forward-thinking and committed team, whose passion and specific expertise guarantee and exciting working environment, as well as...

  • Stage - Data Scientist (H/F)

    il y a 4 semaines

    Luxembourg BNP Paribas Temps plein

    STAGE - DATA SCIENTIST (H/F) (JOB NUMBER: PIL000441) - Depuis mai 2009, _**_BGL BNP Paribas_**_ fait partie du groupe BNP Paribas, leader européen en matière de services bancaires et financiers._ - Avec _**_BGL BNP Paribas_**_, le Groupe BNP Paribas est le premier employeur du secteur financier et l’un des plus grands employeurs du Grand-Duché de...

  • Data Scientist

    il y a 4 semaines

    Luxembourg ARHS Spikeseed Temps plein

    **Job Description**: Do you want to combine passion and IT expertise? Are you talented, **motivated** and **ambitious **and always striving for **excellence?** Are you tired of static and old-school on-prem environments? Then, we will be more than happy to **meet you**! Arηs Spikeseed (Advanced AWS and Gold Azure partner) is looking for a** Data...

  • Senior Data Scientist

    il y a 4 semaines

    Luxembourg Banque Internationale à Luxembourg Temps plein

    Banque Internationale à Luxembourg LuxembourgPosted 1 day ago Hybrid Permanent Negotiable 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...

  • Senior Data Scientist

    il y a 6 jours

    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...

  • Bioinformatician/data Scientist for Research

    il y a 4 semaines

    Luxembourg Université du Luxembourg Temps plein

    The University of Luxembourg is an international research university with a distinctly multilingual and interdisciplinary character. The Luxembourg Centre for Systems Biomedicine (LCSB) is an interdisciplinary research centre of the University of Luxembourg. We conduct fundamental and translational research in the field of Systems Biology and Biomedicine -...

  • Analyste Crédits Senior

    il y a 4 semaines

    Luxembourg CA Indosuez Wealth (Group) Temps plein

    **Type de métier**: Types de métiers Crédit Agricole S.A. - Risques / Contrôles permanents **Intitulé du poste**: Analyste Crédits Senior H/F **Type de contrat**: CDI **Poste avec management**: Non **Missions**: La Direction des Risques et Contrôles Permanents (deuxième ligne de défense) recherche actuellement pour son équipe Risques...

  • Senior Credit Officer

    il y a 3 jours

    Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

    Description Fondée en 1856, la Banque Internationale à Luxembourg (BIL) est la plus ancienne banque universelle du Grand-Duché. Depuis sa création, elle joue un rôle actif dans les principales phases du développement de l'économie luxembourgeoise. Elle exerce aujourd'hui les métiers de banque de détail, banque privée et banque des entreprises et...

  • Analyste Crédit Sénior

    il y a 4 semaines

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

    En vue de renforcer son Service Credit Process Management, Spuerkeess recherche activement Un Analyste Crédit Sénior (M/F) Réf. CPM2357 **Profil recherché**: - Titulaire d’un diplôme Bachelor ou Master à orientation économique ou finance; - Expérience professionnelle d’au moins de 3 ans dans le domaine du risque de crédit lié aux clients...