Consultant - Risk Modeling

il y a 3 semaines


Luxembourg Spring Professional Temps plein

**Employment Type**
- Full Time

**Category**
- Banking & Financial Services

**External Reference**
- A1H6M000007KVZ8QAE

**Client Description**:
Nous recrutons pour l'un de nos clients, une grande institution financière, un(e) consultant(e) senior ayant une expérience dans **la** **modélisation de risk de crédit **pour une période de 9 mois pour un contrat consulting.

Spring Professional | LHH Recruitment Solutions propose des solutions RH complètes sous une marque unique. Nous sommes spécialisés dans l’emploi de middle managers et professionnels hautement qualifiés en consulting, intérim et recrutement permanent. ****

**Responsibilities**:
Dans le cadre de la modélisation de risque de crédit, la mission consiste à effectuer des travaux de mise en place ou de _backtestings_ de modèles PD/LGD/EAD sur divers portefeuilles:

- Identifier des gaps par rapport aux réglementations existantes et futures
- Mettre en place et gérer des sources de données nécessaires au développement de modèles

Intervenir activement dans:

- l’analyse et la préparation des variables explicatives
- le choix et la sélection du (ou des) échantillon(s) pour construire un (ou des) modèle(s)
- la validation des résultats en comparaison de la réalité et du portefeuille
- la documentation de toutes les étapes réalisées
- Très bonnes connaissances d’utilisation et **de programmation de SAS** en termes de traitement de données et de modélisation de risque de crédit
- Très bonne connaissance en matière de la réglementation relative à la modélisation du risque de crédit (CRR/CRD, RTS de l’EBA,)
- Formation à orientation statistique, économétrique, mathématique ou économique
- Maîtrise des concepts statistiques et économétriques relative à la modélisation des paramètres de risque crédit PD/LGD/EAD
- Expériences en matière de modélisation de risque de crédit PD/LGD/EAD

LI-PL1


  • Risk Modelling specialist

    il y a 3 semaines


    Luxembourg, Luxembourg Spuerkeess Temps plein

    Spuerkeess recherche activement un Risk Modelling specialist / Data scientist pour renforcer son service Entreprise Risk Management Vos missionsConception des modèles internes de risqueLes modèles servant à l'évaluation des besoins en capital économique (pilier 2 des accords de Bâle)Les modèles de scoring d'octroi de créditLes modèles internes du...


  • 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...

  • Risk Manager

    il y a 4 semaines


    Luxembourg Apex Group Temps plein

    Risk Manager (AIFM) Location: Luxembourg city, Luxembourg Date Posted: Mar 22, 2023 **Description** **Key responsibilities**: - Day-to-day risk management for alternative investment fund products (AIFs); - Compilation of risk management reports to senior management, fund boards and the regulator CSSF; - Periodic review of valuations of alternative assets...

  • Risk Manager

    il y a 4 semaines


    Luxembourg LRI Invest S.A. Temps plein

    Location: Luxembourg city, Luxembourg Date Posted: Mar 22, 2023 **Description** **Key responsibilities**: - Day-to-day risk management for alternative investment fund products (AIFs); - Compilation of risk management reports to senior management, fund boards and the regulator CSSF; - Periodic review of valuations of alternative assets (private equity,...

  • Risk Management Consultant

    il y a 3 semaines


    Luxembourg Finalyse Temps plein

    Description Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system and facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions....


  • Luxembourg Finalyse Temps plein

    Description Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system and facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions....

  • Risk Management Consultant

    il y a 4 semaines


    Luxembourg Finalyse Temps plein

    Description Our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system and facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions....

  • Xml Consultant

    il y a 1 mois


    Luxembourg Frontex infeurope S.A. Temps plein

    **Job Type(s)**:Contract/Permanent**Location(s)**:Luxembourginfeurope is looking for an **_XML Consultant (F/M)_** in Luxembourg. **TASKS**: - Providing consultancy for data modeling and ontologies; - Technical Expertise in the area of multilingual publications; - Providing consultancy for semantic web technologies such as : SKOS, RDF and SPARQL; -...

  • (Associate) Risk Officer

    il y a 4 semaines


    Luxembourg European Investment Bank Temps plein

    The **EIB**, the European Union's bank, is seeking to recruit for its Group Risk & Compliance Directorate (GR&C),** **Regulation & EIB Group Risk Department (GREG), Capital Management Division (CM), Regulatory Capital and Capital Policy Unit (CAP), at its headquarters in Luxembourg, an **(Associate) Risk Officer - Regulatory Capital Modelling & Calculations...

  • Quantitative Analyst

    il y a 4 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...


  • Luxembourg, Luxembourg Deloitte Luxembourg Temps plein

    Your future team Our Risk and Valuations experts are specialized inter alia in Regulatory Risk Management guidelines and frameworks, Risk policies and procedures as well as Risk Reporting solutions for investment funds.Do you want to be a part of it? Give your career the green light and join us What you will doUse your expertise and experience to deliver...

  • Senior Manager IM/PERE Risk

    il y a 18 heures


    Luxembourg, Luxembourg Deloitte Luxembourg Temps plein

    Join a global company with a Human touchDeloitte Luxembourg invites you to be part of a thriving work environment. Come see our brand new offices in Cloche d'Or, the heart of Luxembourg's booming Business Hub.With over 2,500 staff members from 70 different countries, our diverse workplace fosters inclusion, trust, and appreciation. Deloitte harnesses the...

  • Risk Analyst

    il y a 4 semaines


    Luxembourg, Luxembourg SOFITEX TALENT RECRUITMENT Temps plein

    À propos de nousSofitex Talent Recruitment Fort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Sofitex fonde sa dynamique et son succès sur le professionnalisme de ses équipes, sa forte réactivité et sa proximité.MissionFor our client, an international...

  • Senior Manager IM/PERE Risk

    il y a 18 heures


    Luxembourg, Luxembourg Deloitte Luxembourg Temps plein

    Our Investment Management risk & regulatory reporting experts are specialized in Investment Risk Management topics, market and liquidity risk reporting solutions, modelling of other risk categories (sustainability, credit) as well as regulatory reporting related challenges. What you will do : Use your expertise and experience to deliver high quality...

  • Risk Analyst

    il y a 1 mois


    Luxembourg SOFITEX TALENT RECRUITMENT Temps plein

    À propos de nous Sofitex Talent Recruitment Fort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Sofitex fonde sa dynamique et son succès sur le professionnalisme de ses équipes, sa forte réactivité et sa proximité. Mission For our client, an...

  • Risk Analyst

    il y a 4 semaines


    Luxembourg, Luxembourg SOFITEX Temps plein

    For our client, an international bank located in Kirchberg, we are currently looking for an : Risk Analyst (M/F) As member of the Risk Management Department, headed by the Chief Risk Officer, the Risk Analyst is in charge to identify, measure, mitigate, monitor and report all type of risks to which the Bank is or could be exposed to. He aims to ensure a...

  • Risk Analyst

    il y a 1 mois


    Luxembourg GoToFreedom Temps plein

    We are representing an **established key actor in the insurance sector**. They are currently looking to **reinforce their Risk management team**. You will be a key player in supporting the development and implementation of the risk management strategy. **Description of the role**: This role involves leading the formulation and implementation of a robust...

  • Risk Analyst PT

    il y a 1 semaine


    Luxembourg, Luxembourg Manpower Luxembourg S.A. Temps plein

    The Manpower Permanent Placement agency is recruiting for one of its clients, a financial institution, a Risk Analyst PT / ENG (M/F/X) – Permanent role, to support the department. We are looking for dedicated people interested in a very versatile position.Location: KirchbergRecognized risk management certification (i.e. FRM, PRM) is mandatoryAs member of...

  • Risk Analyst PT

    il y a 4 semaines


    Luxembourg, Luxembourg Manpower Luxembourg S.A. Temps plein

    The Manpower Permanent Placement agency is recruiting for one of its clients, a financial institution, a Risk Analyst PT & ENG with a recognized risk management certification (M/F/X) – Permanent role, to support the department. We are looking for dedicated people interested in a very versatile position.Location: KirchbergAs member of the Risk Management...

  • Senior Manager IM/PERE Risk

    il y a 20 heures


    Luxembourg Deloitte Luxembourg Temps plein

    Join a global company with a Human touch   Deloitte Luxembourg welcomes you to a positive and flexible work environment. You’ll discover our remarkable new premises, located in Cloche d’Or, Luxembourg’s fastest growing Business Hub.   With more than 2,500 employees and 70 nationalities, our multicultural environment promotes a culture of...