Senior Quantitative Analyst

il y a 1 semaine


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.
- Follow-up 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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