Quantitative Risk Modeling Expert
il y a 1 mois
Banque Internationale à Luxembourg (BIL) is seeking a skilled Risk Modeling Expert to join its team. As a pioneer in the Luxembourg finance industry, BIL is committed to responsible and sustainable banking practices. The ideal candidate will have expertise in Statistics, Econometry, or Mathematics, with a strong background in risk modeling and validation.
Key Responsibilities:
- Perform rigorous validation on various models used in risk management and other business applications.
- Contribute to the continuous improvement of validation methodologies and practices, ensuring alignment with industry standards.
- Participate in the development of Model Risk Management strategies, focusing on risk measurement and mitigation.
- Collaborate with cross-functional teams to integrate risk management practices into business operations.
- Develop and maintain comprehensive documentation on risk models, validation processes, and associated reports.
Requirements:
- Master's degree in Statistics, Econometry, Mathematics, or a related field.
- Proven experience in risk modeling, validation, and management (5-6 years).
- Excellent knowledge of banking techniques, including Credit Risk, Market Risk, and Basel III+
- Proficiency in programming languages, such as Python, and advanced Excel skills.
- Excellent communication and interpersonal skills, with the ability to present complex ideas to non-technical stakeholders.
BIL offers a dynamic and supportive work environment, with opportunities for professional growth and development. If you are a motivated and detail-oriented risk modeling expert, we encourage you to apply for this exciting opportunity.
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