Strategic Risk Management Specialist

il y a 7 jours


Luxembourg City Banque Internationale à Luxembourg BIL Temps plein

Company Overview

Banque Internationale à Luxembourg (BIL), a leading financial institution in the Grand Duchy, has been a driving force in the region's economic development since its founding in 1856. With a strong presence in retail, private, and corporate banking, as well as capital markets, BIL employs over 2,000 professionals across Luxembourg, Switzerland, and China.

 

Job Description

We are seeking an experienced Senior Quantitative Analyst to join our team and contribute to the implementation and monitoring of the quantitative aspects of BIL group ICAAP and ILAAP processes.

The successful candidate will be responsible for deploying a robust Economic Capital framework, covering material risks of the Bank, and contributing to the Bank's Capital & Liquidity Planning.

Key responsibilities include:

  • Designing and implementing models and tools used by internal stakeholders for business/financial/risk management
  • Developing, testing, implementing, and documenting models, including those for IRRBB, IFRS 9, Financial Haircuts, CVA/DVA, and RAROC
  • Providing quantitative expertise to Risk Management and other departments
  • Collaborating with cross-functional teams to drive business outcomes

Required Skills and Qualifications

To be considered for this role, you must have:

  • A Master or PhD degree in Mathematics, Statistics, Modelling, Computer Science, Data Analysis, Risk, or Finance
  • Advanced programming skills in Python, with experience in version control systems (Git)
  • Familiarity with Dataiku and MS Excel is an advantage
  • Excellent communication, analytical, and problem-solving skills
  • At least 3 years of experience in a similar role

Salary

EUR 80,000 - EUR 120,000 per year, depending on qualifications and experience.

Benefits

BIL offers a dynamic work environment, opportunities for professional growth, and a comprehensive benefits package, including health insurance, retirement plan, and generous paid time off.

Location

Luxembourg City, Luxembourg.



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