Senior Quantitative Analyst Position with Competitive Salary
il y a 1 mois
We are seeking a highly skilled Senior Quantitative Analyst to join our team at Banque Internationale à Luxembourg BIL. As a key member of our risk management department, you will be responsible for implementing and monitoring the quantitative aspects of our ICAAP and ILAAP processes.
About Us:Banque Internationale à Luxembourg BIL is a leading financial institution in Luxembourg, founded in 1856. With a strong commitment to sustainable banking practices, we strive to create value for our customers and stakeholders while promoting social responsibility.
Key Responsibilities:- Deploy a robust Economic Capital framework to cover material risks of the Bank and contribute to Capital & Liquidity Planning
- Continuous improvement of models and documentation
- Addressing recommendations from internal and external stakeholders
- Ensuring compliance with the Bank's Data Quality Framework
- Regular reporting of ECAP figures and stress tests outcomes as part of the ICAAP/ILAAP process
- Master or PhD level in Mathematics, Statistics, Modelling, Computer Science, Data Analysis, Risk, Finance
- Banking techniques knowledge and/or experience with economic capital (ECAP) modelling (including credit or market risk modelling)
- Past experience in Credit Value at Risk development is an advantage
- Stress Testing
- Advanced programming skills in Python
- Familiarity with version control systems (Git)
- Knowledge of Dataiku is considered an advantage
- Advanced proficiency in MS Excel and SQL
- A competitive salary of €80,000 - €110,000 per year, depending on experience
- A dynamic and supportive work environment
- Ongoing training and professional development opportunities
- A comprehensive benefits package, including health insurance, retirement plan, and paid time off
If you are a motivated and experienced professional looking for a new challenge, please submit your application, including your resume and a cover letter, to [insert contact information].
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