Senior Credit Data Scientist
il y a 2 semaines
Description
Founded in 1856, Banque Internationale à Luxembourg (BIL) is the oldest multi-business bank in the Grand Duchy. It has always played an active role in the main stages of development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on financial markets. Employing more than 2,000 people, BIL is present in the financial centres of Luxembourg, Switzerland and China.
**Responsibilities**:
The position is located within our Credit Data Science unit and you will report to the IFRS9 models team leader.
You will be responsible for:
**1) Developing and maintaining, in an Agile framework, all the models related to the credit risk quantification implemented by the Bank in the context of**:
- The implementation of minimum requirements regarding the own funds calculation (Basel 3 Requirements - Pillar 1 A-IRB approach),
- General and specific provisions calculation according to IFRS9 standard,
**2) Managing and ensuring the consistency of the internal rating system integration within the credit risk management process and policies of the Bank**
WHAT WILL YOU DO:
**1) Implementation and maintenance of internal database required in the context of credit risk model development/maintenance**:
- Define and manage business requirements of data flow regarding data used in credit risk quantification.
- Implement data quality processes and reports in order to monitor data consistency and quality.
- Manage data correction and data improvement requests.
**2) Quantification of credit risk parameters involved in the context of the regulatory minimum capital requirements calculation (regulatory requirements based on the CRD IV - Pillar 1, A-IRB)**:
- Develop and maintain risk parameters quantification models and the related internal rating system (IRS) involved in the capital requirement calculation, according to the regulatory minimum requirements and standards, and their consistency with the internal credit risk processes and policies.
- Monitor of the internal model performance through regular Backtesting and Benchmarking exercises, and implementation of appropriate actions in order to maintain the required level of model performance.
- Manage the homologation process of the models involving the supervisory authorities (CSSF / ECB), the validation unit and the internal audit.
- Manage the implementation and the dissemination of the A-IRB model within the internal system and process of the Bank.
- Perform annual regulatory stress test and communication to the senior management of the results.
**3) Business Integration**
- Ensure and facilitate the integration of the risk parameter assessment and the related tools within the credit risk management process, at the middle office level (provisioning, RWA calculation, risk reports) and at the front office level (credit granting).
- Collect and manage internal requests (Credit risk, Marketing, Front Office) regarding credit risk model development or improvement.
**4) Regulatory and internal project contribution, especially in the context of regulatory change or implementation (CRR, RTS, IFRS).**
Must Have Requirements
**You have**:
- PhD in Econometry.
- A significant experience of min 8 years in the area of risk modeling, especially in IFRS9 models.
- Knowledge of the banking/financial industry, and of the credit products and processes.
- Sound knowledge of regulatory requirements, especially regarding CRD, CRR and IFRS9.
- Knowledge of data management and computational software such as Python (preferably), SAS, SQL, Matlab, R..
**You are**:
- Fluent in French and English.
-
Senior Manager Data Scientist
il y a 2 semaines
Luxembourg NSI Luxembourg Temps plein**NSI - Senior Manager Data Scientist - FR/EN**: To reinforce our teams, we are looking for a **Senior Manager Data Scientist,** speaking **French** and **English**. **Your main responsibilities**: - Participating to the Data Management roadmap, vision and strategy - Managing VAT digital projects/solutions we propose to our clients (FAIA, ERP...
-
Senior Data Analyst
il y a 2 semaines
Luxembourg beBeeDataScience Temps plein 800.000 € - 1.200.000 €Join a team of forward-thinking data scientists as a Senior Data Scientist.Job DescriptionWe are seeking an experienced Senior Data Scientist to lead our forecast methodology development, optimize trade-offs for long-term planning transportation, and drive business growth through innovative data analysis.Analyze historical data to identify trends and support...
-
Senior Credit Expert
il y a 2 semaines
Luxembourg BK PARTNERS SA - BK CONSULTING GROUP Temps pleinBK Consulting Group is a 900-headcount consultancy company active in the financial and energy sectors in France, Belgium and the Grand Duchy of Luxembourg. Our value proposition lies in our business expertise and IT skills, which makes us a privileged niche market partner. We are seeking a highly skilled **Senior Analyst in Credit Governance and...
-
Data Scientist Senior
il y a 1 semaine
Luxembourg METRUM Temps plein**Qui sommes-nous ?**: Metrum est une société spécialisée dans l’accompagnement des entreprises dans leur transformation digitale, l’excellence opérationnelle et la gestion du changement. Forts de plus de 20 ans d’expérience, nous aidons nos clients à relever les défis technologiques de demain grâce à des expertises solides en développement,...
-
Data Scientist
il y a 2 semaines
Luxembourg AUBAY S.A. Temps pleinPour l’un de nos clients, une banque située à Luxembourg, nous recherchons un DATA SCIENTIST. Le consultant rejoindra l’équipe en charge de: - L’aide à la transformation numérique en utilisant des méthodes Big Data et Intelligence Artificielle. - La création et la mise à disposition de modèles prédictifs et statistiques basés sur les...
-
Analyste de Crédit Senior
il y a 2 semaines
Luxembourg beBeeAnalyse Temps plein 40.000 € - 60.000 €Analyste de Crédit SeniorL'objectif principal de l'analyste de crédit senior est d'analyser les données financières des clients potentiels et existants pour évaluer leur capacité à rembourser un prêt.Cela implique de collecter et d'analyser des informations sur la situation financière, la réputation et la solvabilité des clients....
-
Data Scientist
il y a 2 semaines
Luxembourg FINEGAN Luxembourg Temps plein**Qui sommes-nous ?** Finegan Luxembourg fait partie du groupe Finegan, cabinet de conseil français indépendant créé en 2009. Avec une approche centrée sur l'innovation et une proximité forte avec nos clients, notre mission est de les accompagner dans leurs transformations sur le long terme. Nous valorisons le Collectif en travaillant main dans la...
-
Senior Credit Risk Specialist
il y a 2 semaines
Luxembourg Findel Airport Quintet Private Bank Temps plein**Purpose of the Job**: **Quintet Private Bank** is a leading private bank in the wealth management sector; we are committed to our clients and their families, and pride ourselves on our personalised service based on a deep understanding of what clients want to achieve. We are a bank headquartered in Luxembourg, with branches in Belgium, Denmark, Germany,...
-
Data Scientist
il y a 2 semaines
Luxembourg BNP Paribas Temps pleinDATA SCIENTIST (H/F) (NUMÉRO DE L'EMPLOI : BGL002727) Au Luxembourg, avec **_BGL BNP Paribas_**, le Groupe BNP Paribas s’est imposé comme l’une des plus grandes banques de la place financière qui contribuent activement à son développement grâce à la diversité de ses activités et au professionnalisme de ses équipes. Au Luxembourg, avec **_BGL...
-
Senior Data Program Director
il y a 2 semaines
Luxembourg beBeeProject Temps plein 90.000 € - 120.000 €Lead Data Initiatives">We are seeking a highly experienced and motivated Senior Project Manager to lead and manage critical data initiatives within our organization."> This role will oversee the end-to-end delivery of projects focused on data modernization, AI use cases, advanced analytics, and the establishment of a Data & AI Center of Excellence (CoE). The...