Quantitative Analyst

The European Investment Fund (EIF) is seeking to recruit for its Investment Office (IO) – Business Support Division (BS) – Quant Models & Data Science Unit at its headquarters in Luxembourg, a Quantitative Analyst (Manager).

This is a full-time temporary position at grade 4/5. Appointment will be made on the basis of three (3) years fixed-term assignment.

Panel interviews via videoconference are anticipated for February 2026.

Purpose

Part of the EIB Group, the mission of the European Investment Fund (EIF) is to improve access to finance for SMEs and small mid-caps in Europe. We do this by supporting emerging and established fund managers with equity investments and by designing debt financing instruments that share the risk taken by financial institutions when they lend to or invest in small businesses. We bring this support closer to entrepreneurs through our extensive network of partners and financial intermediaries in all EU Member States and associated countries.

Operating network

The Quant Models & Data Science Unit is in charge of quantitative model development and maintenance in support of key front office needs and resourcing planning activities. The Unit cooperates mainly with the Risk Office.

Responsibilities

At a level commensurate with your experience and seniority, you will:

• Quantitative Modelling and Risk Analysis: engage with the quant modelling team, providing support during interactions with Risk Management to establish and review equity or debt investment models, stress testing, and valuation methodologies, ensuring compliance and alignment with financial models and standards
• Portfolio Assessment and Model Maintenance: conduct periodic assessments of portfolios across equity and debt / structured finance, run simulations and scenario analyses, and maintain / re-run valuation and risk models (including securitization and structured debt cash-flow models) to reflect market conditions, performance drivers, and portfolio changes.
• Support Front Office Execution: provide quantitative support to front office execution teams across equity and debt transactions, as required, contributing to due diligence, structuring, risk assessment, and valuation / cash-flow models.
• Improve and maintain the implementation of in-house simulation tools, models and other existing tools
• Assist in the conceptual design of the model core, new analytics tools and testing the quantitative methodology with a view to create a best-in-class implementation
• Develop quantitative scripts and tools to enhance productivity
• Utilize data mining and machine learning techniques to derive business insights and support decision-making processes
• Ensure proper documentation in English of the implemented quantitative analytics, financial models and methodology
• Provide technical guidance and support on quantitative questions and system implementations
• Support colleagues from various teams across the Division on quantitative/programming matters
• Keep abreast of the evolution of market practice for equity and credit portfolio analytics

Qualifications

• At least three years and no more than five years of post-graduation (after having obtained your initial university diploma) relevant professional experience
• Advanced degree (master's or higher) in Financial Engineering, Mathematics, Data Science, Computer Science, Statistics, or a related field, with an emphasis on quantitative methods
• At least three (3) years' professional experience on assignments related to the financial sector
• Proficient in quant modelling, using tools such as VBA, Advanced Excel, Python. Experience with Python is mandatory
• Any – or combination – of the following would be considered an advantage:
• Strong quantitative and programming skills as well as knowledge and understanding of quantitative models
• Knowledge of object-oriented programming
• Experience/exposure to data science and/or familiarity with SQL database queries
• Exposure to equity and credit-related products
• Understanding of EIF's operational framework
• Fluency in written and oral English. Knowledge of other EU languages would be an advantage

Behavioural Competencies

• Diligent, dependable and determined
• Logic and willingness to develop expert knowledge in the field of private equity and credit risk
• Strong analytical skills and precision (detail focus) especially when assessing data
• Eagerness to learn and tenacity in seeking insights and solutions
• Success in exploring new methods and procedures to improve the efficiency of analytical work
• Teamwork oriented with excellent interpersonal skills and ease in dealing with internal and external counterparties
• Good oral and written communication skills, including synthesis
• Ability to work on several projects both independently and in a multi-cultural team, with an aptitude for close co-operation and co-ordination, in a front office environment
• Sense of responsibility, organization and initiative

Technical Competencies

• Quantitative skills
• Software development
• Statistical Analysis
• Innovative problem-solving and Initiative
• Machine learning
• Credit and Portfolio Risk Modelling

Deadline for applications: 18 February 2026

We are an equal opportunities employer, who believes that diversity is good for our people and our business. We encourage all suitably qualified and eligible candidates to apply regardless of their gender identity/expression, age, racial, ethnic and cultural background, religion and beliefs, sexual orientation/identity, disability or neurodiversity.

Applicants with specific needs are encouraged to request reasonable accommodations at any stage during the recruitment process. Please contact the EIF Recruitment team ) who will ensure that your request is handled.

By applying for this position you acknowledge the importance of maintaining the security and integrity of the Information of the EIB Group. In case of selection for the position you agree to comply with all measures (policies, controls, document classification and management) implemented by the EIB Group to prevent unauthorized disclosure of any information or any damage to the EIB Group reputation.

Candidates are informed that pre-employment integrity screening is an integral part of the EIF recruitment process.

• Due to high volume of applications, only candidates selected for interviews will be contacted.