Senior Credit Risk Modeler

il y a 2 semaines

Luxembourg ING Temps plein

**Senior credit risk modeler**

The Regulatory, Models and Capital integration Team is an energetic international team of highly qualified professionals within the Risk department. This team is responsible for developing credit risk models used within ING Luxembourg, and more widely provide expertise on regulatory and modelling topics for capital requirement measurement.

**Your role & work environment**

ING uses quantitative models for many purposes and form an integral part of our strategy. You will be developing models used for calculations of the Loan Loss Provisions (IFRS9) as well as the Regulatory (Basel II) Credit Capital.

You will be member of Regulatory, Models and Capital Integration team whose responsibility is within the Risk division. The team is composed of six members including the manager and divided into two squads: one with 3 modelers and another one with 2 financial risk experts.

**Within our team, you will**:

- Maintain credit risk models (PD, EAD, LGD), realize regulatory exercises to monitor these models, lead a key role to answer demands from supervisor entities (ECB or CSSF), and develop them in compliance with the ING group methodological standards
- Create high quality reports that are read by e.g. senior management, CRO staff, model validation, audit and ECB;
- Participate in meetings with model validation, senior management, internal & external audit and the European Central Bank.

**Who are we looking for?**
- An academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field;
- Experience in IRB or IFRS9 model development, retail or wholesale portfolio
- Programming experience in SAS and SQL, knowledge of R or Python is a plus;

**Additionally, you should have**
- An independent, creative and pro-active way of working;
- Critical but positive constructive and team-player mind-set;
- Persuasiveness and the ability to interact with stakeholders and build positive relationships;
- Excellent communication skills and ability to write clear reports in English.

**We offer you**
- A clear purpose, a unique offer and a range of flexible compensation and other benefits:

- Personal growth & challenging work with endless opportunities to realize your ambitions
- An informal, dynamic environment with innovative colleagues supporting your endeavors
- A progressive and agile way of working, where new ideas are valued ahead of convention
- Challenging projects, at the forefront of the new regulations
- A dynamic and flexible work environment
- Training opportunities

  • Credit Risk Modeler

    il y a 1 semaine

    Luxembourg ING Temps plein

    **Credit Risk Modeler** The Regulatory, Models and Capital integration Team is an energetic international team of highly qualified professionals within the Risk department. This team is responsible for developing credit risk models used within ING Luxembourg, and more widely provide expertise on regulatory and modelling topics for capital requirement...

  • Credit Risk Analyst

    il y a 4 jours

    Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

    Description Founded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000...

  • Senior Risk Analyst, Credit and Fraud Risk Analytics

    il y a 4 jours

    Luxembourg PayPal Temps plein

    **The Company** PayPal has been revolutionizing commerce globally for more than 25 years. Creating innovative experiences that make moving money, selling, and shopping simple, personalized, and secure, PayPal empowers consumers and businesses in approximately 200 markets to join and thrive in the global economy. We operate a global, two-sided network at...

  • Credit Risk Officer

    il y a 2 semaines

    Luxembourg, Luxembourg European Investment Fund Temps plein

    EIF PostingThe European Investment Fund (EIF) is seeking to recruit for its Risk Office (RO) – Transaction & Mandate Risk Division (T&MR) – Credit Risk Unit (CR) at its headquarters in Luxembourg, a (Senior) Credit Risk Officer *.This is a full-time temporary position (travel required) at grade 4/5. Appointment will be made on the basis of three (3)...

  • Senior Project Manager

    il y a 2 semaines

    Luxembourg Banque Internationale à Luxembourg (BIL) Temps plein

    Description Founded in 1856, Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000...

  • Senior Credit Risk Analyst

    il y a 2 semaines

    Luxembourg Sogeti Temps plein

    SOGETI is looking for a **Senior Credit Risk Analyst** to join our company. As part of the BI & Analytics department composed of smart & dedicated people like yourself who make an impact with both internal and client stakeholders, from our office in Bertrange or directly on client premises. **Your challenge**: - To develop and enhance credit risk monitoring...

  • Credit Risk Officer

    il y a 2 jours

    Luxembourg LHH Temps plein

    Our client, an Investment Bank, is looking for its future Credit Risk Officer. This job offer is going to be a temporary contract for one year. LHH Recruitment Solutions offers extensive HR solutions through one unique brand. We are specialised in the employment of middle and top management and highly qualified professionals in contracting, temporary and...

  • Credit Risk Expert

    il y a 4 jours

    Luxembourg Spuerkeess Temps plein

    **Département**: Risk Management **Service**: Financial Risk Management **Vos missions** En tant que Credit Risk Expert (M/F/n), vous serez chargé(e) d'assurer le respect de l'appétit au risque de crédit. Vos principales responsabilités sont les suivantes: - Quantification et contrôle du risque de crédit - Conception et implémentation des indicateurs...

  • Senior - Credit Risk Analyst (Gn) in Luxembourg

    il y a 10 heures

    Luxembourg Personal Direkt Temps plein

    Since 1994, we have been filling vacant personnel requirements at our clients in our consulting fields of Banking, Tax Advisory Professions and Legal. For an renowned, international Banking Corporation in Luxembourg we are looking for you as: **Senior - Credit Risk Analyst (gn) in Luxembourg**: **Main duties and responsibilities**: - Independently evaluate...

  • Senior Credit Risk Analyst

    il y a 6 jours

    Luxembourg Hays France Temps plein

    Nous recherchons un Analyste de Risque de Crédit / Credit Risk Analyst Senior pour notre client, une banque de la place luxembourgeoise. Le rôle consiste principalement en la production périodique des Actifs Pondérés par les Risques (RWA) et des Pertes de Crédit Attendues (ECL) dans les délais impartis et de garantir la qualité constante des...