Quantitative Analyst

il y a 2 semaines

Luxembourg Emérique & Partners Temps plein

Do you have an experience in credit risk modelling? Do you have a good understanding of IRB models? Would you like to join a multicultural team with a great interconnectivity locally and with the group?

Curious? interested? please keep reading:
Our client, Investment bank based in Luxembourg, is looking for a Quantitative Analyst to join a team in charge of developing and maintaining IRB models. You will join an international environment, communicate daily in English and will also be in charge of regulatory aspects.

Missions:

- Develop, redevelop, and maintain credit risk models (IRB)
- Implementation phase of the new model
- Regulatory exercises to monitor models, create and present regulatory reports to the Top Management and teams within the group.
- Participate to ECB meetings, etc.

Finally, you will join a multidisciplinary team, where there is a lot to build and develop.

Your profile:

- Background in Statistics, Econometrics, Mathematics, Physics, etc.
- 3 years' experience minimum in credit risk (Basel or IFRS9),
- Good understanding of regulatory guidelines,
- SAS or Python,
- English speaking.

Would you like to find out more? Please get in touch as soon as possible

All conversations with our consultants remain strictly confidential.

  • Analyste Quantitatif Marchés

    il y a 5 jours

    Luxembourg Banque de Luxembourg Temps plein

    **Type de contrat**: CDI **Temps de travail**: Temps plein **Activités / Missions**: A la Banque de Luxembourg, nous desservons trois types de clients : les clients privés, les professionnels de la finance et les entreprises luxembourgeoises. La Salle des Marchés regroupe les différents services spécialisés permettant à la Banque d'intervenir sur...

  • Quantitative Fund Analyst F/m

    il y a 2 semaines

    Luxembourg CANDRIAM Temps plein

    Position description **Business unit**: - Investment Management - External Multi-Management **Job title**: - Quantitative Fund Analyst F/M **Contract type**: - Permanent **Mission**: - Candriam Multi-Management team is in charge of the selection and the analysis of external funds in traditional asset classes as well as Alternative. - The team also...

  • Senior Quantitative Analyst

    il y a 1 semaine

    Luxembourg Spuerkeess Temps plein

    Senior Quantitative Analyst (m/f/n) Envie de rejoindre une institution renommée et innovante? Spuerkeess, pilier de la place financière luxembourgeoise avec des notations parmi les meilleures au monde, et employeur de confiance alliant tradition et innovation bancaire depuis 1856, est activement à la recherche d'un nouveau talent. Département : Risk...

  • Quantitative Analyst

    il y a 2 semaines

    Luxembourg Deutsche Börse Temps plein

    **Learn. Develop. Grow. But always: Share value**: Join our international team that drives positive change, united by a spirit of openness and curiosity. We empower you to have an impact and to grow - personally and professionally. With us, you work at the heart of financial systems and evolve the way markets operate. We’re excited about the future because...

  • Economic Quantitative Analyst Consultant

    il y a 2 semaines

    Luxembourg Lux-Advisory Temps plein

    **Mission** Our client built an economic model in matlab that supports the mandate to act as a backstop to the Single Resolution Fund. He seeks the help of an external Economic Quantitative Analyst to refining the provided model code, following provided standards of software design and model governance best practices. This is to drive automatization and make...

  • (Senior) Quantitative Risk Analyst

    il y a 2 semaines

    Luxembourg Raiffeisen Temps plein

    Rattaché directement au Head of Credit Risk Management, vous êtes en charge des aspects quantitatifs relatifs aux analyses de risque conduites par la fonction Risk Management de la Banque. **Responsabilités**: - Supporter et conseiller l’analyse quantitative au sein de la Banque, tant sur le périmètre des risques financiers que des risques...

  • (Associate) Derivatives Quantitative Officer

    il y a 7 jours

    Luxembourg European Investment Bank Temps plein

    **This position is based at our Luxembourg headquarters and requires regular office presence. **The EIB offers you the opportunity to live and work in a truly international and multi-cultural environment. We also offer relocation support. The **EIB**, the European Union's bank, is seeking to recruit for its Group Risk & Compliance Directorate (GR&C),**...

  • Analyste Quantitatif en Risques Financiers

    il y a 7 jours

    Luxembourg GovJobs Temps plein

    **Statut** : Employé de l'État **Qui recrute ?**: La Banque centrale du Luxembourg (BCL), membre de l’Eurosystème, recrute pour son **département** **« Gestion des Risques Financiers et** **Opérationnels »**,** **Missions**: - Au sein du Département « Gestion des Risques Financiers et Opérationnels », dans la section « Gestion des Risques...

  • Senior Us Analyst

    il y a 2 semaines

    Luxembourg Banque de Luxembourg Temps plein

    **Type de contrat**: CDI **Temps de travail**: Temps plein **Activités / Missions**: BLI - Banque de Luxembourg Investments est la société de gestion d'actifs de la Banque de Luxembourg. Elle propose des services de gestion de fonds et de portefeuilles aux clients privés et institutionnels. En tant qu'investisseurs sur le long terme BLI privilégie...

  • Stagiaire Analyste Multigestion Esg

    il y a 24 heures

    Luxembourg Banque de Luxembourg Temps plein

    **Type de contrat**: Stage **Temps de travail**: Temps plein **Activités / Missions**: BLI - Banque de Luxembourg Investments est la société de gestion d'actifs de la Banque de Luxembourg. Elle propose des services de gestion de fonds et de portefeuilles aux clients privés et institutionnels. En qualité de filiale d'une entreprise certifiée B Corp...