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Junior Quantitative Risk Officer

Luxembourg, LU, L-2955

Job Summary

 

To reinforce its Risk Modelling and Quantitative Analysis team, the Financial Risk & Reporting department is actively looking for a Junior Quantitative Risk Manager, whose role will be to assist in the deployment of harmonised and homogeneous models, tools, and reports across the Group, covering the full spectrum of risks.

Job Responsibilities

 

Take part in the design, implementation and maintenance of quantitative models for Group Risk Control, both for regulatory and internal purposes, across all classes of risk (credit, market, operational):

  • the setting up of data collection processes, the adequate structuring of data in the function internal database, and the definition of quality assurance processes in order to ensure data integrity
  • the development of production-grade quality code and its deployment on the IT infrastructure
  • the definition of the associated governance frameworks
  • the monitoring of model performance and the review of model parameters

 

Actively participate in ECB’s EU-wide stress tests through the development of ad hoc models and tools, and the adaptation of stress scenarios

 

Support and contribute to the development of internal reporting solutions for Group Risk Control

 

Work on ad hoc projects within the frame of a fast moving regulatory environment

 

Provide quantitative support and insights to other Group functions

Qualifications / Experiences

 

Master (BAC+5) in a quantitative discipline (finance, mathematics, physics, engineering)

 

2 years experience

 

Understanding of the banking sector and knowledge of banking products and financial instruments is an asset

 

Knowledge of banking regulations is a plus

Skills

 

Literacy in Matlab, SQL, SSIS

 

Fluency with the MS Office suite, especially MS Excel

 

Strong analytical and mathematical skills

 

Curious and open-minded with a real interest for learning

 

Results-oriented

 

Team player

 

Autonomous

Languages

 

Fluent in English, French is an advantage