Credit Risk Analyst - Luxembourg - BIL

BIL

Entreprise vérifiée

Luxembourg

il y a 1 semaine

Posté par:

Jean Schmitz

Recruteur de beBee

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 people, BIL is present in the financial hotspots that are Luxembourg, Switzerland, and China.

As a major player in Luxembourg's finance industry and as a signatory of the UN Principles of Responsible Banking, BIL is committed to handing over a responsible and sustainable bank to future generations.

Responsibilities:

KEY OBJECTIVES OF THE JOB

Carry out controls over the proper use of rating and other models at the Bank. Formalize controls by producing standardized reports.
Carry out controls over the proper calculation of RWA and ECL conforming to regulations. Formalize controls by producing standardized reports.
Act as data experts in the MRM department and provide regular and adhoc support to other MRM teams, notably Internal Validation.

DELIVRABLES AND KEY ACTIVITIES

Compile datasets by joining queries on different systems in order to perform analyses on those datasets or as support for other teams, e.g. Internal Validation.
Identify potential deficiencies in model use and discuss them with appropriate stakeholders, e.g. credit analysts.
Produce standardized or adhoc analyses and reports.
Develop new and improve existing tools for data extraction, joining, and analysis. Increase overall automation of standardized analysis and reporting.

Must Have Requirements

REQUIRED KNOWLEDGE AND EXPERIENCE

Domain of expertise_
Data science, data manipulation
Education_
Computer science / Mathematics / Natural sciences / Statistics
Bachelor
Languages_
Mandatory languages: English, knowledge of French a strong plus
Banking techniques_
Knowledge of financial instruments and in general of banking products, banking credit activity, accounting techniques, risk management techniques and more particularly of Credit Risk management
Programming skills_
Mandatory: Python and SQL
IT tools_
Good to have: SAS, Dataiku, MicroStrategy,
More requirements_
Synthesis skills, organizational and analytical capacities, good relational and writing abilities, ability to work in a team

We offer

BIL offers a broad range of challenging projects and a huge choice of career paths - we will assist you in finding the one that best meets your skills and expectations.

Your personal development is our priority and we greatly encourage you to dive into different business areas for the broadest possible experience.

BIL is firmly of the opinion that diversity & inclusion contribute towards increasing the collective performance of the bank. We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all.
Languages English French Education Bachelor Experience 2+ years