Job Opportunity
Banque Internationale à Luxembourg is a multi-business bank operating in retail, private and corporate banking, as well as on major capital markets. As a signatory of the UN Principles of Responsible Banking, we are committed to handing over a responsible and sustainable bank to future generations.
Your next challenge:
We are seeking a Senior Data Scientist to develop and maintain credit risk quantification models, in alignment with IFRS9 Expected Credit Loss (ECL) requirements. This includes design, implementation, documentation, and maintenance of the models.
Key Responsibilities:
* ECL production and reporting: Assist in the production of modelled ECLs and overlays, provide analyses to different departments within the Bank, and provide input to key reports.
* Credit Risk Stress Testing: Conduct credit risk stress testing for the Internal Capital Adequacy Assessment Process (ICAAP) and participate in the EU-wide Stress Testing (EBA) initiatives.
* Macroeconomic Scenario Analysis: Perform comprehensive macroeconomic analyses to support the stress testing and projection processes within the Bank.
Required Skills and Qualifications:
* Master's degree in mathematics/actuarial science/finance/statistics/economics.
* Advanced knowledge of the IFRS9 requirements.
* Advanced programming skills in Python.
* Familiar with version control systems (Git).
* Knowledge of Dataiku is considered an advantage.
* Advanced proficiency in MS Excel and SQL.
* Self-starter attitude.
* Ability to work independently and to collaborate with multidisciplinary teams.
* Analytical profile, rigorous and well-organized.
* Results-oriented mindset striving to deliver on time.
* Problem-solving skills.
* 5+ years in a similar role.
What We Offer:
* A broad range of challenging projects and a huge choice of career paths.
* Assistance in finding the one that best meets your skills and expectations.
* Prioritization of your personal development.
* The opportunity to dive into different business areas for the broadest possible experience.