Job Title:
Senior Data Analyst and Quantification Specialist
We are seeking an experienced Senior Data Scientist to join our team at a leading market player in Luxembourg's finance industry.
* Develop and maintain credit risk quantification models in alignment with regulatory requirements.
* Assist in the production of modelled economic capital and overlays.
* Provide data-driven insights to different departments within the organisation.
* Conduct comprehensive stress testing for internal capital adequacy assessments and participate in EU-wide initiatives.
* Perform detailed macroeconomic analyses to support business decisions.
Key Responsibilities:
1. Develop and implement statistical models for credit risk assessment.
2. Work closely with cross-functional teams to integrate data-driven insights into decision-making processes.
3. Collaborate with subject matter experts to develop and maintain complex data sets.
4. Design and execute comprehensive analytical frameworks to inform strategic business decisions.
Requirements:
* Master's degree in mathematics, actuarial science, finance, statistics or economics.
* Advanced knowledge of machine learning algorithms and programming languages.
* Proficiency in data visualization tools and techniques.
* Familiarity with agile development methodologies.
* 5+ years of experience in a similar role.