Documente Academic
Documente Profesional
Documente Cultură
(M/F)
Luxembourg
Organization : Banque Internationale à Luxembourg
Contract type - Unlimited duration
Banque Internationale à Luxembourg is the oldest bank in Luxembourg. Founded in 1856, BIL is a key
player in the Retail Banking, Private Banking, Corporate Banking and Treasury and Financial Markets.
These businesses are backed up by strong Support functions and by our Operational departments.
Your mission :
Quantitative validation of Credit Risk models mainly related to the Credit Risk Pillar I of Basel III
framework and to the IFRS 9 framework:
Your responsibilities :
Your profile :
Academical background :
o Phd in mathematics / statistics , Finance or economy / management
Education level :
o Minimum BAC+4/5
Type & years experiences :
o Banking experience in the context of the implementation and management of internal
rating system : min 10 years of experience;
o Sound experience with the regulatory bodies.
Languages : French and English (fluent)
Technical banking knowledge :
o Knowledge of financial instruments and in general of banking products, banking credit
activity, risk management techniques and more particularly of risk modeling and Credit
Risk management;
Other knowledge :
o Quantitative and statistical techniques implemented in the modeling and valuation of
Credit Risk, Rating and credit analysis method. Knowledge of Basel III banking
regulation.
Office automation and computer skills :
o MS Office Suite, Statistical tools (SAS, Matlab, R….) and Business Object.
Other requirements :
o Synthesis and deep analytical skills;
o Excellent communication and negotiation skills.