Contratación de analista de riesgos financieros en Luxemburgo

Your area of work:

Model Validation provides independent effective challenge of models, applying financial theory and quantitativemethods. We define validation guidelines, develop appropriate validation methods, employ validation instrumentson a regular basis and perform ad hoc model reviews in light of a changing regulatory environment and marketconditions.

Your responsibilities:

Develop appropriate quantitative and qualitative validation methods including potential outcomes and theirimpact

Participate in the initial validation of new and/or changed models

Define and track Model Validation findings and work on potential recommendations to the model owner

Maintain the model inventory of the different legal entities

Assess the adequacy and robustness of risk models on a regular basis and prepare regulatory submissions

Deliver model validation analysis and reports in support of senior management & committee review andchallenge of the risk position

Your profile:

You have completed your university degree in (Financial-)Mathematics, Computer Science, Physics, or anyother quantitative discipline

You gained first relevant professional experience in risk management, ideally in Model Validation or ModelDevelopment

You have sound knowledge and first practical experience in one or more of the fields Credit Risk, Market Riskand Operational Risk,

quantitative (risk) modelling (Monte Carlo-Simulation, statistics, econometrics,…), ICAAP,ILAAP and Financial Regulations

You have good technical knowledge and (object-oriented) programming skills, ideally in Python

You are an efficient team player with good communication skills

Proficiency in written and spoken English; French/German language skills will be an asset as well as the abilityto clearly present complex topics in plain terms