Private banking / Patrimonial


Quantitative risk analyst

30 October District de Luxembourg, Luxembourg Perm €55000 - €80000 per annum + To be discussed

Quantitative Risk Analyst (M/F)

Our client, a well-established international bank, is looking Quantitative Risk Analyst (M/F) based in Luxembourg. It provides a broad range of services in retail, corporate and private banking. You will work in the modelling team with a focus on regulatory risk topics.

Duties & Responsibilities:

* Design, implementation, automation and documentation of different quantitative risk models and underlying methodologies related to Basel
* Validation, model verification, model confirmation and back-testing of models produced by the Modelling team;
* Get involved in IT projects to drive implementation of Stress test models in state of the art IT environment;
* Develop methodology for stress testing and counterparty exposure to satisfy various regulatory requirements;
* Develop analytical tools to support other teams within the Risk Department.

Education & background:

* Advanced degree (PhD or MS) in statistics, physics, mathematics, computer science, financial engineering, economics or finance;
* Strong quantitative background;
* Basic programming skills;
* MS Office Suite, Statistical tools (SAS, Matlab,….) and Business Object;
* Fluency in English and French;
* Hands on experience with risk models, in particular, experience with stress testing models and A-IRB internal risk rating model development are highly desirable.

To gain:

* The opportunity to grow in an international environment;
* An interesting salary package linked with your background and performance.

Successful applicants will be contacted within 1 week and we guarantee the confidentiality of your application.

Sthree Luxembourg is acting as an Employment Agency in relation to this vacancy.