Quant Manager (M/F) recruitment
La Banque Internationale à Luxembourg is the oldest bank of Luxembourg financial centre. Founded in 1856, it was a part of Dexia group until its recent reorganisation.
Important investments confirm la BIL as a centre of reference for the International Wealth Management, with two centres of expertise, Luxembourg and Switzerland.
The job :
You will be developing trade support tools for a strategic and tactical asset allocation. The modeling of risk and return figures, back testing models and the work on portfolio strategy will be your daily business.
Major Job Responsibilities Include :
- Identify major sources of risk in portfolios
- Carry out scenario analysis
- Provide guidance analytics
- Review asset allocation models and investment parameters by extensive backtesting
- Work with internal groups to manipulate large streams of data
- Interpret test results in the context of model applicability
- Quantitative description of portfolio clusteings and individual portfolios
- Develop monitoring tools in terms of risk management
Essential educational background and skills :
- Strong educational background in mathematics, statistics, possibly with emphasis on finance or economics (proven achievements in the field of statistics and modelling)
- Ability to work independently as well as part of a group
- Ability to adhere to tight deadlines
- Creative and enthusiastic approach to work
- Proficiency in Excel (VBA), Access and in MATLAB, SQL. C++ knowledge is appreciated.
- Sound knowledge of large data management
- Excellent English knowledge both in writing and speaking. French knowledge is appreciated.
Other important personal attributes:
- Motivated, analytic, self starter, entrepreneurial, creative, dynamic, ambitious
- Team spirit and team player
- Strong communication and presentation skills
- Strong quantitative skills
- Assertive, flexible and open for change/ evolution
- Structured and methodological
- Willingness to work in a global environment
- Capacity to work through stress environments
- Willingness to travel ad hoc for short duration trips
June 18, 2012
• Tags: F recruitment, Quant Manager (M, Risk Management careers in the Luxembourg • Posted in: Financial