Quantitative Credit Risk Analyst – Luxembourg recruitment
They are looking to hire two quantitative risk analysts to support the credit risk assessment and risk pricing process, ensuring consistency in the use of the Loan Grading system, Credit Metrics, and other applications.
Responsibilities include:
- Supporting the credit risk assessment and risk pricing process
- Documenting, updating and reporting on methodologies underlying the Bank's risk pricing policy.
- Advising on the development and implementation of new credit risk policies and mitigation measures
- Proposing changes to the current modelling framework in risk pricing and credit risk quantification
- Participating in the assessment of the quality of the companies loan portfolio.
- Ensuring the risk management applications are accurately maintained and updated
- Support the drafting of all regular risk reports, as well as other documents on risk pricing and policy.
The successful candidate should have:
- A university degree in a quantitative subject, and a strong quantitative ability
- PRMIA or GARP certificates would be considered an advantage
- Relevant professional experience, including "hands-on" financial or risk modelling experience, ideally gained in a risk-related function.
- Experience with risk measurement methodologies and management tools.
- Sound knowledge of credit portfolio models is preferred
- Knowledge in the areas of bank solvency regulation, and/or of risk and capital management (Basel II)
- Solid knowledge of MS Excel, including VBA. Knowledge of JAVA or any other object-oriented programming language would be an advantage.
- Good knowledge of English. Candidates who speak Czech, Danish, Dutch, Hungarian or an Eastern European Language are encouraged to apply.
February 14, 2012
• Tags: Debt, Fixed Income careers in the UK, Luxembourg recruitment, Quantitative Credit Risk Analyst • Posted in: Financial