Quantitative Credit Risk Analyst recruitment
The successful candidate will deal with the more technical aspects of risk management to:
- Support the credit risk assessment and risk pricing process, ensuring consistency in the use of the Loan Grading system, Credit Metrics, and other relevant applications.
- Advise on the development and implementation of new credit risk policies and mitigation measures; identify new business requirements and ensure their implementation in the relevant applications, including the testing of new releases, in close collaboration with IT.
- Propose refinements/extensions to the current modelling framework in risk pricing and credit risk quantification.
- Ensure the correct data implementation of risk management applications.
- Document, update and report on methodologies underlying the Bank’s risk pricing policy.
- Support the drafting of all regular risk reports, as well as other documents on risk pricing and policy.
- Participate in the assessment of the quality of the bank’s loan portfolio.
- Perform ad hoc activities in special initiatives related to the responsibilities of the Division.
Excellent knowledge of English and French is required and fluency in Czech, Danish, Dutch, Hungarian and Italian would be a plus.
February 16, 2012
• Tags: Quantitative Credit Risk Analyst recruitment, Risk Management careers in the Luxembourg • Posted in: Financial