Senior Quantitative Analyst in Model Validation (M/F)
FYTE
Luxembourg
il y a 1j
source : jobs.lu

For one of our client, a leading global bank specialized in private, corporate, retail and institutional banking, we are recruiting a Senior Quantitative Analsyst in Model Validation (M / F).

  • In this role, your main objectives are the development and implementation of model validation processes in accordance with the regulatory requirements;
  • and the qualitative and quantitative validation of Credit Risk , IRRBB Pillar I models, a variety of Pillar II and IFRS9 models.

    Main responsibilities : Develop, implement and maintain all the models related to the international validation team Initial validation of new Pillar I and Pillar II models Production of annual reviews of Pillar I models and periodic analyze of other models Implementation and maintenance of model validation tools and processes Management of recommendations to ensure the adequacy and the compliance of models Analyze the rating system performance thanks to the production of an annual report To be involved in the decision-

    making process related to model validation ; you will contribute to the choices concerning model development processes Animating validation committee as decision-

    making body related to model validation Your profile : BAC +5 in Finance / Economics / Management or Mathematics / Statistics At least 5 years of experience in the banking industry in a similar position, in the context of the construction and validation of internal rating systems Familiarity with banking credit activity and risk management techniques Fluent in English Autonomous in the performance of assigned tasks Strong knowledge of quantitative / statistical techniques used in the modeling and validation Familiarity with credit analysis, rating system and Basel III / IV banking regulation frameworks Good knowledge of MS Office Suite, Statistical tools and Business Object Analytical and problem-

    solving mind Excellent communication skills and a positive and constructive attitude If you are interested in this position, please send your application to Myriam RACHID quoting the reference LU783505 .

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