Fonded in 1856, Banqe Internationale à Lxemborg is the oldest mlti-bsiness bank in the Grand Dchy. From its fondation, the BIL has always played an active role in the development of the Lxemborg economy. It crrently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than people, BIL is present in the financial hotspots that are Lxemborg, Switzerland, and China.

As a major player in Lxemborg's finance indstry and as a signatory of the N Principles of Responsible Banking, BIL is committed to handing over a responsible and sstainable bank to ftre generations.




Yor mission:



As a Senior Qantitative Analyst in Risk Management, yo will play a critical role in the development, validation, and implementation of Pillar risk models. Yo will leverage yor expertise in qantitative analysis to enhance the bank's risk assessment capabilities while ensring compliance with reglatory reqirements. Yor insights will contribte to the strategic decision-making process and help shape the bank's risk management framework.




Yor next challenge:




Implement and monitor the qantitative aspects of BIL grop ICAAP and ILAAP processes:

Deploy a robst Economic Capital framework, covering the material risks of the Bank, and contribting to the Bank's Capital & Liqidity Planning.

Development or improvement of models to cover BIL Grop material risks (notably Credit Risk and Market Risks). It encompasses design, implementation, docmentation, and maintenance of the models.

Continos improvement of the models and docmentation.

Addressing recommendations issed by internal and external stakeholders.

Ensring the compliance with the Bank's Data Qality Framework.

Reglar reporting of the ECAP figres and stress tests otcomes as part of the Bank's ICAAP/ILAAP process.

Stress Testing models: Development or Improvement of Stress Test models to forecast BIL Grop key risk indicators. It encompasses design, implementation, docmentation, and maintenance of the models. It incldes notably the forecasting of Net Interest Income and Credit Risk losses.

Provide qantitative expertise to the Risk Management and to other departments of the bank:

Design models or qantitative tools sed by internal stakeholders for bsiness/financial/risk management. The tasks inclde the development, testing, implementation, docmentation of models.

A list of models managed by the team inclde: the NMD and Prepayment models for the IRRBB framework, the Financial Haircts model, the CVA/DVA parameters in the context of IFRS 13. The activity incldes the design, implementation, docmentation, and maintenance of the models.

Maintain and improve the Bank's RAROC tool, spport sers regarding methodological and technical matters.

Provide qantitative advisory.

Yor skills:

Master's degree or PhD level in Mathematics, Statistics, Modelling, Compter Science, Data Analysis, Risk, Finance

Minimm of 7-1 years of experience in risk management, with a focs on ICAAP and ILAAP within the banking or financial services sector.

Experience with economic capital (ECAP) modelling, IRRBB modelling or Stress Testing

Strong analytical and problem-solving skills, with the ability to be rigoros and well-organized.

Excellent commnication and interpersonal skills, with the ability to engage and inflence stakeholders at all levels. Yo are flent in French and English.

Proficient in risk management tools and technologies. Advanced programming skills in Python. Familiar with version control systems (Git)

Knowledge of Dataik is considered as an advantage. Advanced proficiency in MS Excel and SQL.

Caring: Empathetic and open-minded, fostering a spportive environment for team members and stakeholders.

Leading: Ability to lead by example and inspire others throgh a commitment to excellence in risk management.

Engaging: Passionate abot risk management and dedicated to engaging with all levels of the organization.

Accessible: Approachable and credible, ensring stakeholders feel comfortable discssing risk-related concerns.

Reliable: Committed to following throgh on tasks, ensring thorogh docmentation and timely reporting of risk isses.

BIL offers a broad range of challenging projects and a hge choice of career paths .We will assist yo in finding the one that best meets yor skills and expectations. Yor personal development is or priority and we greatly encorage yo to dive into different bsiness areas for the broadest possible experience.

BIL is firmly of the opinion that diversity & inclsion contribte towards increasing the collective performance of the Bank. We are committed to creating a cltre of inclsion that encorages individal development with eqal opportnities for all.



NB: The selected candidate will be asked to provide an extract from the criminal record (no.3) as evidence of integrity and jstified with regard to the specific needs of the position to be filled. Other docments will be collected, to the extent legally permitted, to perform backgrond checks.