Banque Internationale à Luxembourg (BIL) is one of the biggest banks in the Grand Duchy and offers retail, private, corporate and instititional banking as well as treasury and financial market services. Most of BIL's 2000 employees work at the headquarters in Luxembourg city - this centralized setup promotes swift, agile decision-making and short reporting lines, enabling BIL to offer clients innovative solutions for their changing needs.
To ensure the correct production of the Risk weight Asset (RWA) computation based on the Basel III standards, used for the calculation of the credit risk capital adequacy requirements (pillar I);
To produce internal reporting regarding data quality and monitoring of the RWA, intended for bank internal stakeholders.
What will you do ?
o Production and analysis of monthly RWA, Exposition at Default (EAD);
o Insurance of the RWA correctness by assessing the involved data and processes quality;
o Monitoring of the detected issues and proposed action plan by the recipients;
o Bring proposals for the enhancement of the control framework on IT systems and processes related to the Basel III standard implementation;
o Production and analysis of data and process quality reports related to such systems to monitor closely the data quality in compliance with the BCBS239 principles;
o RWA, EAD simulation for business lines (CIB, Wealth Mgt, Retail banking).
o Master the data and processes quality to compute a reliable solvency ratio and to contribute to an optimum steering of the regulatory capital
o Produce correct forecast for the business lines in order to allow an investment optimization.
Must Have Requirements
What we need ?
o A master degree in the field of Finance, Economy, Management, Statistic or IT
o FRM certificate (should be a relevant edge)
o A Banking experience of at least 3 years in the context of credit risk management.
o Good knowledge of Basel III Regulation
o Knowledge of financial instruments and in general of banking products, banking credit activity, risk management techniques and more particularly of Credit Risk management
o Knowledge of MS Office Suite, Statistical tools (SAS), SQL, Python and Business Object
You are :
o Fluent in English and French
o Well organized and showing synthetical and analytical skills
o Strongly relational and team-oriented