Senior Credit Risk Analyst - F&R Calculation Engineering (H/F)

Publiée le 24/03/2021

Banque Internationale à Luxembourg (BIL) logo

Banque Internationale à Luxembourg (BIL)


Temps de travail
Type de contrat
Expérience professionnelle
Niveau d'étude

bil.com

Description

Founded in 1856, Banque Internationale à Luxembourg (BIL) is the oldest multi-business bank in the Grand Duchy. It has always played an active role in the main stages of development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on financial markets. Employing more than 2,000 people, BIL is present in the financial centres of Luxembourg, Switzerland, Denmark, and China.



Responsibilities

In the F&R Calculation Engineering team, you will take part in the feeding and the control of RFO Master and in the calculation of the main risk figures in the credit risk satellites (RAY for risk-weighted assets, RCO Impairment for expected credit loss, TRT for Anacredit).

 

You will be in direct contact with IT and with the clients of RFO Master, ALM and FRM. Your tasks will be the following:

 

  • Production of Basel III and IFRS9 figures using Moody’s tools (RAY for Basel 3 and RCO Impairment for IFRS9).
  • Manage the compliance of the functional parameterization of these tools with the regulatory rules and with the BIL activities.
  • Ensure the integration of the data management requests in the tools during the monthly and daily runs
  • Functional management of system evolutions together with IT and with our provider Moody’s.
  • Manage contacts with our providers, with IT BIL, and with all the internal clients of RFO Master

Must Have Requirements

Domain of expertise: Engineering

Education (orientation): Risk Management

Education (required level): BAC+5

Languages: French and English

Banking techniques: Good knowledge SQL, Python, new technology and credit risk regulations

IT tools: Moody’s tools, application office

More required knowledge: Project Management

Experience (type + number of years): Risk Management / Consultancy – 5 ans / 10 ans

More requirements: System, autonomous, team spirit

 

Banque Internationale à Luxembourg (BIL) logo

Banque Internationale à Luxembourg (BIL)

69 route d'Esch
L-2953 Luxembourg
Luxembourg

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Senior Credit Risk Analyst - F&R Calculation Engineering (H/F)

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Senior Credit Risk Analyst - F&R Calculation Engineering (H/F)

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