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.
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