Credit Risk Officer

Your missions:

• Support the development, enhancement and maintenance of credit portfolio and structured credit portfolio models, including related calculation engines


• Contribute to both the technical implementation and methodological refinement of credit risk models


• Independently extract, query, clean, transform and structure data from IT systems and perform quantitative analyses


• Interpret analytical results and draw meaningful quantitative conclusions to support risk assessment


• Contribute to the design, development and implementation of statistical, predictive and Monte Carlo-based models


• Perform portfolio and risk analyses using quantitative techniques to support risk measurement and decision-making


• Convert Excel-based calculations into Python or other analytical languages and contribute to process automation and optimisation


• Support the integration of analytical tools and models into production systems


• Execute and analyse scenario-based assessments, including stress testing and sensitivity analyses


• Contribute to ensuring methodological and data consistency across risk calculations within a coherent risk measurement framework


• Prepare, maintain and improve documentation covering methodologies, model assumptions and analytical processes to ensure transparency and governance compliance


• Collaborate with modelling teams, IT and other stakeholders across the organisation and communicate quantitative findings clearly to both technical and non-technical audiences

Your profile:

• University degree in Mathematics, Finance, Economics or another quantitative discipline; post-graduate studies or relevant professional qualifications are an asset


• Minimum 3 years of relevant professional experience in credit risk modelling, portfolio modelling, credit risk analytics or a similar quantitative role within banking or finance


• Knowledge of structured credit portfolios is considered an advantage


• Strong analytical and problem-solving skills with the ability to interpret and communicate complex quantitative concepts clearly


• Good understanding of credit risk measurement methodologies and related analytical tools


• Solid data management skills with the ability to independently extract, query, combine and analyse structured and unstructured data from IT systems


• Proficiency in analytical and programming languages such as Python and SQL; knowledge of other programming languages is an asset


• Familiarity with Business Objects is considered an advantage


• Strong command of MS Office tools, particularly Excel, Word and Outlook


• Ability to collaborate effectively with multidisciplinary teams in an international environment

Please note that this assignment may be extended, in accordance with Luxembourgish law, for a maximum duration of one year.

Interested in this opportunity? Apply now!