Quantitative Analyst – Credit Risk – Luxembourg

  • Location: Luxembourg
  • Salary(€) Attractif
  • Posted March 6, 2024
  • Employment Type Permanent
  • Sector Quantitative Finance
  • Job Reference JC_4799

Do you have an experience in credit risk modelling? Do you have a good understanding of IRB models? Would you like to join a multicultural team with a great interconnectivity locally and with the group?


Curious? interested? please keep reading:


Our client, Investment bank based in Luxembourg, is looking for a Quantitative Analyst to join a team in charge of developing and maintaining IRB models. You will join an international environment, communicate daily in English and will also be in charge of regulatory aspects.



–       Develop, redevelop, and maintain credit risk models (IRB)

–       Implementation phase of the new model

–       Regulatory exercises to monitor models, create and present regulatory reports to the Top Management and teams within the group.

–       Participate to ECB meetings, etc.


Finally, you will join a multidisciplinary team, where there is a lot to build and develop.


Your profile:

–       Background in Statistics, Econometrics, Mathematics, Physics, etc.

–       3 years’ experience minimum in credit risk (Basel or IFRS9),

–       Good understanding of regulatory guidelines,

–       SAS or Python,

–       English speaking.


Would you like to find out more? Please get in touch as soon as possible!


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