Recruteur : Banque européenne d'investissement
Niveau d'étude :
Expérience professionnelle :
- Type de contrat : CDI
- Lieu de travail : Luxembourg - 99
- Publié : 21/11/2019
- Référence : 14794
Description du poste
Contribute to the maintenance, development, implementation and improvement of EIB's risk pricing methodology and (credit risk) portfolio modelling.
You will work in close cooperation with colleagues of the Capital and Reporting Division and have regular contacts within Risk Management and with other Directorates. You will interact on a case-by-case basis with internal auditors, the EIB's Audit Committee, etc.
Contribute to the development, maintenance and implementation of risk pricing and (credit risk) portfolio modelling methodologies and policies.
Assess implications of new business initiatives on risk and pricing, using portfolio models.
Develop or improve risk pricing and portfolio models for new business initiatives, products or new types of risk.
Act as a point of contact for internal services with respect to queries related to risk pricing of EIB products (e.g. pricing simulations, queries referring to application of risk pricing methodology).
Ensure the consistency of risk pricing methodologies and portfolio modelling with the prevailing internal risk measurement of the EIB (i.e. economic capital).
Ensure that adequate documentation of relevant methodologies and processes is put in place.
Contribute to the Bank's efforts to maintain compliance with applicable best banking practice in the area of portfolio modelling and risk pricing.
Provide input to ad-hoc analyses and written communications on specific risk pricing and portfolio modelling matters to senior management or external bodies.
University degree in a quantitative subject (e.g. Mathematics, Physics, Statistics), with relevant exposure to finance or risk management, or a degree in Finance or Economics with a quantitative background. Post-graduate studies in one of these subjects or other relevant professional qualifications would be an advantage.
Minimum 3 years' relevant professional experience, ideally gained in credit risk modelling or similar role.
Knowledge of the regulatory framework or of rating agency scoring models would be considered an advantage.
Familiarity with the main modern risk measurement methodologies and tools.
Solid IT background and ability to work with large data sets (database querying, SQL, Business Objects).
Proficient knowledge of MS Excel, VBA and some programming languages (e.g. Matlab, R, C#, Python, SAS).
Excellent written and spoken English is a requirement. Knowledge of French(*) would be an asset.
Achievement Drive: Continually keeps an eye on performance, focusing on improving it, showing drive and determination to meet short and long-term goals.
Change Orientation: Adapts to differences and changes in the environment; takes a flexible approach to reach outcomes.
Collaboration: Works cooperatively as part of a team; works collaboratively with peers across organisational boundaries based on a genuine interest in and an accurate understanding of others and their individual perspectives and concerns.
Organisational Commitment: Is willing to commit to an organisation whose mission is to support Europe and is open to diversity, and to align her/his own behaviour with the organisation’s needs and intrinsic values, acting with integrity in ways that promote the organisation’s mission, policies and rules.
Profil de la société
Votre profil doit être rempli au moins à 50% pour pouvoir consulter les coordonnées du recruteur et postuler.
Formulaire de candidature : www.talents-handicap.com