Avis de recrutement : EIB recrute un Gestionnaire quantitatif (senior) à Luxembourg.

 

 

 

 

 

 

Operating Network:

You will report to the Head of the Portfolio Risk Management Unit (PRM), who in turn reports to the Head of the Transaction and Portfolio Risk Division (TPR). You will work in close cooperation with other members of EIF Risk Management, and have contacts with colleagues in other EIF departments, the European Investment Bank and the European Commission.

Responsibilities:

At a level commensurate with your experience, you will have the following responsibilities:

  • Develop and enhance models and methodologies for assignment of internal ratings, capital allocation, cash flow projections and IFRS 9 accounting values, as applicable for EIF products;
  • Migrate existing tools to a production environment and contribute to their maintenance and performance monitoring;
  • Contribute to the EIF Model Governance Framework by:
    • Collaborating with EIB teams to ensure a consistent approach to model risk across the Group;
    • Developing, enhancing and performing back-testing procedures for EIF risk models;
    • Performing validation of models from other EIF units.

Qualifications:

  • University degree in Maths, Physics, Statistics or other course with a very strong quantitative background, and with a strong exposure to quantitative methods;
  • At least five (5) years of post-graduation (after having obtained your initial university diploma) relevant professional experience – including academic experience and/or experience gained during a PhD or equivalent qualification – at the same level of responsibility in any, or a combination, of the following: (i) modelling and programming, (ii) model validation or (iii) consulting on quantitative techniques;
  • Excellent knowledge of Python and Object Orientated Programming;
  • Excellent knowledge of English, both oral and written, with good drafting skills;
  • Knowledge of standard computer tools, in particular Excel (including VBA).

More details

Deadline for applications: Wednesday, 3rd May 2023