Credit Risk Analyst - Team F&R Data Monitoring & Analyses (M/F)
Banque Internationale à Luxembourg (BIL)

Credit Risk Analyst - Team F&R Data Monitoring & Analyses (M/F)

  • Full time Position
  • Luxembourg (Luxembourg)
  • Published on September 10 2021

Company description:

bil.com

Job description:

Description

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.


Responsibilities

KEY OBJECTIVES OF THE JOB

 

2 major activities:

Data Quality : produce internal reporting regarding data quality of the new finance & risk database in coordination with Data Office / Data Owners

Data Monitoring & Analyses : production and monitoring of the Risk Weighted Asset (RWA) computation based on the Basel III standards, and the Expected Credit Losses (ECL) based on IFRS9 rules 

 

DELIVRABLES AND KEY ACTIVITIES

 

• Production and analysis of the Data Quality on the new database in compliance with BCBS 239 principles and in collaboration with Data Office

• Controlling database in daily frequency for ALM and Liquidity needs

• Production and analysis in monthly related to the Credit Risk, e.g. RWA, Exposition at Default (EAD) and ECL figures

• Insurance of the RWA and ECL correctness by assessing the involved data and processes with others departments concerned (e.g. Accounting, Credit Risk Management)

• Participating in the reporting produced by the team with specific analysis

• Monitoring of the detected issues with IT, Data Owners or others departments in the Bank

• Participating in RWA and EAD simulation depending on model evolution or specific request

 

Profile description:

Must Have Requirements

Domain of expertise

Mathematic, Informatic

 

Education (orientation)

Finance, Economy, Management, Statistic or IT

 

Education (required level)

Master degree

 

Languages

French and English

Banking techniques

•       Good knowledge of Basel III Regulation and IFRS9

•       Knowledge of financial instruments and in general of banking products, banking credit activity, risk management techniques and more particularly of Credit Risk management

 

IT tools

Knowledge of MS Office Suite, Dataiku, Python, Microstrategy ,SQL

 

More required knowledge

FRM certificate (should be a relevant edge)

 

Experience (type + number of years)

A Banking experience of at least 2 years in the context of credit risk management or audit

 

More requirements

Well organized and showing synthetical and analytical skills

Strongly relational and team-oriented

 

Education level: Master's Degree
Work experience: 2-3 years
Start contract date: 10-09-21