Senior Quantitative Analyst - Credits (m/f/n)

About the role

Validate internal credit and other risk models, including reviewing model documentation, source code, data, methodologies, assumptions, technical implementation, and use. Document and present validation findings, track recommendations, maintain the model inventory, and quantify and monitor model risk. A master's degree in mathematics, finance, econometrics, or a similar field is required, along with at least five years of experience in credit risk modeling or validation, such as IRB, IFRS 9, or Pillar 2. Candidates should know relevant financial risk regulations and modeling tools such as Python, Dataiku, and SQL, understand the AI Act's implications for model governance and risk management, and be proficient in French and English; Luxembourgish is an advantage.